【作者】 张燕；

【导师】 江其玟；

【作者基本信息】 东南大学 ， 工商管理， 2015， 硕士

【摘要】 随着经济环境和金融环境的变化,银行面临越来越大的挑战。一方面,由于利率和通货膨胀率波动性加强,越来越难以对它们做出及时准确的预测；另一方面,金融监管日益细化强化,传统业务的营利能力下降,许多业务甚至已经不再具有盈利性,为了规避管制和增加利润,银行业务金融创新不断涌现。信用卡作为一种创新的零售金融产品,集消费信贷、消费结算、存取现金、银行转账等功能于一身,受到很多消费者的青睐,自其诞生半个多世纪以来得到了很大的发展,成为许多发卡银行的重点业务和重要利润来源,对有的银行来说甚至已经成为最盈利的部门之一。我国银行的信用卡业务起步较晚但扩张迅速,已经具备了相当的规模,有着广阔的发展前景和盈利潜力。但是,作为一种金融产品,如果没有建立优良的风险防控机制、完整成熟的风险管理体系,就容易埋下产生危机的隐患,信用卡业务也难以得到健康、持续的发展。我国商业银行信用卡业务的开展存在着先天的缺陷和后天的不足,这使我国信用卡业务一片繁荣的背后隐藏潜在的危险。加快发卡银行信用卡业务风险管理体系及配套服务系统的建设对于目前我国商业银行信用卡业务的进一步发展来说是亟待解决的问题。本文在分析与客户行为紧密相关的信用卡风险以及这些风险的特点、产生的原因的基础上,结合产生风险或潜在风险客户的客观条件特征、心理特征和行为特征,研究对信用卡客户进行分层风险管理的适用性。借鉴已有的客户细分模型,结合加强风险管理的目的,科学选取客户行为风险指标,构建客户风险管理分层模型。在对客户形成合理分层后,考察不同层面客户风险的特点,分析各层客户风险管理的异同,对应确定各层风险管理的侧重程度和侧重点,采取不同的风险管理措施以达到合理分配风险管理资源、提高信用卡业务风险管理效率的目标。更多还原

【Abstract】 With the economic and financial environment changes, banks face great challenges. On the one hand, interest rates and inflation rate are changing violently, it become more and more difficult to predict them precisely; on the other hand, the financial regulations are strengthen, it weaken the bank’s profit-making ability, many businesses are no longer make profit, in order to avoid control and increase profitability, there are more and more financial innovation. as an innovative retail financial products, Credit card have many functions, such as consumer credit consumer balance sheet, deposit and withdraw cash, transfer receipt slip and other functions, many consumers like to use credit card, with over half a century’s develop since its birth,credit card has been greatly developed. Credit card now become a important business of bank which can make many profits, for some bank sit have even become one of the most profitable sectors of a bank. Bank credit card business in China only start recently, but the develop rapid is very fast, it already has a considerable scale, there are broad prospects for development and the earning potential.However, as a financial product, if there is no developed risk management system and did not establish a good risk prevent mechanism, it is easy to plant a hidden crisis, the credit card business would be difficult to get healthy and sustainable development. China’s commercial banks which carry out the credit card business have inherent defects and acquired deficiencies. As yet, the develop model of credit card business is "enclosure movement" model,it’s extensive expansion mode, the corresponding risk management methodology is relatively crude; and in China the personal credit system construction which can be used for credit risk control has not keep up with the credit card business development it prosperity of our credit card business behind potential dangers. Speed up the establish of the bank’s credit card business risk management system and service system are serious problem that our commercial bank which have credit card business are faced.Credit card business is a kind of credit instrument which built on the base of Cardholder’s consumer credit behavior, it has characteristics of private and delicate, their risk manage must be based on the correct inspect of cardholder’s features, only like this that can use the limited resources efficiently, identify, measure and manage risk efficiently. So with the credit card business development’s upgrade, it becomes the certain trend that the development model the credit card business is change from extensive to intensive inevitable. Both for enhance the profitability and effective control of the risk of credit card business, distinguish different groups of customers can make the work more effective. By means of provide different service to customer of different groups can reduce the cost, increase the profits,low the risk level and strengthen bank’s competitive ability.Based on the analysis of credit risk which closely related to the customer behavior and the analysis of characteristics of these risks, what causes these risks, combine with the analysis of the customers who has risks or potential risks,their types of objective risk characteristics, psychological characteristics and behavioral characteristics,investigate the applicability of risk management that based on the divide of credit card customers. Draw on existing customer segmentation model, with the purpose to strengthen risk management, select risk indicators that about customer behavior reasonable, build customer risk management hierarchical model.After category customer in a reasonable way, investigated the characteristics of each class, analysis the similarities and differences between all levels of our customers risk management. Corresponds to determine the degree of focus layers of risk management and focus, adopt different risk management measures to different class to achieve a reasonable distribution of risk management resources in order to enhance the credit card business risk management’s efficiency.更多还原