【作者】 富宏伟；

【导师】 戴志敏；

【作者基本信息】 浙江大学 ， 金融， 2003， 硕士

【摘要】 经济持续稳定增长和经济制度的改革的深化，使我国城镇居民的收入大幅提高，有能力按照一生预期收入消费十万元级甚至百万元级的商品。但在提前消费这样高价值商品时，往往不得不借助于商业银行的消费信贷。 由于国内消费信贷处于发展的初期，许多风险尚未被识别，各商业银行消费信贷业务粗放式经营，风险管理上存在很多不足之处。本文在对国内外消费信贷的状况进行比较基础上，着重研究国内商业银行消费信贷的风险管理策略。 本文在第一章对消费信贷的理论进行一定的归纳和探索，按照摩迪里安尼“生命周期假说”的消费理论，对我国城镇居民消费模式进行分析，并用实证的方法验证了我国城镇居民消费行为服从“生命周期假说”的消费模型，从而确定消费信贷的理论基础，并从居民的资产选择行为推导消费信贷预测模型；第二章对美国的消费信贷体制和风险管理状况进行了分析，并提出了用于国内商业银行发展消费信贷借鉴的建议；第三章分析了当前国内消费信贷业务发展的现状和潜在的风险；第四章论述了消费信贷外部市场风险控制策略和商业银行内部风险控制策略，以尽量消除由宏观经济环境引起的系统性风险、由客户因素造成的违约风险以及银行自身造成的决策和操作风险，达到保障商业银行消费信贷业务健康发展的目的。第五章对建设和完善消费信贷的外部环境提出了政策建议，使得商业银行能够依靠完善的外部环境，节约社会成本，增强资产流动性，进一步降低经营风险。更多还原

【Abstract】 Due to the economy development and system reforming in China, the annual income of the urban residents has increased rapidly. They have ability to consume high-valued goods through commercial bank loan.Consumer loan is just a prime in China and many risks have not been known yet. Domestic commercial banks risk management of consumer loan business needs improving. This paper explores risk management strategies based on consumer loan situation compared between international and domestic banks.This paper is altogether composed of five parts. Chapter 1 mainly introduces the consumption theory of Modigliani’ s ’’’life-cycle hypothesis ", and proves that Chinese residents consumption coincide with the model of the "life-cycle hypothesis". Then deduce the Chinese residents’ consumer loan model from their actions of dealing assets. Chapter 2 analyzes the consumer loan system in USA and its advantages which we can make use of. Chapter 3 elaborates consumer loan business and its risks in China currently. Chapter 4 discusses the strategies of consumer loan risk management. Chapter 5 makes policy suggestion in order to have better financial environment for consumer loan.更多还原