我国商业银行信用卡风险管理策略研究
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摘要
2007年爆发的金融危机引发了全世界金融业的一次大地震,其对经济的危害超过了任何人的预期。值得反思的是,引发危机的区区6000亿次贷资金,是如何撬动了世界庞大的金融根基?人们看到,单靠资本充足率无法保证单个银行乃至整个银行体系的稳定性,金融业存在的问题不仅仅是信用风险或市场风险等单一风险的问题,而是由信用风险、市场风险外加操作风险互相交织、共同作用造成的。2002年10月1日,巴塞尔委员会发布了修改资本协议建议的最新版,新协议重头推出并具有开创性内容的三大支柱：最低资本要求、监管部门的监督检查及市场约束,银行进入全面风险管理时代。
随着经济体系的发展,银行业改变了以存贷款利差为主要收入来源的传统业务盈利模式,中间业务和表外业务发展迅速,非利息收入在营业收入中的比重越来越高,逐步从对公业务转向了个人金融业务,今后竞争的焦点在日益庞大的个人银行业务。个人银行业务的综合载体即是一张信用卡。信用卡业务可以为商业银行带来高额的利息收入、交换费收入和手续费收入等。毋庸置疑,商银行之间个人业务的竞争主要表现为对信用卡业务的争夺。但各发卡行在信用卡市场份额的激烈争夺下,信用卡风险也层出不穷。
本文将我国信用卡风险管理策略问题的研究分解为以下部分：首先阐述了研究背景和意义,研究方法、内容和思路以及信用卡发展史；接着对信用卡风险做了界定,将信用卡风险分为持卡人信用风险、犯罪分子欺诈风险、特约商户的操作风险和发卡机构的内部运作风险等四大类常见风险,并分析了风险产生的原因；然后分析了我国信用卡风险现状,并通过对建设银行XX市分行信用卡风险管理的案例研究,探讨了信用卡风险管理策略的依据；最后是构建我国商业银行风险管理策略,提出了我国商业银行风险管理策略实施程序的建议。
The global financial crisis erupted in 2007 started a series of great shakes of the world finance industry, with the damage to the world's economy exceeded everybody's expectation. What's worth our deep thinking is how did the 600 billion secondary funds shake the world's financial foundation? We can see that only capital adequacy rate can't guarantee the stability of single banks, not even that of the banking system. The problems of the financial industry are represented not by credit risk or market risk, but are resulted by the integrated effect of credit risk, market risk and operational risk. On October 1st,2002, Basel Committee issued the amended New Basel Capital Accord, mainly indicating 3 points, including the lowest capital level, the supervision and examination of supervision department and market restriction. And the banking industry entered total risk administration era.
Along with the development of the economic system, the banking industry adjusted the traditional business and profit model with interest difference between deposit and loaning as main income resource. The immediate business and off-balance sheet business developed rapidly, and the non-interest income took more and more proportion in the operating revenue and turned the corporate business to personal business gradually, indicating that the future competition will focus on the ever-growing personal business mainly. And credit card is the comprehensive carrier of the personal banking business. The credit card business can bring more income for commercial banks from higher interest, interchange fee and commission fee. There is no doubt that commercial banks'competition will be represented by the contest for the credit card business. But the commercial banks should be aware of the credit card risks along with the fierce competition.
This paper classifies the problems on credit card risk management into the following parts:1 introducing the research background and meaning, research method, content and thought and the development process of credit card; 2 defining the credit card risk and classifying the risks into four categories including card-holder credit risk, criminal cheat risk, special businessmen operational risk and card issuer inner-operational risk and analyzing the reasons for the risks; 3 analyzing the current credit card business situation in China, and finding the basis for credit card risk management strategy by researching the case of credit card management of China Construction Bank XX Branch; 4 building risk management strategy for China's commercial bank and presenting suggestions on implementation process of the risk management strategy for the commercial banks.
随着经济体系的发展,银行业改变了以存贷款利差为主要收入来源的传统业务盈利模式,中间业务和表外业务发展迅速,非利息收入在营业收入中的比重越来越高,逐步从对公业务转向了个人金融业务,今后竞争的焦点在日益庞大的个人银行业务。个人银行业务的综合载体即是一张信用卡。信用卡业务可以为商业银行带来高额的利息收入、交换费收入和手续费收入等。毋庸置疑,商银行之间个人业务的竞争主要表现为对信用卡业务的争夺。但各发卡行在信用卡市场份额的激烈争夺下,信用卡风险也层出不穷。
本文将我国信用卡风险管理策略问题的研究分解为以下部分：首先阐述了研究背景和意义,研究方法、内容和思路以及信用卡发展史；接着对信用卡风险做了界定,将信用卡风险分为持卡人信用风险、犯罪分子欺诈风险、特约商户的操作风险和发卡机构的内部运作风险等四大类常见风险,并分析了风险产生的原因；然后分析了我国信用卡风险现状,并通过对建设银行XX市分行信用卡风险管理的案例研究,探讨了信用卡风险管理策略的依据；最后是构建我国商业银行风险管理策略,提出了我国商业银行风险管理策略实施程序的建议。
The global financial crisis erupted in 2007 started a series of great shakes of the world finance industry, with the damage to the world's economy exceeded everybody's expectation. What's worth our deep thinking is how did the 600 billion secondary funds shake the world's financial foundation? We can see that only capital adequacy rate can't guarantee the stability of single banks, not even that of the banking system. The problems of the financial industry are represented not by credit risk or market risk, but are resulted by the integrated effect of credit risk, market risk and operational risk. On October 1st,2002, Basel Committee issued the amended New Basel Capital Accord, mainly indicating 3 points, including the lowest capital level, the supervision and examination of supervision department and market restriction. And the banking industry entered total risk administration era.
Along with the development of the economic system, the banking industry adjusted the traditional business and profit model with interest difference between deposit and loaning as main income resource. The immediate business and off-balance sheet business developed rapidly, and the non-interest income took more and more proportion in the operating revenue and turned the corporate business to personal business gradually, indicating that the future competition will focus on the ever-growing personal business mainly. And credit card is the comprehensive carrier of the personal banking business. The credit card business can bring more income for commercial banks from higher interest, interchange fee and commission fee. There is no doubt that commercial banks'competition will be represented by the contest for the credit card business. But the commercial banks should be aware of the credit card risks along with the fierce competition.
This paper classifies the problems on credit card risk management into the following parts:1 introducing the research background and meaning, research method, content and thought and the development process of credit card; 2 defining the credit card risk and classifying the risks into four categories including card-holder credit risk, criminal cheat risk, special businessmen operational risk and card issuer inner-operational risk and analyzing the reasons for the risks; 3 analyzing the current credit card business situation in China, and finding the basis for credit card risk management strategy by researching the case of credit card management of China Construction Bank XX Branch; 4 building risk management strategy for China's commercial bank and presenting suggestions on implementation process of the risk management strategy for the commercial banks.
引文
1安炤泫.美韩信用卡发展历史对中国的启示,对外经济贸易大学[D].2006,本文整理
2袁笑冬.信用卡风险的主要特性与成因分析,中国信用卡[J].2006(16)
3魏昆利.商业银行信用卡风险管理研究,天津大学[D].2007.
4张福荣.论国有商业银行风险的防范与化解,东北财经大学[D].2000.
5刘丹彤.信用卡业务的风险管理与利润最大化设计,金融时报[J].2005.
6庞伟.信用卡风险管理的经济分析,大众商务[J].2009(5)
7王天闻.我国银行信用卡风险管理之我见,市场周刊[J].2005(7)
8袁笑冬.信用卡风险的主要特性与成因分析,中国信用卡[J].2006(16).
9袁笑东.信用卡风险的主要特性及成因分析,中国信用卡[J].2006(16)
10吴可.信用卡的发展与风险管理,现代经济信息[J].2009(6).
11安炤泫.美韩信用卡发展历史对中国的启示,对外经济贸易人学[D].2006.
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[2]林采宜.银行卡市场发展现状分析[J].金融电子化,2008,(11)
[3]崔建红.信用卡业务的风险防范与控制[J].华北金融,2005,(09).
[4]韩彦峰,申琦.信用卡风险分析及防范[J].商场现代化,2007,(03).
[5]姜风旭.当前银行卡产业发展中问题及解决思路[J].中国金融,2009,(07)
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[7]胡勇,张永青.信用卡风险管理[J].特区经济,2006,(01).
[8]刘文章,李兴继.信用卡业务的风险及其防范[J].中国信用卡,2005,(10).
[9]席华洁.我国银行卡产业的发展状况及对策研究[J].金卡工程(经济与法),2009,(01)
[10]孙明明.加强信用卡风险管理的综合思考[J].中国信用卡,2005,(12).
[11]陶寒微.浅论我国信用卡的风险管理[J].科学咨询(决策管理),2009,(04).
[12]陈曦.关于银行卡收费方式比较及改进的探讨[J],社科纵横,2009,(08)
[13]张岩.银行卡业务风险的防范[J].中国信用卡,2009,(06)
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[15]庞伟.信用卡风险管理的经济分析[J].大众商务,2009,(05)
[16]陈文君,施继元.信用卡转换成本及其对我国银行卡年费策略的影响[J].金融与经济,2005,(04).
[17]迟国泰,许文,孙秀峰.个人信用卡信用风险评价体系与模型研究[J].同济大学学报(自然科学版),2006,(04).
[18]刘维红.降低信用卡风险的几点建议[J].黑龙江金融,2009,(02).
[19]吴镝,蒋鹏.论我国商业银行的信用卡风险管理[J].现代商贸工业,2008,(07).
[20]程贵孙,孙武军.银行卡产业运作机制及其产业规制问题研究[J].国际金融研究,2006(1).
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[23]王红,李松.信用卡风险管理中的问题与措施[J].中国信用卡,2007,(10).
[24]赵志宏.信用卡风险管理与利润增进[J].银行家,2005,(08)
[25]何昊翔.G分行信用卡业务收入的影响因素分析[D].暨南大学,2008.
[26]刘菁.基于成本收益模型的信用卡盈利模式研究[D].中国海洋大学,2009.
[27]王欣.浅谈我国信用卡风险管理[J].学理论,2009,(11).
[28]吴平凡.加强流程控制防范信用卡风险[J].网络财富,2009,(01).
[29]江明华,任晓炜.金钱和信用态度影响信用卡透支的实证研究[J].金融研究,2003,(11)
[30]董萍.大学生信用卡使用行为研究[D].暨南大学,2007.
[31]张枚,罗猛.从信用卡诈骗案件看信用卡风险防范[J].中国信用卡,2009,(02).
[32]菲利普·科特勒,凯文·凯勒,卢泰宏著,卢泰宏,高辉译.营销管理(第13版·中国版)[M].中国人民大学出版社,2009年.
[33]凯文·凯勒.战略品牌管理(第2版)[M].中国人民大学出版社,2006年.
[34]魏昆利.商业银行信用卡风险管理研究[D].天津大学,2007.
[35]易枫.我国商业银行信用卡风险管理策略研究[D].暨南大学,2007.
[36]张劲波.信用卡业务信用风险管理研究[D].西安科技大学,2008.
[37]王天闻.我国银行信用卡风险管理之我见[J].市场周刊,2005(7).
[38]张福荣.论国有商业银行风险的防范与化解[D].东北财经大学,2000.
[39]李志强.我国大学生银行卡业务经营制度设计与安全管理信息系统研究[D].太原理工大学,2006.
[40]袁笑冬.信用卡风险的主要特性与成因分析[J].中国信用卡,2006(16).
[41]刘丹彤.信用卡业务的风险管理与利润最大化设计[J].金融时报,2005.
[42]庞伟.信用卡风险管理的经济分析[J].大众商务,2009(5).
[43]安炤泫.美韩信用卡发展历史对中国的启示[D].对外经济贸易大学,2006.
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2袁笑冬.信用卡风险的主要特性与成因分析,中国信用卡[J].2006(16)
3魏昆利.商业银行信用卡风险管理研究,天津大学[D].2007.
4张福荣.论国有商业银行风险的防范与化解,东北财经大学[D].2000.
5刘丹彤.信用卡业务的风险管理与利润最大化设计,金融时报[J].2005.
6庞伟.信用卡风险管理的经济分析,大众商务[J].2009(5)
7王天闻.我国银行信用卡风险管理之我见,市场周刊[J].2005(7)
8袁笑冬.信用卡风险的主要特性与成因分析,中国信用卡[J].2006(16).
9袁笑东.信用卡风险的主要特性及成因分析,中国信用卡[J].2006(16)
10吴可.信用卡的发展与风险管理,现代经济信息[J].2009(6).
11安炤泫.美韩信用卡发展历史对中国的启示,对外经济贸易人学[D].2006.
[1]李慧妍.我国商业银行信用卡业务盈利性分析[D].苏州大学,2007,(06)
[2]林采宜.银行卡市场发展现状分析[J].金融电子化,2008,(11)
[3]崔建红.信用卡业务的风险防范与控制[J].华北金融,2005,(09).
[4]韩彦峰,申琦.信用卡风险分析及防范[J].商场现代化,2007,(03).
[5]姜风旭.当前银行卡产业发展中问题及解决思路[J].中国金融,2009,(07)
[6]张百计,程巍.银行卡业务发展的多向思考[J].中国信用卡,2009,(12)
[7]胡勇,张永青.信用卡风险管理[J].特区经济,2006,(01).
[8]刘文章,李兴继.信用卡业务的风险及其防范[J].中国信用卡,2005,(10).
[9]席华洁.我国银行卡产业的发展状况及对策研究[J].金卡工程(经济与法),2009,(01)
[10]孙明明.加强信用卡风险管理的综合思考[J].中国信用卡,2005,(12).
[11]陶寒微.浅论我国信用卡的风险管理[J].科学咨询(决策管理),2009,(04).
[12]陈曦.关于银行卡收费方式比较及改进的探讨[J],社科纵横,2009,(08)
[13]张岩.银行卡业务风险的防范[J].中国信用卡,2009,(06)
[14]黎晓波,王征宇.中国信用卡风险管理的若干问题[J].中国信用卡,2008,(02).
[15]庞伟.信用卡风险管理的经济分析[J].大众商务,2009,(05)
[16]陈文君,施继元.信用卡转换成本及其对我国银行卡年费策略的影响[J].金融与经济,2005,(04).
[17]迟国泰,许文,孙秀峰.个人信用卡信用风险评价体系与模型研究[J].同济大学学报(自然科学版),2006,(04).
[18]刘维红.降低信用卡风险的几点建议[J].黑龙江金融,2009,(02).
[19]吴镝,蒋鹏.论我国商业银行的信用卡风险管理[J].现代商贸工业,2008,(07).
[20]程贵孙,孙武军.银行卡产业运作机制及其产业规制问题研究[J].国际金融研究,2006(1).
[21]中国工商银行江苏省分行课题组,加速信用卡收益结构的转型[J].中国信用卡,2006,(10).
[22]王继磊.信用卡的风险与防范[J].内蒙古电大学刊,2009,(01).
[23]王红,李松.信用卡风险管理中的问题与措施[J].中国信用卡,2007,(10).
[24]赵志宏.信用卡风险管理与利润增进[J].银行家,2005,(08)
[25]何昊翔.G分行信用卡业务收入的影响因素分析[D].暨南大学,2008.
[26]刘菁.基于成本收益模型的信用卡盈利模式研究[D].中国海洋大学,2009.
[27]王欣.浅谈我国信用卡风险管理[J].学理论,2009,(11).
[28]吴平凡.加强流程控制防范信用卡风险[J].网络财富,2009,(01).
[29]江明华,任晓炜.金钱和信用态度影响信用卡透支的实证研究[J].金融研究,2003,(11)
[30]董萍.大学生信用卡使用行为研究[D].暨南大学,2007.
[31]张枚,罗猛.从信用卡诈骗案件看信用卡风险防范[J].中国信用卡,2009,(02).
[32]菲利普·科特勒,凯文·凯勒,卢泰宏著,卢泰宏,高辉译.营销管理(第13版·中国版)[M].中国人民大学出版社,2009年.
[33]凯文·凯勒.战略品牌管理(第2版)[M].中国人民大学出版社,2006年.
[34]魏昆利.商业银行信用卡风险管理研究[D].天津大学,2007.
[35]易枫.我国商业银行信用卡风险管理策略研究[D].暨南大学,2007.
[36]张劲波.信用卡业务信用风险管理研究[D].西安科技大学,2008.
[37]王天闻.我国银行信用卡风险管理之我见[J].市场周刊,2005(7).
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