本文選題：動態(tài)額度 + 行為評分　； 參考：《中國海洋大學(xué)》2013年碩士論文

【摘要】：自1985年我國發(fā)行第一張信用卡“中銀卡”以來,信用卡發(fā)卡規(guī)模不斷擴大,授信額度急速增長,銀行收益逐步顯現(xiàn),同時銀行將面臨著巨大的信用卡風(fēng)險。近些年信用卡業(yè)務(wù)更是高速發(fā)展,通過中國人民銀行公布的信用卡相關(guān)風(fēng)險指標(biāo)數(shù)據(jù)可知,信用卡風(fēng)險已經(jīng)開始凸顯,然而銀行并沒有有效的風(fēng)險防范措施和手段,跟不上業(yè)務(wù)發(fā)展速度。 目前我國信用卡行業(yè)的風(fēng)險控制主要集中在發(fā)卡階段,這是由我國當(dāng)前以信用卡營銷為主,過多關(guān)注事前信用卡額度審批的信用額度情況決定的,而在銀行發(fā)卡以后,持卡人的信用消費情況、還款情況以及資信狀況的后續(xù)跟蹤調(diào)查卻很少關(guān)注。其實銀行的風(fēng)險控制任務(wù)并沒有完成,信用卡的賬戶不能放任自流、自生自滅,恰恰相反,對信用卡賬戶進行持續(xù)性的、科學(xué)性的、全方位的管理,將有利于銀行提高持卡者的額度使用率、保持和客戶溝通交流、增加客戶忠誠度、防止客戶的流失等,從而控制信用卡風(fēng)險,增加銀行的盈利性。而本文正是從信用卡管理核心階段—動態(tài)額度管理入手,在分析國內(nèi)外信用卡動態(tài)額度管理的基礎(chǔ)上,考慮我國銀行業(yè)信用卡發(fā)展?fàn)顩r以及經(jīng)濟環(huán)境變化等因素下構(gòu)建了一套更加合理的信用卡動態(tài)額度管理指標(biāo)體系。以期達(dá)到,在微觀層面,給予客戶更高的信用額度,以促進信貸資產(chǎn)的增長和收益的提高、提高信用卡的市場競爭力、鞏固客戶的忠誠度,降低信用額度過低而導(dǎo)致的客戶流失；同時,合理的降低信用卡的額度,可以減少潛在的壞賬準(zhǔn)備,控制風(fēng)險,并可以降低信用卡里的“睡眠卡”,減少過度授信所帶來的資本消耗越。在宏觀層面,可以促進銀行信用卡業(yè)務(wù)的發(fā)展、降低銀行風(fēng)險、提高銀行業(yè)的競爭力,從而對整個銀行業(yè)的發(fā)展起到促進作用。 在對指標(biāo)體系進行評價時,本文通過對各種方法的分析,最終選取BP神經(jīng)網(wǎng)絡(luò)模型。并在獲得銀行內(nèi)部相關(guān)數(shù)據(jù)的基礎(chǔ)上,運用BP神經(jīng)網(wǎng)絡(luò)模型對指標(biāo)體系進行了可行性分析,達(dá)到了良好的效果。 在我國商業(yè)銀行的信用卡業(yè)務(wù)開始從量變到質(zhì)變轉(zhuǎn)化過程開始時,本文提出對信用卡動態(tài)額度進行更加有效的管理,通過選取持卡者基本信息、消費行為信息、銀行內(nèi)部狀況以及宏觀經(jīng)濟變量四方面指標(biāo)構(gòu)建了信用卡動態(tài)額度管理指標(biāo)體系,相比于當(dāng)前信用卡動態(tài)額度管理中僅以行為評分模型中客戶消費行為指標(biāo)進行評價,指標(biāo)體系更加的全面性,評價更具有科學(xué)性、合理性。并且在模型評價時,不同于以分值劃分客戶等級,而是采用BP神經(jīng)網(wǎng)絡(luò)方法對信用卡動態(tài)額度管理指標(biāo)體系進行評價,其高度并行計算能力、自學(xué)能力和容錯能力使評價更科學(xué)更準(zhǔn)確。
[Abstract]:Since China issued the first credit card "Bank of China" in 1985, the scale of issuing credit card has been continuously expanded, the credit line has increased rapidly, the bank income has gradually appeared, and the bank will be faced with huge credit card risks. In recent years, credit card business has been developing at a high speed. According to the credit card risk indicators published by the people's Bank of China, credit card risks have begun to highlight, but the banks do not have effective risk prevention measures and means. We can't keep up with the speed of business development. At present, the risk control of the credit card industry in our country is mainly focused on the credit card issuing stage, which is determined by the credit limit approved in advance by the credit card marketing in our country, and after the bank has issued the card, Follow-up investigations into cardholders' credit consumption, repayment and creditworthiness have paid little attention. In fact, the risk control task of banks has not been completed. Credit card accounts cannot be left alone. On the contrary, credit card accounts are managed continuously, scientifically, and comprehensively. It will help banks to improve the quota utilization rate of card holders, maintain communication with customers, increase customer loyalty, prevent customer loss, and thus control credit card risks and increase the profitability of banks. This paper starts from the core stage of credit card management-dynamic quota management, on the basis of analyzing the domestic and foreign credit card dynamic quota management. A more reasonable index system of credit card dynamic quota management is constructed under the consideration of the development of credit card and the change of economic environment in the banking industry of our country. In order to achieve, at the micro level, to give customers a higher credit line, in order to promote the growth of credit assets and earnings, improve the market competitiveness of credit cards, consolidate customer loyalty, Reduce customer losses caused by low credit lines; at the same time, reduce credit card quotas reasonably, reduce potential bad debt preparation, control risk, and reduce "sleep cards" in credit cards, Reduce the capital consumption caused by excessive credit. At the macro level, it can promote the development of bank credit card business, reduce the bank risk, improve the competitiveness of the banking industry, thus promoting the development of the whole banking industry. In the evaluation of the index system, through the analysis of various methods, the BP neural network model is finally selected. On the basis of obtaining the internal data of the bank, the feasibility of the index system is analyzed by using BP neural network model, and good results are achieved. When the credit card business of commercial banks in our country begins to change from quantity to quality, this paper puts forward a more effective management of the dynamic credit card quota, through selecting the basic information of the cardholder and the information of consumption behavior. The index system of credit card dynamic quota management is constructed from four aspects of bank internal condition and macroeconomic variables. Compared with the current credit card dynamic quota management, the index of customer consumption behavior is evaluated only in the behavior score model. The index system is more comprehensive and the evaluation is more scientific and reasonable. And in the evaluation of the model, it is different from dividing the customer grade by the score, but using the BP neural network method to evaluate the index system of credit card dynamic quota management, and its high parallel computing ability. Self-learning and fault tolerance make evaluation more scientific and accurate.
【學(xué)位授予單位】：中國海洋大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.2;TP18

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