【作者】 余适铭；

【导师】 周爱民；

【作者基本信息】 南开大学 ， 金融学， 2013， 博士

【摘要】 近几年全球发生过许多重大的金融事件,2008年所发生的金融海啸更是让很多金融业因呆账损失过大而面临破产或被合并的命运。这当中的原因有很多,包括授信宽松或风险管理失衡造成放款金额无法回收。台湾的金融市场从1991年开放银行业申请设立后,各银行为了达到经济规模以降低营业成本,高度竞争的结果使得各银行容易以较为宽松的授信条件审核信用卡申请人的各项财务状况,提高发卡率。如此一来,将严重影响授信质量,造成逾期催收款的增加。若依据银行逾期放款催收款及呆账处理办法的程序处理又过于耗费作业成本,且催收成本较高不符合经济效益。使得原先想利用高发卡量以带来高签帐金额所附加的高利润变得不可行,非但没有增加利润,反而必需花费额外的催收成本,实在得不偿失。信用卡的授信审核可以说是防范呆账发生的第一道防线,不仅要过滤信用状况较差之申请者,审核的同时也要防范蓄意的诈骗案件。由于诈骗案件层出不穷,诈骗手法推陈出新,新兴诈骗犯罪集团经营模式、经常利用人头帐户、人头电话等。由于诈骗犯罪背后衍生的庞大利益,对于个人资料等诈骗犯罪工具的收购及地下汇兑洗钱模式之运用,诈骗集团更加肆无忌惮的深入各角落、各阶层,无论城市、乡村,无论市井小民抑或政商名流,.甚至连金融机构都无法幸免。近年来金融犯罪案件层出不穷,其中有关消费金融业务的房贷、信贷、卡务及车贷等诈骗案件,严重影响金融资产结构。每当诈骗案件发生之后,非但受害银行承受重大损失,亦严重影响国家金融秩序的稳定。为维护银行资产的安全及金融安定,提升授信质量,动悉诈骗手法并谋求防制之道,本文也希望藉由对诈骗案件个案的分析,以了解其陷阱及诈骗过程,提供各金融机构或对金融业务有兴趣之先进作为参考,期以早期发现并遏止类似诈骗案件之发生。思考近几年来为何授信诈骗案件一而再的发生?最主要的原因来自于激烈的银行竞争环境,在竞争的环境之下,各银行为求立于不败之地,每当看到市场上新种金融商品的出现便急思快速效仿,甚至盲目地推动,对隐藏的风险未加以评估,加上基本配套措施不完备,致令诈骗集团或有心者有可趁之机,根据银行授信审查漏洞之所在,加以利用,也因此授信诈骗案件乃一再地上演。信用卡是20世纪人类使用货币作为支付交易行为所产生的最大金融创新产品,重大的改变了人类的付款交易行为,不论是申请、审核、发卡、交易,信用卡都是一项高度依赖人力与系统分析的金融产品,而所谓信用卡个人信用评分系统,就是以统计量化技术建置信用评分模型,以某一特定分数代表来预测个人未来履行还款义务之可能性。信用卡评分系统除了在审核上给予快速的核准标准外,同时也要有功能能找出可增加对银行贡献较多利润之消费者,给予最适合信用额度使其能善用信用,以带给信用卡业务最佳获利。本文发现性别、年龄、年收入、教育程度、婚姻状况、职称、行业别、往来途径等变敷均对信用卡正常件与违约件具有显着性之差異,本文利用台湾地区某家信用卡发卡机构2011年的数据进行回归模型分析,发现其中性别为女生、年龄越长、年收入愈高、教育程度愈高、婚姻状况为已婚、职称身份愈高、行业别为军人、公教人员、往来途径为银行VIP者的持卡人,大部分的信用卡申请人为违约风险较低之客群。更多还原

【Abstract】 This paper applied logistic regression model to cross check between fraud case and credit card scoring system. Results show that several variables have significance influence to normal and default cards, those variables include sex, age, income, education, marriage, occupation etc.Significant financial events in recent years globally, especially financial tsunami occurring in2008forced so many financial institutions facing bankruptcy or merger and acquisition mostly due to the huge bad debt losses. In order to achieve the economic scale as well as to reduce the operating cost resulting in higher profit, the banks purposely relaxed the audit of the financial condition of the credit card applicants. However, the more relaxed review of credit conditions effectively improved card approving rates, and so, it will seriously affect the credit quality. As a result, the banks were easily to endure adversities in the increase in overdue delinquent loans. Operating costs are too expensive if the basis for the Bank Nonperforming loans, delinquent loans and doubtful way of handling procedures for handling, and resulting in higher collection costs, it is not cost-effective to financial institutions. Making the original high issuance volume using additional high card-holder spending amount to bring high profit is impracticable. The consequence is not only failed to increase profits, but also spend extra cost, it was not subordinate to profit.Credit review for credit card-holder profile is the first line of defense against bad debt, not only can apply to filter poor credit condition, to prevent cases of deliberated fraud, as well as to discover the healthy consumer to increase profit. Given to the most suitable credit limit it can make good use of the credit reviews in order to bring the credit card business profitable.The credit card business is a financial product that depends highly on human and system analysis. Specifically, credit card personal credit score is a comprehensive assessment, making use of data, statistical quantification techniques to build up credit scoring models. In addition, it would be on behalf of an individual to fulfill the possibility repayment obligations in the future to a certain score.After investigation, we find that gender, age, annual income, educational attainment, marital status, titles, conduct industry do has the significance influence on the difference between abnormal with the default cards and credit card normal piece. In this article, we use regression model to conduct and analysis a Taiwan’s credit card-issuing institution in2011’s data, including gender as female students year age more long, the higher the annual income, educational process level the higher, marital status as married, the higher the titles identity, industry not as a soldier, Catholic personnel, go to ways for banks VIP by the cardholder default risk would be the lowest in all segments.更多还原