I 摘要 当前我国商业银行信用卡风险管理制度不健全，信息系统建设落后，大数据、 人工智能等科技手段在信用卡风险防控体系建设中的应用程度较低，不能够精准 画出“客户画像”，致使商业银行信用卡信用风险高居不下。 本文基于我国经济发展大背景，以理论分析-实证分析-内部调研的思路，在结 合我国经济发展实际的基础上，运用管理学、经济学等相关知识，以M银行信用 卡为例，采用Logistic回归模型及定性与定量相结合的方法，分析M银行信用卡 目前在贷前、贷后两个环节存在的信用风险问题，并针对性的提出改善M银行信 用卡信用风险现状的防控措施，以提高M银行信用卡的信用风险应对水平，提升 其金融竞争力，促进其业务发展。 M银行信用卡中心隶属于总行，随着业务规模的扩展，截至目前，辖内各类 机构总数已达125家，建立了包含产品多元、业务拓展、风险防控、财务管控、 客户服务等在内的科学管理体系，其风险管控链条上的贷前、贷后环节主要涉及 全国各地的分中心、京蓉两地的客户服务部、授信评审部及资产监控部四个机构。 为深入挖掘分析M银行信用卡当前的信用风险问题，本文在贷前环节精心制 定内容涵盖客户信贷数据、活动轨迹、还款能力、个人信息、社交关系指标的调 查问卷，并通过互联网形式对M银行信用卡全国的客户进行调研以分析M银行信 用卡在当前风控政策上的偏离度，以提高M银行信用卡中心在授信政策上的精准 度和审慎度，以从源头上降低M银行信用卡中心客户在用卡环节产生信用风险的 概率；贷后环节，本文采用内部调研的方式，深入细致的了解M银行信用卡中心 的贷后信用风控流程、贷后资产监控制度、贷后资产监控流程、贷后资产监控人 员配比等相关内部情况以有效诊断M银行信用卡在贷后环节的信用风险问题，并 根据诊断结果，结合实际，有针对性的提出贷后信用风险管控措施，降低M银行 信用卡中心的信用风险度，减少M银行信用卡中心的风险损失。 论文的创新点在于从M银行信用卡当前的信用风险防控现状出发，较深入的 剖析了M银行信用卡的信用风险点，发现M银行信用卡在分中心进件环节、授信 审批环节及风险系统运维方面存在客群定位不精准、风控技术落后、系统运维单 一的问题，并就发现的问题有针对性的提出信用风险防控措施。 关键词：商业银行，信用卡，信用风险，风控流程 ABSTRACT II ABSTRACT Thereareconsiderableflawsintheexistingcreditcardriskmanagementsystemof China'scommercialbanks,whichisfeaturedwithoutmodedinformationsystems. Withouteffectivelyintegratingbigdata,artificialintelligenceandothertechnological meansintotheconstructionofcreditcardriskpreventionandcontrolsystems,itis almostimpossibletocreate“customerpersonas”accurately.Undersuchcircumstances, commercialbanksareplaguedwithsuchunremittinglyhighriskintheircreditcard business. SettinginthecontextofChina'seconomicboom,thispaper,takingBankMasan example,leveragesLogisticregressionmodelcombinedwithquantitativeand qualitativeapproachestoanalyzecreditriskslyinginthepre-andpost-loanofBankM’s creditcardbusiness,inwhichitfollowstheparadigmoftheoreticalanalysis—empirical analysis—internalsurveysbyreferringChina'sactualeconomicstatusandmanagement, economicsandotherrelatedknowledge.Italsoproposescountermeasurestooptimize theriskmanagementofBankM’screditcardthroughdrawinglessonsfromthe advancedriskpreventionandcontroloftheInternetfinancesystem,withaviewto helpingMBankcopewithcreditcardrisksandunderpinitscompetitivenessinthe financemarket.That’showitsbusinesscansustainandprosper. ThecreditcardcenterofBankMisaffiliatedtotheheadquarter.Sofar,asthe businesskeepsscalingup,thetotalnumberofitssubordinatedorganizationshas reached125,andmeanwhile,ithassetupscientificmanagementsystemencompassing productdiversification,businessexpansion,riskpreventionandcontrol,financial managementandcontrol,customerservice,etc.Thereareprimarilyfouritsdivisions engagedinthepre-loanandpost-loanlinksofitsriskcontrolchain:branchcenters acrossthecountry,customerservicedepartmentsinBeijingandChengdu,creditreview officeandassetmonitoringdepartment. ToprobeintothecurrentcreditrisksofBankM’screditcardbusiness,thispaper elaboratelydesignsaquestionnairecoveringcustomercreditdata,activitytrajectory, repaymentability,personalinformation,andsocialrelationshipindicatorsinthe pre-loanlink,afterwhichitconductsanonlinesurveyofBankM’screditcard customersacrossthecountrytoanalyzehowmuchtherealitydeviatesfromthepresent ABSTRACT III riskcontrolpolicy.Itaimstoraisetheaccuracyandprudencewhenthecenter formulatingcreditpolicies,therebypreventingtherisksduringusagefromhappeningin thefirstplace;inthepost-loanlink,thispaperadoptsinternalsurveystothoroughly scrutinizetheriskcontrolprocess,themechanism,process,andpersonnelarrangement oftheassetmonitoringafterloans,withanattempttoefficientlyidentifyrisksinBank M’screditcardbusinessinthepost-loanlink.Basedonwhatisfound,thepaperput forwardtargetedandpragmaticpost-loancreditriskmanagementandcontrolmeasures toreducethecenter’sriskandmitigateitslossesduetosuchrisks. Theinnovationofthepaperisthatitanalysesin-depththecreditrisksinMBank’s creditcardbusinessaccordingtothestatusquoofitscreditriskpreventionandcontrol, throughwhichitspotsproblemsincludinginaccuratelydepictedpersonas,primitiverisk controltechnologyandnon-inclusiveoperationandmaintenancesystemduring applicationsubmitting,creditapprovalaswellasoperationandmaintenanceoftherisk system.Tosolvetheproblemsfound,itproposescorrespondingmeasuretopreventand controlrisksbyreferringtotheconcreteexperienceofMBank’screditcardbusiness andhowcreditrisksarepreventedandcontrolledintheInternetfinancesystem. Keywords:commercialbanks,creditcards,creditrisk,riskcontrolprocess 目录 IV 目录 第一章绪论.....................................................................................................................1 1.1选题背景............................................................................................................1 1.2选题意义............................................................................................................1 1.3国内外文献综述................................................................................................2 1.3.1国内文献综述.........................................................................................2 1.3.2国外文献综述.........................................................................................2 1.4研究的主要内容及方法....................................................................................3 1.4.1研究的主要内容.....................................................................................3 1.4.2研究方法.................................................................................................4 第二章商业银行信用卡信用风险管理概述.................................................................5 2.1信用卡概述........................................................................................................5 2.1.1信用卡含义与特征.................................................................................5 2.1.2信用卡产业链.........................................................................................5 2.2信用卡风险的定义及特点................................................................................6 2.3信用卡风险成因................................................................................................8 2.4信用卡风险管理概述........................................................................................9 2.4.1信用卡风险管理维度.............................................................................9 2.4.2信用卡风险管理程序...........................................................................10 2.4.3信用卡风险管理方法...........................................................................11 2.5信用风险管理是信用卡风险管理的核心......................................................12 2.6信用卡信用风险存在的危害..........................................................................12 2.6.1信用风险使银行信贷资金损失...........................................................12 2.6.2信用风险使银行经营成本增加...........................................................13 2.6.3信用风险打破社会和谐氛围...............................................................13 2.7信用卡信用风险管理理论..............................................................................13 2.7.1信息不对称理论...............................................................