I 摘要 随着我国公民消费习惯的改变，消费方式和消费结构的不断升级，信用消费逐渐成 为市场主流消费之一，商业银行信用卡业务呈现爆发式增长。据统计，2018 年上半年全 国银行信用卡刷卡额超过 13 万亿元，人均持有信用卡 0.5 张，信用卡业务已然成为银行 拓展零售市场、提升盈利水平的重要工具。在爆发式发展的背后，信用卡不良资产规模 与日俱增，信用诈骗、逾期等信用风险层出不穷，如何加强风险管理成为商业银行稳健 发展的关键。目前，中国银行丽水分行信用卡业务的发展正面临着降低不良资产和增加 客户规模的挑战，如何在有效控制风险的前提下做大做强信用卡业务，成为摆在丽水分 行面前的重要课题。 结合中国银行丽水分行发展的实际情况，论文围绕文献研究—现状剖析—实证分析 —提出建议的思路层层展开，深入探究丽水分行信用卡业务发展存在的风险及影响因 素，提出相应的防控措施。通过研究发现，中国银行丽水分行信用卡业务主要面临着经 营风险、操作风险、信用风险和欺诈风险等四种主观风险。风险主要来自持卡人、银行 内部、特约商户和市场环境四个方面。中国银行丽水分行信用卡业务整体发展势头良好， 但信用卡资产不良率偏高，风险管理以总行模式为主，加强丽水分行信用卡风险防控刻 不容缓。通过层次分析法实证研究发现，中国银行丽水分行信用卡业务面临的最主要的 风险为客户信用风险，运用 Logistic 变量线性回归评价客户信用风险与客户性别、年龄、 收入等因素息息相关。针对中国银行丽水分行信用卡业务发展的实际情况，论文从规范 业务流程、加强管理队伍建设、健全风险预警机制、完善信息管理系统、改善外部发展 环境等五个方面提出加强信用卡风险管理的具体措施，为中行丽水分行提高信用卡业务 经营与风险管理水平提供思路，为促进商业银行信用卡业务全面健康发展提供借鉴。 关键词，中国银行；信用卡业务；风险评价；Logistic 回归Abstract II Abstract With the continuous upgrading of residents' consumption habits, modes and structures, credit consumption has gradually become one of the mainstream consumption in the market, and the credit card business of commercial Banks has explored Outbreak growth. According to statistics, in the first half of 2018, the amount of credit card swiping by Banks nationwide exceeded 13 trillion yuan, with 0.46 credit cards held by each person. The credit card business has become an important tool for Banks to expand the retail market and improve their profitability. Behind the explosive development, the scale of non-performing credit card assets is increasing day by day, and credit risks such as credit fraud and overdue loans are emerging in endlessly. How to strengthen risk management has become the key of the steady development of Banks. At present, the development of credit card business of Bank of China Lishui branch is faced with the dual requirements of reducing non-performing assets and increasing customer scale. How to expand and strengthen the retail business under the premise of effectively controlling risks has become a new task for the development of Lishui branch. Based on the actual situation of the development of Bank of China Lishui branch, this paper explores the risks and influencing factors of the development of credit card business in Lishui branch by focusing on the ideas of literature research -- current situation analysis -- empirical analysis -- and Suggestions. It is found that the subjective risks of credit card business in Bank of China Lishui branch mainly include operational risk, operational risk, credit risk and fraud risk. The cause of the risk mainly comes from four aspects: cardholder, internal bank, special merchant and market environment. The overall development of credit card business of Bank of China Lishui branch has a good momentum, but the defective rate of credit card assets is on the high side, and the risk management is mainly based on the head office model. Therefore, it is urgent to strengthen the risk management of the bank. Through empirical research with the AHP, this paper finds that the most important risk faced by credit card customers of Bank of China Lishui branch is customer credit risk, which is closely related to customer's gender, age, income and other information. For credit card of Bank of China, Lishui branch business development actual situation, this article from the standard business process, strengthening the construction of management team, early risk warning mechanism, improving the information management system, improve the external development environment five aspects to strengthen credit risk management of specific measures, for the Bank of China, Lishui, improve the level of credit card business management and risk management provide train of thought, to promote the comprehensive and healthy development of the commercial bank credit card business. Key Words: Bank of China, Credit card business, Risk assessment, Logistic regression目录 III 目录 第 1 章 绪论...1 1.1 研究背景及意义.1 1.1.1 研究背景...1 1.1.2 研究意义...1 1.2 国内外研究综述.2 1.2.1 国外研究综述....2 1.2.2 国内研究综述....3 1.2.3 简评与启示........6 1.3 研究方法与研究内容..6 1.3.1 研究方法...6 1.3.2 研究内容...7 1.4 可能创新之处.....8 第 2 章 相关概念与理论基础..9 2.1 信用卡业务概述.9 2.1.1 信用卡业务产品类型.....9 2.1.2 信用卡业务发展特点...10 2.2 信用卡风险和风险管理的概念..10 2.2.1 信用卡风险的内涵和外延.....10 2.2.2 信用卡风险管理的内涵和外延.....11 2.3 信用卡风险相关理论12 2.4 信用卡风险管理研究13 第 3 章 中行丽水分行信用卡风险及其管理现状....15 3.1 中行丽水分行信用卡业务发展现状...15 3.1.1 总量规模.15 3.1.2 业务结构.16 3.1.3 产品类型.17 3.1.4 营收情况.18 3.2 中行丽水分行信用卡业务面临的风险........19 3.2.1 信用卡业务质量情况........19 3.2.2 信用卡业务风险的识别....20 3.2.3 信用卡风险化解情况........25 3.3 中行丽水分行信用卡风险管理现状...26中国银行丽水分行信用卡风险评价及其防控对策研究 IV 3.3.1 中国银行风险管理架构....26 3.3.2 中行丽水分行信用卡风险管理职能..27 第 4 章 中行丽水分行信用卡风险的评价.......29 4.1 信用卡风险的层次分析.....29 4.1.1 模型介绍.29 4.1.2 指标设定.29 4.1.3 权重评估.30 4.2 持卡人信用风险的 Logistic 回归分析31 4.2.1 模型介绍.32 4.2.2 样本统计.32 4.2.3 模型构建.33 4.2.4 模型回归.34 4.2.5 结果分析.35 4.3 本章小结..36 第 5 章 中行丽水分行信用卡风险的防控对策........37 5.1 规范信用卡业务操作流程.37 5.1.1 明确客户准入条件...38 5.1.2 严格执行审批流程...38 5.1.3 加强动态跟踪管理...39 5.2 加强风险管理队伍建设.....40 5.2.1 引进和培育风险管理专业人才.40 5.2.2 提升工作人员风险管理意识.....40 5.3 建立健全风险预警机制.....41 5.3.1 完善信用卡风险评估体系41 5.3.2 建立信用卡风险管理系统42 5.3.3 健全信用卡风险约束机制43 5.4 完善信用卡信息管理系统.44 5.4.1 建立信用风险信息化预警系统.44 5.4.2 完善信用卡信息化风险管理系统......44 5.5 改善中行丽水分行外部发展环境.......45 5.5.1 积极参与总行相关制度建设.....45 5.5.2 通过多方合作实现风险分散.....45 研究结论及展望......46