【摘要】：新銳銀行由于信用卡業(yè)務(wù)經(jīng)驗(yàn)缺乏,特別是在信用風(fēng)險(xiǎn)控制方面比較薄弱,目前發(fā)卡審核流程僅靠人工獲取人行征信系統(tǒng)的數(shù)據(jù)來判斷是否批準(zhǔn)是遠(yuǎn)遠(yuǎn)不夠的,還有隨著信用卡業(yè)務(wù)的發(fā)展產(chǎn)生了海量的歷史交易數(shù)據(jù),所以需要對這些數(shù)據(jù)進(jìn)行有效地管理和分析。為了避免信用卡信用欺詐和降低信用卡壞賬風(fēng)險(xiǎn),一方面分析客戶的基本資料,從源頭上控制了信用卡風(fēng)險(xiǎn)。另一方面基于CHAID決策樹能夠從大量的信用卡交易數(shù)據(jù)中獲取出一些未知的、有價(jià)值的規(guī)律,而這些規(guī)律可以達(dá)到預(yù)測的目的,無疑降低了商業(yè)銀行信用卡惡意透支等風(fēng)險(xiǎn)。首先討論了新銳銀行的現(xiàn)狀以及其對各種風(fēng)險(xiǎn)管理應(yīng)對的不足,采用CHAID決策樹分析了數(shù)據(jù)并從中找出有益的信息來降低信用風(fēng)險(xiǎn)是十分有必要的,在明確了該系統(tǒng)設(shè)計(jì)的基礎(chǔ)上,討論了信用卡的客戶管理、卡片申請、消費(fèi)授權(quán)等主要功能,分析了客戶信用評分、風(fēng)險(xiǎn)預(yù)警等核心流程。然后對客戶信用管理、發(fā)卡審核、信用欺詐等核心子系統(tǒng)進(jìn)行詳細(xì)設(shè)計(jì),其中重點(diǎn)討論了構(gòu)建信用評分來實(shí)現(xiàn)信用等級分類規(guī)則以及采用CHAID決策樹算法識別信用欺詐等過程,達(dá)到信用卡發(fā)卡審批和消費(fèi)交易行為進(jìn)行預(yù)測的應(yīng)用。最后,對同類的風(fēng)險(xiǎn)管理系統(tǒng)設(shè)計(jì)進(jìn)行了比較。
[Abstract]:Due to the lack of experience in credit card business, especially in the area of credit risk control, Xinrui Bank is currently only relying on the manual acquisition of data from the credit system of the people's Bank of China to judge whether approval is approved or not. With the development of credit card business, there is a huge amount of historical transaction data, so it is necessary to manage and analyze these data effectively. In order to avoid credit card credit fraud and reduce credit card bad debt risk, on the one hand, the basic information of customers is analyzed, and credit card risk is controlled from the source. On the other hand, the decision tree based on CHAID can obtain some unknown and valuable rules from a large number of credit card transaction data, and these laws can achieve the purpose of prediction, which undoubtedly reduces the risk of malicious overdraft of credit card in commercial banks. Firstly, the paper discusses the current situation of Xinrui Bank and its shortcomings in dealing with various kinds of risk management. It is necessary to use CHAID decision tree to analyze the data and find out useful information to reduce the credit risk. On the basis of defining the design of the system, this paper discusses the main functions of the credit card, such as customer management, card application, consumption authorization, and analyzes the core processes such as customer credit rating, risk warning and so on. Then the key subsystems such as customer credit management, card issuance, credit fraud and so on are designed in detail, in which the process of constructing credit score to realize credit rating classification rules and using CHAID decision tree algorithm to identify credit fraud are discussed in detail. To achieve credit card approval and consumer transactions to predict the application. Finally, the design of similar risk management system is compared.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.2;TP315

【參考文獻(xiàn)】

相關(guān)期刊論文 前2條

1 韓彥峰;申琦;;信用卡風(fēng)險(xiǎn)分析及防范[J];商場現(xiàn)代化;2007年03期

2 丁玲娟;;關(guān)于信用卡風(fēng)險(xiǎn)防范的研究[J];商場現(xiàn)代化;2009年17期

，

本文編號：2348276