中国经济进入稳增长、调结构、促转型的关键时期，面对日益复杂和多 变的外部环境，国内消费对经济增长的拉动作用持续增强，成为经济增长的 第一驱动力，为我国经济保持稳中向好态势注入澎湃动力。同时，随着金融 全球化步伐的加快以及利率市场化改革、存款保险制度的实施，银行业之间 的竞争愈演愈烈，意味着国内商业银行依靠存款和贷款息差来获取利润的模 式面临着严峻的考验，银行必须在新的发展机遇期创造新的利润增长点。国 内各商业银行根据市场变化，及时调整战略规划，逐步将业务发展的重心向 经济资本占比低，风险相对较小的消费信贷业务拓展和倾斜，因此，消费信 贷就成了各金融机构纷纷竞争的新领域。传统风险管理技术与高速发展的消 费信贷规模之间的矛盾日益突出，更高效、更准确的风险管理对于金融机构 抢占消费信贷市场规模，提高市场占有率显得尤为迫切。 本文以消费信贷风险管理为主线，分析了兰州银行消费信贷在传统风险 管理技术下，在贷前调查、贷中审查、贷后管理环节中存在的风险和不足， 通过在建立评分模型，调整审批策略，多元化场景建模，加强贷后风险监控 预警等风险全流程管理环节中的改进措施，建设自助审批决策平台实现消费 贷款审批决策的智能化和自动化，从而提高消费贷款的审批决策效率，兰州 银行百合评分和知识图谱的应用实践更是丰富了兰州银行大数据风险管理 的应用方向，最后提出消费信贷大数据风险管理改进措施的保障，以确保大 数据风险管理能够持续、有效地运行，为兰州银行规模化的消费信贷健康、 稳健、高速发展提供强有力的支撑，明晰了发展方向和重点，也对于其他金 融机构大力发展消费信贷业务，特别是在消费信贷的风险管理方面有一定的 借鉴参考意义。 关键词：兰州银行，消费信贷，大数据，风险管理MBA 学位论文 作者：杨望望 大数据背景下兰州银行消费信贷风险管理改进研究 III RESEARCH ON THE IMPROVEME MEASURERS OF CONSUMPTION CREDIT RISK MANAGEMENT IN BANK OF LANZHOU UNDER THE BACKGROUDN OF THE BIG DATA Abstract China's macro economyhas entered a crucial period of stable growth, structural adjustment, and transformation promotion. faced with an increasingly complex and volatile external environment, domestic consumption has continued to play a stronger role in driving economic growth. Becoming the first driving force for economic growth and injecting surging power into the good situation while maintaningof steability in China's economy.At the same time, with the accelerated pace of financial globalization and the implementation of interest rate marketization reform and deposit insurance system, the competition between banks is becoming more and more fierce, which means that the mode of domestic commercial banks relying on deposit and loan interest margin to obtain profits is facing severe tests. Banks must create new profit growth points in the new development opportunity period.According to market changes, domestic commercial banks have adjusted their strategic plans in a timely manner, gradually shifting the focus of business development to consumer credit businesses with low proportion of economic capital and relatively small risks. Therefore, consumer credit has become a new area in which financial institutions compete one after another.The contradiction between traditional risk management technology and the rapidly developing scale of consumer credit is increasingly prominent. More efficient and accurate risk management is particularly urgent for financial institutions to seize the scale of consumer credit market and improve market share. This paper focuses on the risk management of consumer credit. Analyzing the consumption credit of Lanzhou bank under the traditional risk management technology ,the problems and deficiencies which were arisen in pre-loan investigation,MBA 学位论文 作者：杨望望 大数据背景下兰州银行消费信贷风险管理改进研究 IV in-loan review and post-loan management, Through setting customer screening criteria，adjusting approval strategy, diversifying scenario modeling, strengthening post-loan risk monitoring and early warning, and other improvement measures in the whole process of risk management, building self-service approval decision platform to realize the intelligentization and automation of consumption loan approval decision-making, so as to improve the efficiency of the examination and approval of consumer loans,the application and practice of Lanzhou bank’s lily score and knowledge map have enriched the application direction of Lanzhou bank’s big data risk management .At last, the paper puts forward the guarantee of the improvement measures of consumer credit big data risk management, so as to ensure that the risk management of big data can be continuously and effectively operated,it will provide strong support for the healthy and steady development of Lanzhou bank’s consumer credit, and clear development direction and focus, but also for other financial institutions to vigorously develop consumer credit business. Especially in the consumer credit risk management has certain reference significance. Key words: Bank Of Lanzhou , Consumer Credit,Big Date, Risk ManagementMBA 学位论文 作者：杨望望 大数据背景下兰州银行消费信贷风险管理改进研究 V 目 录 中文摘要......................................................................................................................................I Abstract......................................................................................................................................Ⅱ 第 1 章 绪论 ...........................................................................................................................1 1.1 研究背景..........................................................................................................1 1.2 研究意义...........................................................................................................................2 1.3 研究内容和研究思路....................................................................................................2 1.3.1 研究内容...................................................................................................................2 1.3.2 研究思路...................................................................................................................3 第 2 章 相关文献综述和理论概述............................................................................5 2.1 国内外相关消费信贷风险管理的研究综述..................................................5 2.1.1 国外研究综述............................................................................................5 2.1.2 国内研究综述............................................................................................6 2.2 消费信贷风险管理理论概述..........................................................................8 2.2.1 消费信贷概念............................................................................................8 2.2.2 信用风险管理相关理论............................................................................8 2.2.3 消费信贷风险管理的相关理论................................................................9 2.3 大数据风险管理理论概述............................................................................10 2.3.1 大数据概念..............................................................................................10 2.3.2 大数据风险管理理论..............................................................................10 2.4 信用评分模型理论........................................................................................11 第 3 章 兰州银行消费信贷现状及风险管理存在的问题.....................12MBA 学位论文 作者：杨望望 大数据背景下兰州银行消费信贷风险管理改进研究 VI 3.1 兰州银行消费信贷业务现状........................................................................13 3.1.1 兰州银行基本情况..................................................................................13 3.1.2 兰州银行消费信贷发展现状..................................................................13 3.1.3 兰州银行消费贷款产品..........................................................................15 3.1.4 兰州银行消费信贷风险现状及违约成因..............................................16 3.2 兰州银行消费信贷风险管理现状................................................................19 3.2.1 贷前调查风险..........................................................................................18 3.2.2 贷中审查风险..........................................................................................19 3.2.3 贷后管理风险..........................................................................................21 3.3 兰州银行消费贷款风险管理存在的问题....................................................23 3.3.1 贷前调查存在的问题..............................................................................22 3.3.2 贷中审查存在的问题..............................................................................24 3.3.3 贷后管理存在的问题..............................................................................26 第 4 章 大数据背景下兰州银行消费信贷风险管理改进措施.................28 4.1 消费信贷大数据风险管理的可行性分析...................................................28 4.1.1 优势分析..................................................................................................28 4.1.2 技术分析..................................................................................................28 4.2 兰州银行消费信贷风险管理改进的具体措施...........................................30 4.2.1 建立评分模型..........................................................................................29 4.2.2 调整审批策略..........................................................................................31 4.2.3 多元化场景建模......................................................................................33 4.2.4 加强贷后风险监控预警..........................................................................35 4.2.5 提升数据获取能力..................................................................................36 4.3 大数据风险管理改进措施的实施---建设自助审批决策平台....................38 4.3.1 多维度信息同步审核..............................................................................39MBA 学位论文 作者：杨望望 大数据背景下兰州银行消费信贷风险管理改进研究 VII 4.3.2 制定自助审批决策规则..........................................................................42 4.4 兰州银行大数据风险管理的应用实践........................................................48 4.4.1 百合信用---构建兰州银行信用评分规则..............................................45 4.4.2 知识图谱---构建可视化风险关系..........................................................48 第 5 章 兰州银行消费信贷大数据风险管理改进措施的保障.................51 5.1 构建大数据驱动发展战略............................................................................51 5.2 提升数据管理和存储能力............................................................................51 5.3 建设大数据专业团队....................................................................................51 5.4 建设大数据风险管理评价与反馈制度........................................................52 第 6 章 结论与展望............................................................................................................54 6.1 结论................................................................................................................54 6.2 展望................................................................................................................54