摘要信用卡已成为当今社会的一种重要的支付工具，它极大地满足了人们在货币结算等方面的需求。商业银行在充分认识到信用卡的巨大机遇的同时，也必须清醒地认识到它带给现代金融管理的挑战。风险与收益历来是金融市场的一对矛盾体。在信用卡发行量飞速增长的背后，必然也蕴藏着巨大的风险，特别是信用卡信用风险。
本毕业论文介绍了信用卡风险的基本概念，以及国内商业银行风险管理现状。然后，通过对招商银行某支行信用卡违约数据进行了处理，运用计量经济学中的线性回归方法，构建了逾期还款天数与授信额度、性别、年龄等风险因素的估计模型，并对模型的应用、局限性进行了阐释。最后，本文讨论了信用卡风险防范措施，并据此提出了对信用风险评价模型的发展建议。5598
关键词 信用卡 信用风险 风险评价 回归模型
毕 业 论 文 外 文 摘 要
Title Risk and Precaution of Credit Card Business of Commercial Bank：Learning From the Example of China Merchants Bank
Abstract
The credit card has become an important means of payment in modern society. It is great to meet the needs of the people in the monetary settlement. Fully aware of the tremendous opportunity for the credit card at the same time, commercial banks must also clearly recognize that it brings the challenges to the modern financial management. Risk and return has always been a contradiction of the financial markets. Behind the rapid growth of credit cards circulation, there are also great risks, especially credit risk of credit card.
This article describes the basic concepts of credit risk, as well as the status quo on domestic commercial banks' risk management. Then, the article processes the data of credit card defaults in one sub-branch of China Merchants Bank, uses the linear regression in econometrics, building the assessment model of the late repayment of the number of days with the line of credit, gender, age and other risk factors, and interprets the applications of the model and the limitations of the model. Finally, it discusses the precautions against credit card risk, and puts forward some proposals of the development on credit risk assessment model.
Keywords credit card credit risk risk assessment regression model
目 次
1 引言 1
1.1 选题背景 1
1.2 研究内容、方法 2
1.2.1 研究内容 2
1.2.2 研究方法 2
1.2.3 论文创新之处 2
2 信用卡风险相关概念 2
2.1 信用卡风险种类 2
2.2 信用卡风险的特征 4
2.3 信用卡风险的产生原因 5
3. 商业银行信用卡风险管理现状 6
3.1 国内商业银行信用卡风险管理现状 6
3.2 招商银行信用卡风险管理现状 8
4 商业银行信用风险量化管理分析 10
4.1国际银行业信用风险管理的变化趋势 10
4.2 国外信用风险评价的新旧方法 10
4.2.1 信用风险评价的传统方法 11
4.2.2 信用风险评价的新模型 11
5 招商银行客户信用卡信用风险评价模型 12
5.1 模型设立原因 12
5.1.1 信用风险的重要性 12
5.1.2 量化商业银行信用风险的必要性 13
5.1.3 Logistic回归模型的不足 13 商业银行信用卡业务的风险及防范:http://www.youerw.com/jingji/lunwen_2687.html