本文關(guān)鍵詞： 汽車消費(fèi)信貸 模糊綜合評(píng)價(jià)法 博弈研究 馬爾可夫鏈　出處：《長(zhǎng)安大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：汽車工業(yè)己經(jīng)成為我國(guó)國(guó)民經(jīng)濟(jì)的支柱產(chǎn)業(yè)。隨著汽車消費(fèi)市場(chǎng)的蓬勃發(fā)展，汽車消費(fèi)信貸逐步被消費(fèi)者接受，成為購(gòu)車的常見(jiàn)形式，進(jìn)而推動(dòng)了汽車產(chǎn)業(yè)的發(fā)展。目前，雖然我國(guó)的汽車消費(fèi)市場(chǎng)發(fā)展很快，但是，我國(guó)發(fā)展汽車消費(fèi)信貸的宏觀環(huán)境還存在許多不完善的地方，如信用體系不完善、相關(guān)的法律法規(guī)不健全、貸款市場(chǎng)競(jìng)爭(zhēng)不規(guī)范、汽車價(jià)格波動(dòng)幅度太大、貸款人道德水平低下等，使得汽車消費(fèi)信貸風(fēng)險(xiǎn)逐漸形成，，在一定程度上制約了我國(guó)汽車消費(fèi)信貸的發(fā)展，所以加強(qiáng)汽車消費(fèi)信貸風(fēng)險(xiǎn)策略的研究對(duì)汽車產(chǎn)業(yè)的發(fā)展有著重要意義。 本論文探討了我國(guó)汽車消費(fèi)信貸發(fā)展的現(xiàn)狀，在廣泛查閱國(guó)內(nèi)外文獻(xiàn)、深入實(shí)際調(diào)查、思考的基礎(chǔ)上，對(duì)現(xiàn)行的汽車消費(fèi)信貸風(fēng)險(xiǎn)類型進(jìn)行總結(jié)，結(jié)合目前商業(yè)銀行汽車消費(fèi)信貸的業(yè)務(wù)模式，通過(guò)綜合運(yùn)用模糊綜合評(píng)價(jià)法、博弈論、馬爾可夫預(yù)測(cè)分析法等系統(tǒng)工程學(xué)理論和方法，對(duì)其汽車消費(fèi)信貸風(fēng)險(xiǎn)防控策略進(jìn)行了研究。 首先，運(yùn)用定性與定量相結(jié)合的方式，多角度地分析了汽車消費(fèi)信貸中借款人的風(fēng)險(xiǎn)，建立了一個(gè)基于模糊綜合評(píng)價(jià)法的汽車消費(fèi)信貸借款人風(fēng)險(xiǎn)評(píng)價(jià)模型，運(yùn)用此模型可實(shí)現(xiàn)對(duì)借款人風(fēng)險(xiǎn)程度的分類和識(shí)別。 其次，在博弈論相關(guān)理論基礎(chǔ)上，建立了消費(fèi)者與商業(yè)銀行在還款過(guò)程中相互博弈的模型。通過(guò)信息不對(duì)稱理論，對(duì)信貸業(yè)務(wù)開(kāi)展過(guò)程中存在的三種情況，即借款人正常還款博弈、借款人提前還款博弈和銀行內(nèi)部操作風(fēng)險(xiǎn)博弈進(jìn)行梳理，從各個(gè)環(huán)節(jié)著手，從根源上分析主要風(fēng)險(xiǎn)，進(jìn)而得出汽車消費(fèi)信貸車輛抵押風(fēng)險(xiǎn)主要來(lái)自于貸款利率、首付款比例、汽車貶值程度和個(gè)人信用違約懲罰力度等結(jié)論。 最后，結(jié)合我國(guó)五類貸款分級(jí)的規(guī)定利用馬爾可夫轉(zhuǎn)移矩陣對(duì)未來(lái)的貸款狀態(tài)及不良貸款規(guī)模進(jìn)行預(yù)測(cè)和分析，為商業(yè)銀行汽車消費(fèi)信貸業(yè)務(wù)控制不良貸款率，提供可行的手段。
[Abstract]:The automobile industry has become the pillar industry of our national economy. With the rapid development of automobile market, automobile consumption credit gradually accepted by consumers, has become a common form of Car Buying, thus promoting the development of the automobile industry. At present, although China's automobile market development is very rapid, but the macro environment for the development of automobile consumption credit in China there are still many imperfect places, such as the credit system is not perfect, the relevant laws and regulations are not perfect, the loan market competition is not standardized, the car price fluctuation is too large, the lender low moral standards, the automobile consumption credit risk gradually, to a certain extent, restricts the development of automobile consumption credit in China therefore, strengthening the research of auto consumption credit risk strategy for the development of automobile industry has important significance.
This paper discusses the present situation of the development of China's automobile consumption credit, in literatures, the thorough investigation, on the basis of the existing automobile consumption credit risk types are summarized, combined with the current automobile consumption credit of commercial bank business model, through the comprehensive use of fuzzy comprehensive evaluation method, game theory, Markov the analysis method of system engineering theory and method of prediction, the automobile consumption credit risk prevention and control strategies were studied.
First of all, using a combination of qualitative and quantitative methods, analyses the risk of the borrower in the automobile consumption credit, set up a model of risk assessment of automobile consumer credit borrowers based on fuzzy comprehensive evaluation method, this model can be used to realize the classification and recognition of the degree of risk of the borrower.
Secondly, in the game theory on the basis of relevant theories, establish the consumer and Commercial Bank game with each other in the course of the repayment model. Through the theory of asymmetric information, to carry out three kinds of situations exist in the process of credit business, the borrower repayment of the borrower in normal game, also a game and the bank's internal operational risk game to sort out, starting from each link, analyzes the main risk from the root, and then draw the automobile consumption credit risk mainly comes from the vehicle mortgage loan interest rates, the proportion of the first payment, car depreciation degree and personal credit default penalties and other conclusions.
Finally, combined with the five types of loan grading provisions in China, we use Markov transfer matrix to predict and analyze the future loan status and the scale of non-performing loans, so as to provide feasible means for controlling the bad loan rate of commercial vehicle consumption credit business.

【學(xué)位授予單位】：長(zhǎng)安大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.4;F426.471

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