国内商业银行消费信贷风险管理
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摘要
经济持续稳定增长和经济制度的改革的深化，使我国城镇居民的收入大幅提高，有能力按照一生预期收入消费十万元级甚至百万元级的商品。但在提前消费这样高价值商品时，往往不得不借助于商业银行的消费信贷。
由于国内消费信贷处于发展的初期，许多风险尚未被识别，各商业银行消费信贷业务粗放式经营，风险管理上存在很多不足之处。本文在对国内外消费信贷的状况进行比较基础上，着重研究国内商业银行消费信贷的风险管理策略。
本文在第一章对消费信贷的理论进行一定的归纳和探索，按照摩迪里安尼“生命周期假说”的消费理论，对我国城镇居民消费模式进行分析，并用实证的方法验证了我国城镇居民消费行为服从“生命周期假说”的消费模型，从而确定消费信贷的理论基础，并从居民的资产选择行为推导消费信贷预测模型；第二章对美国的消费信贷体制和风险管理状况进行了分析，并提出了用于国内商业银行发展消费信贷借鉴的建议；第三章分析了当前国内消费信贷业务发展的现状和潜在的风险；第四章论述了消费信贷外部市场风险控制策略和商业银行内部风险控制策略，以尽量消除由宏观经济环境引起的系统性风险、由客户因素造成的违约风险以及银行自身造成的决策和操作风险，达到保障商业银行消费信贷业务健康发展的目的。第五章对建设和完善消费信贷的外部环境提出了政策建议，使得商业银行能够依靠完善的外部环境，节约社会成本，增强资产流动性，进一步降低经营风险。
Due to the economy development and system reforming in China, the annual income of the urban residents has increased rapidly. They have ability to consume high-valued goods through commercial bank loan.
Consumer loan is just a prime in China and many risks have not been known yet. Domestic commercial banks risk management of consumer loan business needs improving. This paper explores risk management strategies based on consumer loan situation compared between international and domestic banks.
This paper is altogether composed of five parts. Chapter 1 mainly introduces the consumption theory of Modigliani' s '''life-cycle hypothesis ", and proves that Chinese residents consumption coincide with the model of the "life-cycle hypothesis". Then deduce the Chinese residents' consumer loan model from their actions of dealing assets. Chapter 2 analyzes the consumer loan system in USA and its advantages which we can make use of. Chapter 3 elaborates consumer loan business and its risks in China currently. Chapter 4 discusses the strategies of consumer loan risk management. Chapter 5 makes policy suggestion in order to have better financial environment for consumer loan.
由于国内消费信贷处于发展的初期，许多风险尚未被识别，各商业银行消费信贷业务粗放式经营，风险管理上存在很多不足之处。本文在对国内外消费信贷的状况进行比较基础上，着重研究国内商业银行消费信贷的风险管理策略。
本文在第一章对消费信贷的理论进行一定的归纳和探索，按照摩迪里安尼“生命周期假说”的消费理论，对我国城镇居民消费模式进行分析，并用实证的方法验证了我国城镇居民消费行为服从“生命周期假说”的消费模型，从而确定消费信贷的理论基础，并从居民的资产选择行为推导消费信贷预测模型；第二章对美国的消费信贷体制和风险管理状况进行了分析，并提出了用于国内商业银行发展消费信贷借鉴的建议；第三章分析了当前国内消费信贷业务发展的现状和潜在的风险；第四章论述了消费信贷外部市场风险控制策略和商业银行内部风险控制策略，以尽量消除由宏观经济环境引起的系统性风险、由客户因素造成的违约风险以及银行自身造成的决策和操作风险，达到保障商业银行消费信贷业务健康发展的目的。第五章对建设和完善消费信贷的外部环境提出了政策建议，使得商业银行能够依靠完善的外部环境，节约社会成本，增强资产流动性，进一步降低经营风险。
Due to the economy development and system reforming in China, the annual income of the urban residents has increased rapidly. They have ability to consume high-valued goods through commercial bank loan.
Consumer loan is just a prime in China and many risks have not been known yet. Domestic commercial banks risk management of consumer loan business needs improving. This paper explores risk management strategies based on consumer loan situation compared between international and domestic banks.
This paper is altogether composed of five parts. Chapter 1 mainly introduces the consumption theory of Modigliani' s '''life-cycle hypothesis ", and proves that Chinese residents consumption coincide with the model of the "life-cycle hypothesis". Then deduce the Chinese residents' consumer loan model from their actions of dealing assets. Chapter 2 analyzes the consumer loan system in USA and its advantages which we can make use of. Chapter 3 elaborates consumer loan business and its risks in China currently. Chapter 4 discusses the strategies of consumer loan risk management. Chapter 5 makes policy suggestion in order to have better financial environment for consumer loan.
引文
[1] Ando, Albert. and Franco Modigliani. The Life-cycle Hypothesis of Saving: Aggregate Implication and Test. The American Economic Review, 1963
[2] Behrens, Carl F. Commercial Bank Activities in Urban Mortgage Financing. Financial Research Program IV: Studies in Urban Mortgage Financing No. 5, 1952
[3] Constantin Zopounidis. New trends in banking management. New York; Physica-Verlag, 2002
[4] Frederic. S. Mishkin. The Economic of Money, Banking, and Financial market. Columbia University; An Imprint of Addsion Welsey Longman. Inc, 1997
[5] Friedman. M. A Theory of the Consumption Function. New Jersey; Princeton University Press, 1957
[6] James S. Duesenberry. Income-consumption Relations and their Implications. Metzler; Income, Employment and Public Policy. New York; W.W. Norton, 1948
[7] John Maynard Keynes. The General Theory of Employment, Interest and Money. New York, Harcourt Brace, 1936
[8] Melvin Stephen Jr. The consumption response to predictable change in discretionary income: Evidence from the repayment of vehicle loans. Nberpaper9976,2003
[9] Peter Rose. Commercial Bank Management. Chicago; McGraw-Hill, 1996
[10] Reed Edward Wilson. Commercial Banking. New Jersey; Prentice-Hall, Inc., Englewood Cliffs, 1984
[11] Saulnier, Raymond J. Urban Mortgage Lending by Life Insurance Companies. Financial Research Program IV: Studies in Urban Mortgage Financing No. 1, 1950
[12] Modigliani, F. and Brumberg R.. Utility analysis and the consumption function: an interpretation of cross-section data. In Post-Keynesian Economics. New Brunswick, Rutergers University Press, 1954
[13] 粟勤．消费信贷．北京：中国审计出版社，2001
[14] 李世谦．信用消费．北京：经济管理出版社，2000
[15] 郁文达．住房金融：国际比较与中国选择．北京：中国金融出版社，2001
[16] 姚长辉．中国住房抵押贷款证券创新研究．北京：北京大学出版社，2001
[17] 郭元基．汽车消费信贷手册．北京：中国商业出版社，1999
[18] 王开国．资产证券化论．上海：上海财经大学出版社，2001
[19] 谢经荣、殷红、王玉文．房地产金融．北京：中国金融出版社，2002
[20] 李凌燕．消费信用法律研究．北京：法律出版社，2000
[21] 黄世礼、蓝太富．通俗消费心理学．北京：中国轻工业出版社，1996
[22] 伊世杰．中国消费结构合理化研究．长沙：湖南大学出版社，2001
[23] 范剑平．中国城乡居民消费结构的变化趋势．北京：人民出版社，2001
[24] 王晓东．中国城镇居民消费结构和住房消费．北京：学苑出版社，1999
[25] 肖成华．新世纪个人资信评估．北京：中华工商联合出版社，2001
[26] 中华征信所．征信手册．北京：中信出版社，2003
[27] 王征宇．美国的个人征信局极其服务．北京：中国方正出版社，2003
[28] 乔埃尔．贝西斯，许世清译．商业银行风险管理—现代理论与方法．海天出版社，2001
[29] 杨学友、孟霞．现代商业银行信贷．北京：金融出版社，2001
[30] 约翰．B．考埃特、爱德华．I．爱特曼、保罗．纳拉亚南著，石肖军等译．演进中的信用风险管理．北京：机械工业出版社，2001
[31] 安东尼．桑德斯著，刘宇飞译．信用风险度量—风险估值的新方法与其他范式．北京；机械工业出版社，2001
[32] 陈建良．银行业风险评估理论模型与实证．广东：广东人民出版社，2002
[33] 王立军．商业银行授信管理实务．北京：中国金融出版社，2001
[34] 柳荣生．当代金融创新．北京：中国发展出版社，1998
[35] 刘晨辉．刘湘玲．利率—理财的核心．武汉：武汉大学出版社，1999
[36] 藏旭恒．中国消费函数分析．上海：上海人民出版社，1995
[37] 费雪，利息论．纽约：麦克米兰出版社，1961
[38] 胡俊、许雅冰．消费信贷担保问题初探．经济师；2002(1)，P25
[39] 何东方．构建个人信用体系的考察与选择．金融理论与实践；2001(4)，P14
[40] 宋光辉、陆峰．住房抵押贷款证券化：问题与政策建议．财经理论与实践；2002(5)，P20
[41] 李实、John Knight．中国城市的三种贫困类型．经济研究；2002(10)，P8
[42] 中国城市金融学会专题课题组．工商银行贷款退出与贷款进入的策略探讨．金融论坛；2002(7)，P17
[43] 人民银行．2001货币政策执行报告、2002年货币政策执行报告
[44] 中国统计年鉴．1980年-2001年各卷
[45] 浙江统计年鉴．1990年-2002年各卷
[2] Behrens, Carl F. Commercial Bank Activities in Urban Mortgage Financing. Financial Research Program IV: Studies in Urban Mortgage Financing No. 5, 1952
[3] Constantin Zopounidis. New trends in banking management. New York; Physica-Verlag, 2002
[4] Frederic. S. Mishkin. The Economic of Money, Banking, and Financial market. Columbia University; An Imprint of Addsion Welsey Longman. Inc, 1997
[5] Friedman. M. A Theory of the Consumption Function. New Jersey; Princeton University Press, 1957
[6] James S. Duesenberry. Income-consumption Relations and their Implications. Metzler; Income, Employment and Public Policy. New York; W.W. Norton, 1948
[7] John Maynard Keynes. The General Theory of Employment, Interest and Money. New York, Harcourt Brace, 1936
[8] Melvin Stephen Jr. The consumption response to predictable change in discretionary income: Evidence from the repayment of vehicle loans. Nberpaper9976,2003
[9] Peter Rose. Commercial Bank Management. Chicago; McGraw-Hill, 1996
[10] Reed Edward Wilson. Commercial Banking. New Jersey; Prentice-Hall, Inc., Englewood Cliffs, 1984
[11] Saulnier, Raymond J. Urban Mortgage Lending by Life Insurance Companies. Financial Research Program IV: Studies in Urban Mortgage Financing No. 1, 1950
[12] Modigliani, F. and Brumberg R.. Utility analysis and the consumption function: an interpretation of cross-section data. In Post-Keynesian Economics. New Brunswick, Rutergers University Press, 1954
[13] 粟勤．消费信贷．北京：中国审计出版社，2001
[14] 李世谦．信用消费．北京：经济管理出版社，2000
[15] 郁文达．住房金融：国际比较与中国选择．北京：中国金融出版社，2001
[16] 姚长辉．中国住房抵押贷款证券创新研究．北京：北京大学出版社，2001
[17] 郭元基．汽车消费信贷手册．北京：中国商业出版社，1999
[18] 王开国．资产证券化论．上海：上海财经大学出版社，2001
[19] 谢经荣、殷红、王玉文．房地产金融．北京：中国金融出版社，2002
[20] 李凌燕．消费信用法律研究．北京：法律出版社，2000
[21] 黄世礼、蓝太富．通俗消费心理学．北京：中国轻工业出版社，1996
[22] 伊世杰．中国消费结构合理化研究．长沙：湖南大学出版社，2001
[23] 范剑平．中国城乡居民消费结构的变化趋势．北京：人民出版社，2001
[24] 王晓东．中国城镇居民消费结构和住房消费．北京：学苑出版社，1999
[25] 肖成华．新世纪个人资信评估．北京：中华工商联合出版社，2001
[26] 中华征信所．征信手册．北京：中信出版社，2003
[27] 王征宇．美国的个人征信局极其服务．北京：中国方正出版社，2003
[28] 乔埃尔．贝西斯，许世清译．商业银行风险管理—现代理论与方法．海天出版社，2001
[29] 杨学友、孟霞．现代商业银行信贷．北京：金融出版社，2001
[30] 约翰．B．考埃特、爱德华．I．爱特曼、保罗．纳拉亚南著，石肖军等译．演进中的信用风险管理．北京：机械工业出版社，2001
[31] 安东尼．桑德斯著，刘宇飞译．信用风险度量—风险估值的新方法与其他范式．北京；机械工业出版社，2001
[32] 陈建良．银行业风险评估理论模型与实证．广东：广东人民出版社，2002
[33] 王立军．商业银行授信管理实务．北京：中国金融出版社，2001
[34] 柳荣生．当代金融创新．北京：中国发展出版社，1998
[35] 刘晨辉．刘湘玲．利率—理财的核心．武汉：武汉大学出版社，1999
[36] 藏旭恒．中国消费函数分析．上海：上海人民出版社，1995
[37] 费雪，利息论．纽约：麦克米兰出版社，1961
[38] 胡俊、许雅冰．消费信贷担保问题初探．经济师；2002(1)，P25
[39] 何东方．构建个人信用体系的考察与选择．金融理论与实践；2001(4)，P14
[40] 宋光辉、陆峰．住房抵押贷款证券化：问题与政策建议．财经理论与实践；2002(5)，P20
[41] 李实、John Knight．中国城市的三种贫困类型．经济研究；2002(10)，P8
[42] 中国城市金融学会专题课题组．工商银行贷款退出与贷款进入的策略探讨．金融论坛；2002(7)，P17
[43] 人民银行．2001货币政策执行报告、2002年货币政策执行报告
[44] 中国统计年鉴．1980年-2001年各卷
[45] 浙江统计年鉴．1990年-2002年各卷
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