Research on Consumer Credit Risk Management of Z Bank's personal
Operating Vehicles under the Background of Shared Travel
Abstract
With the development of mobile Internet, travel sharing has become a mainstream
mode of public travel. In the context of ride-sharing, the ride-hailing market has attracted
a large number of private cars to the rental operation mode by joining in, among which
many ride-hailing drivers purchase their operating vehicles through financial loans to
engage in ride-hailing service. Under the background of continuous development of ride-
sharing, operating vehicle credit business has gradually become an important part of retail
loan business of commercial banks at the present stage, and has achieved leap-forward
development with the surge in the number of online car-hailing drivers. In this mode, the
buyer of operating vehicles applies for a commercial loan from the bank by providing the
vehicle purchase agreement or contract and personal data. After the bank's normal
examination and verification, the credit process is approved and approved, and the car
purchase money is grantedthrough the bank loan.Nevertheless,compared with the
developed countries, China's operating vehicle credit business started late, in the last ten
years has always been in the groping stage. In addition, China's credit risk management
system is not perfect as well as the relevant laws and regulations are not perfect, leading
to the problems in the development process of operating vehicle credit gradually exposed,
hindering the rapid development of sharing economy and inclusive finance.
Based on the above, this paper makes an in-depth analysis of the risk management
factors of Z Bank's personal operation vehicle credit business. Based on consumer credit
risk theory, combing the risk types and influence factors, this paper introduces the Z bank
operating vehicle development present situation and sources of risk to a credit, in-depth
analysis of credit risk measurement model and related data, the final selection regression
model to do empirical study, in order to credit the customer's personal credit information
as the core, using R software to analyze it, Stepwise regression and other methods were
used to verify the effectiveness of significant indicators, and countermeasures and
suggestions were made for the main factors affecting the default rate of Z Bank's personal
credit customers. Finally, suggestions and countermeasures are put forward for Z Bank's
operation vehicle credit risk management, including pre-loan, in-loan and post-loan
business lines. Based on the analysis conclusion of Z Bank's operating vehicle credit risk
management, it can bring effective help to Z Bank's internal risk control and the
development of operating vehicle credit industry.
Key
words:Sharing
travel;Operating
vehicles;Consumption
credit;Risk
management
目录
第1章绪论.................1
1.1研究背景和意义...............1
1.1.1研究背景...............1
1.1.2研究意义...............2
1.2文献综述....................2
1.2.1国外研究现状..............2
1.2.2国内研究现状..............3
1.3研究的主要内容...............5
1.4研究方法....................5
第2章相关概念与理论基础.................7
2.1个人营运车辆信贷风险的相关概念...........7
2.1.1个人营运车辆信贷风险的内涵...........7
2.1.2个人营运车辆信贷风险的特点...........7
2.1.3个人营运车辆信贷风险的种类...........7
2.2个人营运车辆信贷风险的相关理论基础........12
2.2.1信息不对称理论.................12
2.2.2预期收入理论............12
2.2.3预警理论.............12
第3章Z银行个人营运车辆信贷风险管理现状.............14
3.1Z银行发展现状...............14
3.1.1Z银行简介..................14
3.1.2Z银行个人营运车辆信贷管理规定.............14
3.2Z银行个人营运车辆信贷风险的特点..............15
3.2.1Z银行汽车消费贷款业务中的信用风险............15
3.2.2Z银行汽车消费贷款业务中的市场风险............16
3.2.3Z银行汽车消费贷款业务中的操作风险............16
3.2.4Z银行汽车消费贷款业务中的流动性风险........16
3.2.5Z银行汽车消费贷款业务中的宏观经济波动风险..........17
3.3Z银行个人营运车辆信贷风险管理存在的问题............17
3.3.1内部管理机制存在弊端.............18
3.3.2信用风险评价机制不合理.........18
3.3.3借款人信用制度缺失..........19
3.3.4外部环境波动幅度大..........19
3.3.5相关法律体系不健全..........20
第4章Z银行个人营运车辆信贷风险因素识别实证分析..........21
4.1信贷风险度量模型的选择...........21
4.2Logistic回归模型分析...............21
4.2.1Logistic回归模型...........21
4.2.2Logistic回归模型的假设条件及系数检验......23
4.3回归模型指标体系的建立与应用.............23
4.3.1样本数据的选择与采集.............23
4.3.2指标变量的设置与量化.............24
4.4实证研究与分析.............25
4.4.1解释变量的剔选与分析..........25
4.4.2实证结果分析............30
4.5模型的验证与相关风险管理建议.............31
第5章Z银行个人营运车辆消费信贷风险管理对策...........33
5.1完善信贷风险管理体系...............33
5.1.1各显著指标对应风险管理的措施建议...........33
5.1.2加强信贷流程环节的风险管理建议........35
5.2加强风险管理评价机制建设..............37
5.2.1加强信贷风险的识别..........37
5.2.2规范信贷风险的度量和评价............38
5.3建立健全个人征信系统...............38
5.3.1完善个人征信调查系统.............38
5.3.2发展高水平的征信机构.............39
5.3.3整合互联网金融同业数据库的信用资源........39
5.4积极拓展风险转移渠道...............40
5.4.1发展“银行保险公司十网约车公司”合作模式..........40
5.4.2推广“直客式经营”..........40
5.4.3拓展汽车金融公司合作.............41
5.5深化相关营运车辆信贷法律制度.............41
第6章结论与展望.................42
参考文献....................43
附录....................45
访谈提纲...................45
致谢....................47
学位论文独创性声明、学位论文知识产权权属声明..........48