【作者】 刘晓妍；

【导师】 王凤荣；

【作者基本信息】 山东大学 ， 金融学， 2009， 硕士

【摘要】 信用卡相对较高的透支利率,使其利润率远远高于其他银行业务,国外经营良好的信用卡业务净资产回报率比传统的信贷业务高出一倍以上。目前我国商业银行来自传统的存贷款利差的利润空间越来越小,近五年来中国银行业以“跑马圈地”的方式发展信用卡业务,我国信用卡发卡量呈现出“井喷式”的增长。截至2008年底,我国信用卡发卡量已突破1.4亿张,而五年前这个数据仅仅是1千万张!如此爆炸式的发展,让人不禁为我国的信用卡产业担忧。韩国2001年爆发的危机表明,信用卡市场的高速发展必然伴随着高风险。如果没有足够的重视与及时的管控,我国也可能会重蹈覆辙。因此,对信用卡业务可能带来风险的准确识别、评估、管理就成为我国商业银行信用卡业务发展过程中面临的当务之急。本文首先介绍了信用卡产业的发展模式与业务特征,引出信用卡业务带来的七大风险,并指出信用风险是信用卡业务面临的主要风险,也是现阶段主要管控的对象。在介绍了信用卡信用风险的表现形式之后,文章对信用卡信用风险进行了详细的论述,分析了信用卡信用风险形成的宏观原因、微观因素及其经济学机理,由此得出了信用卡信用风险的三大特点:收益于损失的不对称、非系统性特点和道德风险是主要诱因。在此基础上,对现行的信用卡信用风险的评估方法与模型进行了阐述。在比较了不同的方法之后,结合我国实际情况,选择了Logistic回归分析作为本文的实证分析模型。最后利用威海市某银行2007年开卡的信用卡客户信息,运用Logistic回归分析建立了信用卡违约率的预测模型,并对模型进行了检验,验证了精确度及稳定性,并得出可以将Logistic回归分析运用到银行对于信用卡申请人的发卡决策中的结论。更多还原

【Abstract】 Credit card business’s profit margin is much higher than other banking business because of its high interest rate. Well-run credit card business’s return rate on net assets is higher than the double return rate of traditional business. At present, the traditional profit space that obtains from deposits and loans in commercial bank is getting smaller and smaller. China’s credit card industry has experienced an age of "riding on a horse to enclose" during the past five years. The volume of card-issuing has been blowing out. According to the data just published by the central bank, China’s credit card issuer has broken through 140 million at the end of 2008 while this figure was only 10million five years ago.People can not help being anxious about the credit card industry in our country because this explosive development. The outbreak of Korean credit card crisis in 2001 showed that the rapid development of credit card market will inevitably accompanied by high risk. If there are no adequate attention and timely management and control, China will also follow the way of this country probably. Therefore, an accurate identification, assessment, management and control of the risk credit card business may bring has become the most urgent task during the development of credit card business in China commercial banks.This article first analyzes the development model and characteristics of the credit card industry and introduces the seven risks faced by the credit card business which main risk is credit risk at this stage. Then it discusses the credit card and credit risk in detail, analyzes the elements that impact credit card’s risk, the reason of credit risk from the view of economics and the credit risk’s characteristics. On this basis, the author draws the conclusion that there are three characteristics belonging to credit card. Then this article describes the current assessment methods and models of credit card’s credit risk and compares the different methods. With combination of China practical situation, the author chooses the Logistic regression analysis of the empirical analysis in this article. Finally, with the information of credit card customers in Weihai in 2007, the article makes a credit card default rate forecasting model in the use of Logistic regression analysis and verifies the accuracy and stability of the model. The conclusion is that the Logistic regression analysis can be applied to the decision-making process when customers apply for a credit card.更多还原