本文選題：商業(yè)銀行 + 信用卡�。� 參考：《華東師范大學(xué)》2013年碩士論文

【摘要】：近二十年來(lái),隨著國(guó)民收入的提高和居民消費(fèi)習(xí)慣的轉(zhuǎn)變,信用卡業(yè)務(wù)得到了快速發(fā)展。信用風(fēng)險(xiǎn)是信用卡業(yè)務(wù)面臨的主要風(fēng)險(xiǎn)。國(guó)際上,大量先進(jìn)的信用風(fēng)險(xiǎn)度量模型已被成熟的應(yīng)用于信用卡的信用風(fēng)險(xiǎn)管理,而我國(guó)商業(yè)銀行因信用卡發(fā)展歷史不長(zhǎng),在信用風(fēng)險(xiǎn)的度量和管理還非常有限。與國(guó)外銀行信用卡業(yè)務(wù)的高盈利性相比,我國(guó)商業(yè)銀行信用卡業(yè)務(wù)發(fā)展還遠(yuǎn)遠(yuǎn)不夠,如何提高我國(guó)商業(yè)銀行信用卡信用風(fēng)險(xiǎn)管理水平,加強(qiáng)對(duì)信用風(fēng)險(xiǎn)管理的認(rèn)識(shí),從而提高信用卡的盈利能力,在與外資銀行的競(jìng)爭(zhēng)中處于不敗之地是本文的研究目的和意義。 本文首先介紹了信用卡產(chǎn)業(yè)的發(fā)展模式與業(yè)務(wù)特征,引出信用卡業(yè)務(wù)的三大主要風(fēng)險(xiǎn),并指出信用風(fēng)險(xiǎn)是信用卡業(yè)務(wù)的主要風(fēng)險(xiǎn),也是現(xiàn)階段主要管控的對(duì)象。在介紹了信用卡信用風(fēng)險(xiǎn)的表現(xiàn)形式之后,文章對(duì)信用卡信用風(fēng)險(xiǎn)進(jìn)行了詳細(xì)的論述,分析了信用卡信用風(fēng)險(xiǎn)形成的原因。在此基礎(chǔ)上,對(duì)現(xiàn)行的信用風(fēng)險(xiǎn)的評(píng)估方法與模型進(jìn)行了闡述。在分析了不同的信用卡評(píng)分方法之后,結(jié)合實(shí)際情況,選擇了Logistic回歸和決策樹方法作為本文的實(shí)證分析模型。最后利用X銀行2007-2010年開卡的信用卡客戶信息,主要選取了年齡,性別,婚姻,學(xué)歷,年收入,額度使用率,歷史逾期記錄,近半年取現(xiàn)次數(shù)等8個(gè)因素,運(yùn)用Logistic回歸模型和決策樹模型分別分析建立了其對(duì)信用卡違約率的預(yù)測(cè)模型,并對(duì)模型進(jìn)行了檢驗(yàn),并得出可以將Logistic回歸和決策樹分析運(yùn)用到銀行信用卡信用風(fēng)險(xiǎn)的防范的結(jié)論。 最后結(jié)合國(guó)內(nèi)外文獻(xiàn),信用卡信用風(fēng)險(xiǎn)的相關(guān)理論及對(duì)某商業(yè)銀行的實(shí)證分析,提出了構(gòu)建銀行內(nèi)部的個(gè)人信用評(píng)價(jià)體系；加強(qiáng)內(nèi)部信息管理建設(shè)及合規(guī)性,制定明晰的策略及加強(qiáng)動(dòng)態(tài)監(jiān)管；引進(jìn)高素質(zhì)的人才和培養(yǎng)現(xiàn)有員工等建議。
[Abstract]:In the last twenty years, with the improvement of national income and the change of residents' consumption habits, credit card business has developed rapidly. Credit risk is the main risk of credit card business. In the world, a large number of advanced credit risk measurement models have been used in credit risk management of credit cards, and commercial banks in China have been used for credit risk management. The development history of the card is not long, the measurement and management of credit risk is still very limited. Compared with the high profitability of foreign bank credit card business, the development of the credit card business of our commercial banks is far from enough. How to improve the credit risk management level of the commercial banks of our commercial banks and strengthen the understanding of credit risk management so as to improve the credit. It is the purpose and significance of this paper that the profitability of the card is in an invincible position in the competition with foreign banks.
This paper first introduces the development mode and business characteristics of credit card industry, leads to three major risks of credit card business, and points out that credit risk is the main risk of credit card business and the main control object at the present stage. After introducing the expression form of credit card credit risk, the article makes a detailed analysis of credit card credit risk. On the basis of the analysis of the different credit card scoring methods and the actual situation, the Logistic regression and the decision tree method are selected as the empirical analysis model of this paper. Finally, X silver is used in the analysis of the different credit card scoring methods. The credit card customer information of 2007-2010 years' opening card, mainly selected age, sex, marriage, education, annual income, amount use rate, history overdue record, and 8 factors of taking cash in nearly half a year, using Logistic regression model and decision tree model respectively to establish the prediction model of default rate of credit card, and examine the model. It is concluded that Logistic regression and decision tree analysis can be applied to the prevention of credit risk of bank credit cards.
Finally, based on the literature at home and abroad, the related theory of credit card credit risk and the empirical analysis of a commercial bank, this paper puts forward the construction of a personal credit evaluation system within the bank, strengthening the construction and compliance of the internal information management, formulating clear strategies and strengthening dynamic supervision, leading to high quality personnel and training existing employees and so on. Argumentative.
【學(xué)位授予單位】：華東師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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本文編號(hào)：2065785