自 2018 年以来，汽车市场发展增速放缓，汽车金融领域的竞争不断加剧。目前， 我国持牌经营汽车金融公司数量已达 25 家。与银行系汽车金融业 务不同，汽车金融公 司虽然在规模上无法与银行相比，但是，在专业化服务的提供方面，汽车金融公司有着 得天独厚的优势。 尽管如此，由于我国信用体系建设覆盖面不全，缺 乏汽车金融专业人才等因素，汽 车金融公司在风险管理方面，还存在着不少问题，其中，尤其以信贷风险问题最为突出。 本文以 A 汽车金融公司为例，研究其在信贷风险管理过 程中产生的问题，针对性地 提出优化方案，评估实施效果。在内容编排上，本文首先梳理了 A 汽车金融公司信贷风 险管理现状。在此基础上，指出了其在信贷风险管理过程中存 在的问题。即，贷前管理 阶段的信贷资产质量下降、欺诈风险增大和人工审核效率低下的问题；贷中管理阶段的 信贷档案缺失度高的问题；以及贷后管理阶段催收效率低下的问 题。其后，本文运用数 据驱动、问卷调研等多种研究方法，梳理了上述问题的成因。即，由于贷前管理阶段缺 乏科学有效的信贷风险计量手段、缺少有效的欺诈风险侦测手段和 审批自动化程度低； 贷中管理阶段不规范的经销商管理；和贷后管理阶段催收管理制度缺失和催收策略固化 的原因导致了上述问题的产生。本文后续针对上述问题针对性地提出 了优化方案，即， 贷前管理阶段建立信用评分模型、反欺诈系统和优化规则引擎，贷中管理阶段建立经销 商管理体系及贷后管理阶段加强委外催收管理和建立动态催收策略体系 。同时，为保障 优化方案的顺利实施，本文提出了强化风险文化建设、加强人员培训机制、建立科学考 核体系和完善信息技术基础设施的保障措施。最后，在结论部分梳理优化 成果并加以推 广，为同业提供经验借鉴。 关键词：信贷风险管理，信用评分, 规则引擎华东师范大学硕士专业学位论文 II Abstract Since 2018, the growth rate of the automotive market has slowed down, while the competition inthefieldofautofinancecontinuestointensify.Atpresent,thenumberoflicensedautofinance companies in our country has reached 25.Different from the bank-based auto finance business, although auto finance companies cannot compare with them in terms of scale, auto finance companies have unique advantages in terms of providing professional services. Nevertheless, due to the incomplete coverage of domestic credit system construction and the lack of auto finance professionals, auto finance companies still have many problems in risk management.Among them, credit risk is the most prominent. The paper takesAuto Finance CompanyAas an example to study the problems that arise in the process of credit risk management, then raises optimization plans for the above problems and evaluate the corresponding results.The paper first introduced the current status ofAuto Finance Company A’s credit risk management, then, pointed out the problems exist in the credit risk management process. In the pre-loan management stage, there exists problems such as decline in credit asset quality, increase in fraud risk and lack of efficiency in credit reviewing process. In the loan management stage, there exists problem such as high lack of credit files. In the post- loan management stage, there exists problem such as low collection efficiency. The paper then uses a variety of research methods such as data-driven and questionnaire surveys to explore the causes of the above problems. In the pre-loan management stage, the problems were caused by the lack of scientific and effective credit risk measurement methods, the lack of effective fraud risk detection methods and the low degree of automation of approval. In the loan management stage, the problems were caused by the irregular dealer management. In the post-loan management stage, the problems were caused by the lack of a collection management system and the inflexible collection strategy. The paper subsequently raised optimization solutions for the above problems. In the pre-loan management stage, the solutions include building of credit score card, anti-fraud system and optimization on decision engine. In the loan management stage, the solution includes stablishing of dealer management system. In the post-loan management stage, the solutions include strengthening outsourced collection and establishing of dynamic collection strategy. At the same time, in order to make sure the optimization solutions implement smoothly, the paper proposes safeguard measures such as construction of risk culture, strengthen personnel training mechanisms, establishing of scientific assessment system and improving of information technology infrastructure. Finally, in the conclusion part, the paper sorts out the optimization results as conclusion and providing useful experiences for the industry. KEYWORD: Credit Risk Management, Credit Scoring, Decision Engine华东师范大学硕士专业学位论文 III 目 录 第 1 章 绪 论.................................................................................................................................................1 1.1 选题 背景及研究意义......................................................................................................................1 1.1.1 研究背 景...............................................................................................................................1 1.1.2 研究意 义...............................................................................................................................3 1.2 文献综 述..........................................................................................................................................3 1.3 论文主要研 究内容及结构安排......................................................................................................6 1.3.1 主要研究内容及创新 点.......................................................................................................6 1.3.2 本文结构安 排.......................................................................................................................7 1.4 研究方 法..........................................................................................................................................8 第 2 章 相关理 论基础.................................................................................................................................10 2.1 汽车金融信贷风 险的定义............................................................................................................10 2.2 汽车金融信贷风险的度量模 型....................................................................................................10 2.3 汽车金融信贷风险管理目 标......................................................................................................10 第 3 章 A 汽车金融公司零售信贷风险管理的现 状.................................................................................12 3.1A 汽车金融公司简 介.....................................................................................................................12 3.2A 汽车金融公司零售业务现 状.....................................................................................................12 3.2.1 信贷业务操作流 程.............................................................................................................12 3.2.2 信贷业务金融产 品.............................................................................................................14 3.3A 汽车金融公司零售信贷风险管理的基本情况 ..........................................................................14 3.3.1 风险管理组织体 系.............................................................................................................14 3.3.2 风险管理内 容.....................................................................................................................15 第 4 章 A 汽车金融公司信贷风险管理 的问题和成因.............................................................................18 4.1A 汽车金融公司信贷风险管理的问题 .........................................................................................18 4.1.1 贷前管理问 题.....................................................................................................................18 4.1.2 贷中管理问 题.....................................................................................................................22 4.1.3 贷后管理问 题.....................................................................................................................23 4.2A 汽车金融公司信贷风险管理的问题 的成因 .............................................................................24 4.2.1 贷前管理问题成 因.............................................................................................................24 4.2.2 贷中管理问题成 因.............................................................................................................28 4.2.3 贷后管理问题成 因.............................................................................................................29 第 5 章 A 汽车金融公司零售信贷风险管理优 化.....................................................................................30 5.1 贷前管理优 化................................................................................................................................30 5.1.1 建立统计信用评分模 型.....................................................................................................30 5.1.2 建立反欺诈系 统.................................................................................................................49 5.1.3 优化规则引 擎.....................................................................................................................49 5.2 贷中管理优 化................................................................................................................................51 5.2.1 建立经销商管理体系 .........................................................................................................51 5.3 贷后管理优 化................................................................................................................................52 5.3.1 加强委外催收管 理.............................................................................................................52 5.3.2 建立动态催收策略体 系.....................................................................................................52 第 6 章 零售信贷风险管理保障措 施.........................................................................................................53 6.1 强化风险文化建 设........................................................................................................................53 6.2 加强人员培训机 制........................................................................................................................53华东师范大学硕士专业学位论文 IV 6.3 建立科学考核体系........................................................................................................................54 6.4 完善信息技 术基础设施................................................................................................................55 6.4.1 数据仓库搭 建.....................................................................................................................55 6.4.2 商业智能报表系统搭 建.....................................................................................................55 第 7 章 结论、不足与展 望.........................................................................................................................57 7.1 主要结 论........................................................................................................................................57 7.2 不足之 处........................................................................................................................................59 7.3 展 望................................................................................................................................................59。。。。 。。以下内容略