中国信用卡分期付款业务违约风险实证分析-empirical analysis on default risk of chinas credit card installment business.docxVIP

交易期数等交易信息等维度，对信用卡普通消费以及分期消费的违约状 况进行比较分析，并使用 logistic 回归模型分析变量对信用卡分期业务 违约情况的影响。 研究结果发现，信用卡分期付款业务违约率受到客户年龄、年收入、 性别、教育程度、授信额度的影响，基本与信用卡普通消费信贷违约风 险的影响因素相同。此外分期交易金额、分期手续费收取方式、分期交 易期数等分期交易信息也对分期违约风险产生影响，为信用卡分期客户 准入管理以及针对分期交易行为定价提供有益参考，并结合分期业务风 险特点提出对信用卡分期业务风险管理的相关建议。 关键词：分期付款 风险管理 logistic 模型 T H E E M PI R I C A L R E S E A R C H O N D E F A U L T R I S K O F C H I N E S E C R E D I T CARD I N S T A L L M E N T ABSTRACT With the increasing development of credit card industry in our country, credit card industry has become an important part of intermediary business of bank. Credit card industry faced profit pressure with market saturation and commission fee reduction policy. To deal with the difficult situation, Banks launched credit card installment through support of credit limit. Credit card installment has become the main source of revenue growth of credit card industry. In the initial stage, default risk of installment is lower than ordinary credit loss, but it grows rapidly with time. Some risk traits such as lack of collateral, huge amount differs credit card installment from individual consumption credit. The domestic existing researches on default risk of Chinese credit card installment are few. This paper first introduces the credit card installment and the related researches，then discusses the development of credit card installment and risk management condition. Different risk traits are compared between credit card installment and individual consumption credit. 6000 clients records randomly selected from real bank records to be analyzed through different influence factors as age, income, gender, education level, credit limit, transaction amount, way to collect commission fee and term. The logistic regression model are used to find impact of factors to default risk. Through the test, we find that factors mentioned above affect default risk of credit card installment as same as credit car ordinary consume, which provides useful references to credit scoring and