湖南建行個(gè)人消費(fèi)信貸業(yè)務(wù)信用風(fēng)險(xiǎn)管理研究.pdf

1、湖南大學(xué)碩士學(xué)位論文湖南建行個(gè)人消費(fèi)信貸業(yè)務(wù)信用風(fēng)險(xiǎn)管理研究姓名：李念申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：工商管理指導(dǎo)教師：張玲20071025湖南建行個(gè)人消費(fèi)信貸業(yè)務(wù)信用風(fēng)險(xiǎn)管理研究AbstractAsanemergingbusinesssectorinChinesecommercialbankingindustry，consumercreditmarkethasagreatgrowthpotentialMeanwhile，italsohasma

2、nyrisksoneofthemajorrisksisthecreditriskandcreditriskmanagementcandirectlyaf!Eectthe鏟owthoftheconsumercreditbusinessAsoneofthefirsttierbranchesofChinaConstmctionBank，theHun觚ConstructionBankshouldersheavyresponsibilitiest

3、oestablishbestpracticeofconsumercreditriskmanagementTherearefourst印sinVolvedintheconsumercredit—sknlanagementprocess：Iliskidentification，riskassessment，riskpre—wamingsystemandriskcontr01Byanalyzingthesefoursteps，thisp印er

4、proVidesastudyonhowtostren垂hentheconsumercreditriskmanagementandhowtopreVentandcontr01creditriskatHunanConstructionBankByapplyingcreditriskidentificationandassessmenttheories，thepaperfirstexanlinesHunanConstructionBankco

5、nsumercreditborrowers’keyfeaturesaIldempiricallyinVestigatestheVariancesofthebo仃owers’paymentabilityt11rougllmicrosimulationofthebollrowers’incomelevelThesimulationusesfactorscloselyrelatedtotheborrower’sincomelevelsucha

6、seducation，ageandoccupationetcasV撕ancestopredictandassesstheborrower’sr印aymentabilityTheoutcomeofthesimulationcanbeusedaskeyinfomationtomakecreditdecisionTbdate，somesecondtierbranchesofHunanConstructionBankhaVestanedappl

7、如ngthisapproachintheirlendingpracticesFurtherthispaperdiscussesfiVekeyelelllentsassociatedwithestablishingtheconsumercredit—skpre—wamingsystem：time疔ame，monitoringindex，criticalValue’def≥lultprob￡LbilityandleVelofprewamin

8、gThemonitoringindexincludesfactorsthatmightresultinborrowers’defaultThesefactorswillhaVeimpactontheborrowers’repaymentabilitiesWithinthepre—wamingperiod，themorefactorsreachingorexceedingthecriticalValuesoftheprewamingsys

9、t鋤，thehigherprob￡lbilityofdefIaultandtheweightedaVerageoftheprew鋤ingsignalscanbeusedtomeasurethedefaultprobabilityoftheconsumercreditAsaresult，theoutcomecaIlbe印pliedasaguidanceinthepolicymakingprocessforcreditnskmanageme

10、ntFina】1y，thepaperdiscussesstrategiestobeappliedinconsumercreditriskcontrolsuchasselectingthecreditauthorizationmethod，deteminingtheamountofcreditauthorization，makingpoliciesrelatedtocreditauthorization，estalblishingandI