近年来，随着“互联网+”概念的深入发展，深度挖掘互联网数据的能力不断加强，在金融 领域，也在开发新的金融产品和服务模式。以腾讯、阿里等为代表的电商系互联网金融公司纷 纷推出自己的网络消费贷款产品，从“微粒贷”到“借呗”，从“京东白条”到“苏宁任性付”， 这些产品的推出都表明更多的金融理念开始被注入新兴互联网公司。传统商业银行零售贷款的 业务模式也不断转型和升级，推出了诸多网络消费贷款产品，如中国建设银行推出“快贷”、招 商银行推出“招联金融”等产品。其中，X商业银行也推出了“E贷”产品作为其拓展网络消费 金融市场的利器。这些商业银行的网络消费贷款产品名称虽不相同，但这些银行在产品设计理 念和风险控制手段上都大相径庭。 针对商业银行网络消费贷款产品风险评价的研究，主要使用定性与定量相结合的方法。本 文分析了商业银行网络消费贷款产品风险的类型，使用专家调查法与模糊层次分析法（FAHP） 相结合的方法，构建了商业银行网络消费贷款风险评价体系，一定程度上量化了商业银行网络 消费贷款产品所面临的风险。再使用模糊综合评价法，对X商业银行“E贷”产品的风险评价 调查结果与商业银行网络消费贷款风险评价体系所计算的权重向量进行结合，从而得到了X商 业银行“E贷”产品的风险评价值。最后，通过评价结果验证了评价体系相关结果的有效性并 找出商业银行网络消费贷款的风险控制手段。 本文通过对X商业银行“E贷”产品的风险进行评价后可以看出，目前X商业银行凭借对 传统消费贷款风险控制的经验，“E贷”产品的贷前风险控制水平较好，而对于“E贷”产品投 放后的贷中和贷后风险控制存在一定缺失，这与网络消费贷款产品的特性相关。无论X商业银 行还是其他商业银行，设计并推广网络消费贷款产品已成为时代发展的必然，针对网络消费贷 款产品发展中出现的风险控制问题需要采取积极的措施。同时，研究结果也表明目前政策制度 对网络消费贷款的规范力度仍有待提高，相应法律法规进一步完善后才能帮助银行在网络消费 贷款出现不良时有效化解风险，才能推动商业银行网络消费贷款产品的发展。 关键词：商业银行，网络消费贷款产品，风险评价，模糊层次分析法，德尔菲法 商业银行网络消费贷款产品风险评价及控制研究 II ABSTRACT In recent years, with the development of the concept of "Internet plus", the ability to dig deeper into Internet data has been continuously strengthened. In the financial field, new financial products and services have also been developed. The E-commerce Internet finance companies represented by Tencent and Ali have launched their own network consumer loan products, from "Wei lidai" to "Jie bei", from "Jingdong Baitiao" to "Suning willful payment". The launch of these products shows that more financial concepts have been injected into the emerging Internet companies. The business model of retail loan of traditional commercial banks has also been constantly transformed and upgraded, and many network consumer loan products have been launched, such as "fast loan" launched by China Construction Bank, and "Zhaolian finance" launched by China Merchants Bank. X commercial bank also launched "e-Loan" as its sharp tool to expand the network consumer financial market. Although the names of the network consumer loan products of these commercial banks are different, their product design concepts and risk control methods are very similar. For the research on the risk assessment of network consumer loan products of commercial banks, we mainly use the combination of qualitative and quantitative methods. This paper analyzes the risk types of network consumer loan products of commercial banks, and constructs the risk evaluation system of network consumer loan products of commercial banks by using the method of expert investigation and fuzzy analytic hierarchy process (FAHP), which quantifies the risks faced by network consumer loan products of commercial banks to a certain extent. Then, by using the fuzzy comprehensive evaluation method, the risk evaluation results of "e-Loan" products of X commercial bank are combined with the weight vector calculated by the risk evaluation system of network consumption loan of commercial bank, and the risk evaluation value of "e-Loan" products of X commercial bank is obtained. Finally, the effectiveness of the results of the evaluation system is verified by the evaluation results, and the risk control means of network consumer loans of commercial banks are found out. Based on the evaluationetworkn of the risk of "e-Loan" products of X commercial bank, it can be seen that at present, X commercial bank relies on the experience of traditional consumer loan risk control, "e-Loan" products have a good level of pre loan risk control, but there is a certain lack of risk control after the "e-Loan" products are launched, which is related to the characteristics of network consumer loan products. No matter x commercial bank or other commercial banks, the design and promotion of online consumer loan products has become the necessity of the development of the times. In view of the risk control problems in the development of network consumer loan products, we need to take positive measures. At the same time, the research results also show that the current 南京航空航天大学硕士学位论文 III policies and regulations on network consumer loans still need to be improved. Only when the corresponding laws and regulations are further improved can banks effectively resolve the risks when the network consumer loans are not good, can they promote the development of commercial banks' network consumer loan products. Keywords: Commercial banks, network consumer loan products, risk evaluation, delphi method 南京航空航天大学硕士学位论文 V 目 录 第一章 绪论 ......... 1 1.1 研究背景及其意义 ....................... 1 1.1.1研究背景............................. 1 1.1.2研究意义............................. 3 1.2 国内外研究现状 ........................... 4 1.2.1国外研究现状 ..................... 4 1.2.2国内研究现状 ..................... 5 1.2.3文献评述............................. 8 1.3 研究内容及其方法 ....................... 9 1.3.1研究内容............................. 9 1.3.2研究方法........................... 12 1.4 研究贡献 ...... 12 第二章 商业银行网络消费贷款风险评价理论及其方法 ............................ 13 2.1 商业银行网络消费贷款的内涵 . 13 2.1.1商业银行网络消费贷款的定义 ...................... 13 2.1.2商业银行网络消费贷款的特点 ...................... 13 2.2 风险评价的相关理论 ................. 14 2.2.1信息不对称理论 ............... 14 2.2.2 信号传递理论 .................. 15 2.3 风险评价的方法 ......................... 15 2.3.1风险因素分析法 ............... 15 2.3.2内部控制评价法 ............... 16 2.3.3德尔菲法........................... 17 2.3.4层次分析法 ....................... 17 2.3.5模糊层次分析法 ............... 17 2.3.6模糊综合评价法 ............... 19 第三章 商业银行网络消费贷款风险评价体系构建 ..... 21 3.1 商业银行网络消费贷款风险类型 ............................ 21 3.1.1信用风险........................... 21 3.1.2行业风险........................... 21 商业银行网络消费贷款产品风险评价及控制研究 VI 3.1.3个人经营风险 ................... 21 3.1.4利率风险........................... 22 3.1.5政策制度风险 ................... 22 3.2 评价指标的选取 ......................... 23 3.2.1信用风险指标 ................... 24 3.2.2行业风险指标 ................... 24 3.2.3个人经营风险指标 ........... 24 3.2.4利率风险指标 ................... 25 3.2.5政策制度风险指标 ........... 25 3.3 计算各指标权重 ......................... 26 3.3.1层次分析结构的建立 ....... 27 3.3.2构造判断矩阵 ................... 27 3.3.3重新构造得出模糊一致矩阵 .......................... 29 3.3.4计算各指标权重向量 ....... 31 3.4 风险评价体系构建 ..................... 32 第四章 X商业银行“E贷”风险评价案例分析 .............. 34 4.1 X商业银行“E贷”产品简介 ....... 34 4.1.1X商业银行情况简介 ........ 34 4.1.2“E贷”简介......................... 34 4.1.3“E贷”风险现状 ................. 35 4.2 “E贷”产品风险评价 ................... 35 4.2.1统计“E贷”风险评价调查结果 ....................... 35 4.2.2构造各一级指标隶属度向量 .......................... 36 4.2.3计算得出“E贷”产品风险评价值 ................... 37 4.3 “E贷”评价结果分析 ................... 38 4.3.1“E贷”