【作者】 肖芳城；

【导师】 葛正良；

【作者基本信息】 华东师范大学 ， 工商管理， 2010， 硕士

【摘要】 2007年爆发的金融危机引发了全世界金融业的一次大地震,其对经济的危害超过了任何人的预期。值得反思的是,引发危机的区区6000亿次贷资金,是如何撬动了世界庞大的金融根基?人们看到,单靠资本充足率无法保证单个银行乃至整个银行体系的稳定性,金融业存在的问题不仅仅是信用风险或市场风险等单一风险的问题,而是由信用风险、市场风险外加操作风险互相交织、共同作用造成的。2002年10月1日,巴塞尔委员会发布了修改资本协议建议的最新版,新协议重头推出并具有开创性内容的三大支柱：最低资本要求、监管部门的监督检查及市场约束,银行进入全面风险管理时代。随着经济体系的发展,银行业改变了以存贷款利差为主要收入来源的传统业务盈利模式,中间业务和表外业务发展迅速,非利息收入在营业收入中的比重越来越高,逐步从对公业务转向了个人金融业务,今后竞争的焦点在日益庞大的个人银行业务。个人银行业务的综合载体即是一张信用卡。信用卡业务可以为商业银行带来高额的利息收入、交换费收入和手续费收入等。毋庸置疑,商银行之间个人业务的竞争主要表现为对信用卡业务的争夺。但各发卡行在信用卡市场份额的激烈争夺下,信用卡风险也层出不穷。本文将我国信用卡风险管理策略问题的研究分解为以下部分：首先阐述了研究背景和意义,研究方法、内容和思路以及信用卡发展史；接着对信用卡风险做了界定,将信用卡风险分为持卡人信用风险、犯罪分子欺诈风险、特约商户的操作风险和发卡机构的内部运作风险等四大类常见风险,并分析了风险产生的原因；然后分析了我国信用卡风险现状,并通过对建设银行XX市分行信用卡风险管理的案例研究,探讨了信用卡风险管理策略的依据；最后是构建我国商业银行风险管理策略,提出了我国商业银行风险管理策略实施程序的建议。更多还原

【Abstract】 The global financial crisis erupted in 2007 started a series of great shakes of the world finance industry, with the damage to the world’s economy exceeded everybody’s expectation. What’s worth our deep thinking is how did the 600 billion secondary funds shake the world’s financial foundation? We can see that only capital adequacy rate can’t guarantee the stability of single banks, not even that of the banking system. The problems of the financial industry are represented not by credit risk or market risk, but are resulted by the integrated effect of credit risk, market risk and operational risk. On October 1st,2002, Basel Committee issued the amended New Basel Capital Accord, mainly indicating 3 points, including the lowest capital level, the supervision and examination of supervision department and market restriction. And the banking industry entered total risk administration era.Along with the development of the economic system, the banking industry adjusted the traditional business and profit model with interest difference between deposit and loaning as main income resource. The immediate business and off-balance sheet business developed rapidly, and the non-interest income took more and more proportion in the operating revenue and turned the corporate business to personal business gradually, indicating that the future competition will focus on the ever-growing personal business mainly. And credit card is the comprehensive carrier of the personal banking business. The credit card business can bring more income for commercial banks from higher interest, interchange fee and commission fee. There is no doubt that commercial banks’competition will be represented by the contest for the credit card business. But the commercial banks should be aware of the credit card risks along with the fierce competition.This paper classifies the problems on credit card risk management into the following parts:1 introducing the research background and meaning, research method, content and thought and the development process of credit card; 2 defining the credit card risk and classifying the risks into four categories including card-holder credit risk, criminal cheat risk, special businessmen operational risk and card issuer inner-operational risk and analyzing the reasons for the risks; 3 analyzing the current credit card business situation in China, and finding the basis for credit card risk management strategy by researching the case of credit card management of China Construction Bank XX Branch; 4 building risk management strategy for China’s commercial bank and presenting suggestions on implementation process of the risk management strategy for the commercial banks.更多还原