论信用风险计量模型技术在中国信用卡产业中的开发和应用-金融学专业毕业论文.docxVIP

07201 07201 5233朱煜 论信用风险计量模型技术在中国信用卡产业中的开发和应用 内容摘要 我国的信用卡产业经过几年的高速发展，己初具规模。截止2009年第三季度， 己发行信用卡1．8亿张，交易金额达到2．4万亿元，其中消费金额达到113万亿元， 在社会消费品零售总额中的占比从2006年的3．1％快速增长至2009年9月的14．9％。 麦肯锡公司预测，未来几年后，中国的信用卡产业所带来的利润，到2013年就可 能达到130亿元左右，信用卡将成为仅次于个人住房贷款的第二大零售信贷产品。 但之前“跑马圈地”的粗放式发展模式，在2008年金融危机爆发后，带来的不良 后果——不断攀升的信用风险和日益严重的非法套现、信用卡欺诈案件，引发了信 用卡业界普遍的反思。如何在大规模经营小额循环零售贷款的信用卡产业中做到风 险和利润的平衡、规模和效益的兼顾，保持稳健、持续的核心竞争力。笔者认为关 键在于如何运用先进的数据挖掘技术和统计分析方法，发展出科学高效的信用风险 计量模型，提高风险识别、量化、经营、监测的能力，不仅可以优化信贷的审批效 率，而且可以全面提升风险管理的水平。 关键词：信用风险计量模型、中国信用卡产业、开发应用 中图分类号：F832．479 072015233朱煜 072015233朱煜 论信用风险计量模型技术在中国信用卡产业中的开发和应用 ABSTRACT After several years of rapid development China’S credit card industry has begun to take shape．Banks of China have issued 1 80 million credit cards，the amount of transaction in credit cards industry has expanded to 2．4 trillion RMB，and consumption of credit has amounted to 1．3 trillion RMB by the third quarter of 2009，the proportion of which in the total retail sales of consumer goods has jumped from 3．1％in 2006 to 1 4．9％ in 2009．McKinsey Co．predicted that in the next few years，the profits of credit card industry in 20 1 3 would reach 1 30 billion，and the credit cards will become the second—largest retail credit product．But after the outbreak of the financial crisis，the rising credit risk and bad debt ratio，the increase in the cases of credit card fraud had challenged the former management philosophies ”started taking”，which brought out the adverse consequences leading to widespread reflection in the credit card industry． How to achieve the balance of risks and profits and balance of scale and efficiency,I think the key of retaining of core competitiveness lies in the application of scientific and efficient credit risk measurement models developed by advanced data mining and statistical analysis，which could improve the capacity of risk identification，measurement， management and Can optimize the efficiency of the credit approval，and fully