汽车消费贷款逾期风险研究与对策.pdf

012025212顾睿彦 汽车消费赞款逾期风险研究与对策 Summary Alongwithourcountrysexaltationofthenationaleconomyandpeoplesliving standard,aftergraduallysolvedtheneedsofdress,food,live,theconsumptiondesires fortrafficautomobileshavebeenmoreandmorepresentedout.Atthesametime,the domesticandinternationalautomobilemagnatescontinuouslyenlargetheoutputand speedtherenewalofproducts,whichdramaticallyleadstoacar-consumingupsurge.As theresult,thecarloanbusinesshasgotarapidgrowthinthecountry Asforthebanksandfinancialinstitutions,howtoensurethequalityofitsloan portfoliosunderthefastgrowingofthebusinessvolumeisveryimportant.Toguarantee theassetsquality,thebanksmustfindoutthekeyfactorswhichinfluencetheloan defaultrisks,sothatthebankscanexpelthemduringcreditprocess,andestablisha early-warningmechanismtolowertheoverduelossesaftertheloandraw-down. Becausethecarloanbusinessisquitenewtolocalbanks,theydonthavesufficient experiences.Inaddition,thelackofpersonalcreditsystemalsobringsmoredifficulties forbankstoexactlyassesstherisksofcarloans.Therefore,aresearchofriskfactorsin carloansisquiteurgent.Thisissueapplieswithstatisticalmethods,suchasSurvival Analysis,CoxRegression,LogisticRegressionandDiscriminantanalysistofnidoutthe keyfactorsofloanoverdue.Andbaseontheresultofthisresearch,bringupaviable suggestiononestablishingdecision-makingsystemofthecarloan. Keyword:Thecarloan,overduerisks,SurvivalAnalysis,CoxRegression, LogisticRegressionandDiscriminantAnalysis. 012025212顾睿彦 汽车消费贷款逾期风险研究与对策 1.绪论 1.1研究背景 随着我国国民经济稳步，快速的发展，GDP持续数年保持在8%以上的幅度增 长，人民的生活水平显著提高。根据上海市统计局日前公布的数据，我国许多城镇 人均收入己超过1000美元，而广州、上海、北京等10个主要城市都已达到万元人 民币以上。按照国外的经验，当某国人均GDP达到1000-3000美元时，该国就进 入消费信贷时期，人们对汽车等高档消费品的需求会急剧增加。 中国汽车工业协会(ChinaAssociationofAutomobileManufacturer)日前在其网站 (.en/)发布的最新统计数据称，2003年全国汽车销量为444.37 万辆，同比增长35.20%。其中国产轿车销量创下197万辆的纪录。今年汽车产销量 预计约为510到534万辆。在经历了前两年的井喷式增长后，中国汽车产业将会继 续保持持续、健康、稳定的发展，初步预计到2010年中国将