Research On Applications Of Credit Assessment In The Risk Management Of Commercial Bank Credit Card

With the improvement of our national income and the transformation of consumption concept,and with the growing maturity of social consumption environment,cross-bank liquidation technology and policy system guarantee,China's credit card industry has been developing rapidly,and all data indicators are also rising.However,the following problems of credit risk have gradually emerged.The bad assets of credit cards have been increasing greatly year by year,which brings great challenges to the development of credit card industry.Because the research on credit risk management of credit card business in our country started late,how to select the influential variables among the many risk factors by building an accurate,scientific and effective credit risk assessment model to realize the precise identification,measurement and evaluation of credit card customer risk probability,are significantly important for healthy sustainable development of credit card industry and its change from extensive management to fine management.In the current credit card risk management process of the thesis,there are problems such as incomplete application of credit risk assessment,inconsistent credit approval standards,results of manual approval and untimely adjustment of credit policy.Based on the author's systematic research of credit evaluation theory and personal credit risk management theory,the author chooses Logistic regression model with strong stability and generalization ability.Based on the principles of comprehensiveness,scientific validity and objective impartiality,and taking X bank Y branch's actual credit card history data and customer information,the Logistic regression model was established by SPSS data analysis software.Through the empirical analysis,the main factors influencing the default probability of credit card customers are revealed,and the interpretation effect of the evaluation model on the risk degree and the forecast default probability is verified.Finally,based on the author's experience in credit card management,this paper tries to put forward some suggestions on the risk assessment model of credit card business and strengthen risk management from such risk management steps as the credit before lending,loan monitoring,loan disposal and other risk management links.The thesis is divided into five parts:the first part is the introduction to the thesis.Which mainly puts forward the research background and significance of the thesis.By summarizing the research literature and theoretical achievements at home and abroad,the author makes the research method and structure arrangement of the thesis,and finally elaborates the innovation points and shortcomings of the thesis.The second part is a theoretical overview.Mainly introducing the definition of credit card,and risk management theory knowledge specially related to credit card.Based on a lot of literature,this paper introduces the concept of credit evaluation theory and the principle of model construction,and enumerates the common model construction methods.The third part is the analysis of credit card industry data of domestic commercial banks.Introducing the relevant historical data of credit card issuance,total amount of credit,total amount of credit payable,total amount of transactions,per capita holding card,and making a comparison of credit card overdue loans in the same period.Based on the analysis of X bank credit card business data,this paper puts forward the outstanding problems in credit card risk management.The fourth part is the empirical research part of risk assessment.Taking X bank Y branch credit card business as the empirical research object,and selecting the sample data of the bank,and established the credit risk default probability forecast model through Logistic regression analysis.Through the model modification revision,the significance test is finally passed,and the overall fitting effect is better.The final result of the experiment verifies the correlation between the applicant's default probability and the selected variables,and shows that the customer default probability can be predicted to a certain extent by bringing customer data into the evaluation model.Then the necessity of applying risk assessment is proved,and the whole process risk prevention strategy of credit card business is put forward.The fifth part is the summary and suggestion of the full study.Which summarizes the empirical analysis results,and gives some suggestions for improving the credit card risk assessment.