【作者】 何国煜；

【导师】 张辉；

【作者基本信息】 广西大学 ， 金融学， 2003， 硕士

【摘要】 消费信贷是以刺激消费、提高居民生活水平为目的，用居民未来收入作担保，由金融机构向消费者提供的以特定商品为对象的贷款。 我国商业银行发展消费信贷的推动力有两个，一是商业银行开发新的利润增长点的需要，二是国家决策当局扩大内需、拉动经济增长的需要。截止1997年底，全国消费信贷规模仅有172亿元，但1998年以来，在这两个推动力的作用下，我国商业银行的消费信贷规模迅速扩大，到2001年末，各商业银行消费信贷余额为6990亿元，比1997年末增加了6818亿元，增长了39.6倍；消费信贷占各项贷款的比例也由不足0.3％上升到6％。从消费领域看，主要有住房、汽车、助学等贷款类别。但是，由于我国个人信用制度的缺失、个人信用度低下、市场规则不健全导致的企业经营风险过大(尤其是房地产业)以及我国商业银行本身抗风险能力不足等原因，使银行在消费信贷业务上面临着极大的风险。在此情况下，各商业银行应积极采取措施，增强控制消费信贷风险的能力。本文的主旨是，在对消费信贷所面临的风险(不确定性)进行深入研究和探讨的基础上，找出控制消费信贷风险的措施，保证消费信贷健康、有序的发展。 在商业银行具有相对完善的内部经营管理机制的前提下，消费信贷所面临的主要风险有：信用风险与市场风险，这两种风险来源于三种不确定性：一是消费者行为的不确定性，二是消费者偿还能力的不确定性，三是消费信贷市场的不确定性。要控制消费信贷的风险，就必须找出解决这些不确定性因素的措施，本文分五章对这些风险控制措施进行论述，第一章介绍我国发展消费信贷的背景，以及消费信贷面临的主要风险，并提出了本文的中心论点；第二章研究由于消费者行为的不确定性而导致的风险及其抑制措施；第三章研究消费者偿还能力的不确定性以及相应的风险控制措施。第四章研究的是，在消费信贷发放后，如何通过资产证券化技术进一步控制消费信贷资产的信用风险。第五章研究由消费信贷市场环境的不确定性导致的风险，即消费信贷的利率风险，以及相应的风险控制措施。更多还原

【Abstract】 The definition of consumer credit means in order to stimulate consumption and improve consumer’s living level, the financial institution provide consumer the credit for the given commodities’ using the consumer’s future income as a guarantee.The commercial bank of China has two impetuses of developing consumer credit. One is the necessary of exploring new profit points, the other is the necessary for the government to enlarge the domestic demand and promote economic growth. At the end of 1997, the country’s scale of consumer credit was only 17.2 billion RMB, but with the effect of the two impetuses since 1998, the consumption scale has been enlarging. At the end of 2001, the commercial bank’s balance of consumer credit had achieved 699 billion RMB, which increased 681.8 billion RMB and was 39.6 times than that of 1997. Moreover, the percentage of consumer credit in the whole credit had increased from 0.3% to 6%. The categories of consumer credit according to consumption area can be divided into such as housing, cars, schooling, and so on. Now the commercial bank is facing very huge risk in its consumer credit business because of many reasons. The four major reasons can be concluded as following, the first is the lack of individual credit system; the second is the low reputation of individual credit; the third reason is the huge enterprise operation risk caused by distemperedness of market rules; and the fourth one is the low anti-risk ability of Chinese commercial bank. In such severe situation, the bank should take active measures to enhance the anti-risk ability of consumer credit in order to assure the safety of commercial bank’s credit assets.Under the precondition that the commercial bank has a relative perfect interior operation management system, the bank will be facing the following major consumer credit risks, one is credit risk , the other is market risk. The two risks origin from three kinds of uncertainty, the first uncertainty is consumer’s behavior; the second is consumer’s repaying ability; the last is the uncertainty of the consumer credit market. In order to control the risks of consumer credit, active measures should be taken at once. The aim of this thesis is offering a series of anti-risk measures through analysis. The thesis is made up of five chapters, the first chapter introduces China’s background of consumer credit’s development, the major risks and brings forward the central issue; the second chapter researches the risk caused by the uncertainty of consumer’s behavior and the controlling measures; the third one studies the uncertainty of consumer’s repaying ability and the relative anti-risk measures; the fourth one researches how to control consumer credit risks ulteriorly, through assets securitization technology after credit is offered; the fifth chapter describes the risk caused by the uncertainty of consumer credit market circumstances, which is called interest rate risk, and the measures of controlling it.更多还原