摘要
个人汽车消费贷款是银行向借款人发放的用于购买自用汽车的贷款,
借款人所购车辆必须是从与银行签订了《汽车消费贷款合作协议书》的特
约经销商处购买的。个人消费汽车贷款是 A 银行 B 分行个人贷款品种的
主要产品之一，每年创造的中间业务收入在个人金融业务中收入比重较大。
近年来，随着 B地区经济形势的变化及借款人个人的偿债能力下降，该行
个人汽车贷款产生了不良，不良客户也是多种多样。该行产生不良贷款的
原因有操作流程的原因，也有内控制度的原因。这不仅影响全行的经营业
绩，也给该行如何甄别优质客户，预测客户还款能力，强化贷后管理等方
面提出新的要求。
首先笔者介绍 A 银行 B 分行个人汽车贷款的现状及存在问题，通过
博弈论精炼贝叶斯那什均衡模型分析推断出，若保障贷款在发放后贷款优
质，必须识别客户是低风险客户。通过那什均衡可以看出，最优结构并不
是银行发放贷款的实际情况，要控制风险，可以通过措施将其他组合策略
向最优均衡结构转化。本文从优化信贷流程即贷前、贷中、贷后这三个方
面来说明如何转化这种博弈均衡。最后提出改善贷前系统信用评估体系和
建立贷后预警系统的建议，在银行内部制度上建立奖惩机制，在执行政策
上完善担保机制，从这四个方面提出保障以上措施能够实施到位的体系。
有效判别客户偿债能力，注重客户的第一还款来源，强化贷后预警是
保障个人汽车消费贷款的关键。本文承认不完美动态博弈中纳什均衡里多
种策略的现实存在，通过银行内部系统流程优化、制度保障等措施可以将
这些策略转化为均衡状态是本文的创新。II
关键词：个人汽车；消费贷款；博弈论；精炼贝叶斯纳什均衡III
Research on the Risk Control of Personal
Consumption Loan in B Branch ofABank
Abstract
Personal car consumption loans are loans issued by the bank to the
borrower for the purchase of self-use vehicles. The borrower&39;s purchase of the
vehicle must be purchased from a special dealer who has signed a "car loan loan
cooperation agreement" with the bank. Personal consumption automobile loan
is one of the main products of individual bank loan category of bank A, and the
proportion of middle business income created in each year is relatively large in
personal financial business. In recent years, with the change of B economic
situation and the borrower&39;s personal Solvency decline, the bank personal car
loans have a bad, bad customers are diverse, the bank has a bad loan for the
reasons for the operation process, there are internal control system reasons. This
not only affects the Bank&39;s operating results, but also to the bank how to identify
high-quality customers, customers predict the ability to repay, strengthen post-
loan management and other aspects of the new requirements.
First of all, I introduce the status and problems of individual car loans in
Bank A, and conclude that if the loan is qualified after the issuance of loans, it
is necessary to identify the customers as low-risk customers through the game-
based refining Bayesian Nash equilibrium model analysis. Through the Nash
equilibrium, we can see that the optimal structure is not the actual situation of
the bank to issue loans, to control the risk, you can measure other combinations
of strategies to the optimal equilibrium structure. After the loan from the loan,
loan, optimize the credit process to explain how to convert this game balance.
Finally, from the optimization of the credit process to improve the system credit
system before the credit system and the establishment of post-loan early
warning system recommendations, the establishment of incentive system withinIV
the bank system, the implementation of policies to improve the guarantee
mechanism in three areas to protect the above measures can be implemented in
place system.
Bank practitioners to change their thinking, an effective ability to
determine customer solvency, pay attention to the customer&39;s first source of
repayment, to strengthen post-loan warning is the key to protect individual car
consumption loans. This paper recognizes the reality of the various strategies in
Nash equilibrium in the imperfect dynamic game. It can be used to innovate the
transformation of these strategies through the internal system process
optimization and system guarantee.
Key Words: personal auto loan; game theory; refined bayesian Nash
equilibriumV
目 录
1 绪论......................................................................................................................................1
1.1 研究背景.........................................................................................................................1
1.2 研究意义.........................................................................................................................2
1.3 国内外个人汽车消费贷款风险管理现状.....................................................................2
1.3.1 国外个人汽车消费信贷风险管理现状...................................................................2
1.3.2 国内个人汽车消费信贷风险管理现状...................................................................4
1.3.3 研究评述...................................................................................................................5
1.4 研究思路及方法............................................................................................................. 6
1.4.1 论文研究思路...........................................................................................................6
1.4.2 研究方法...................................................................................................................6
1.5 论文结构框架.................................................................................................................7
2 研究个人汽车消费贷款风险管理的理论基础..................................................................9
2.1 个人汽车消费贷款风险界定......................................................................................... 9
2.1.1 个人汽车消费贷款源流............................................................................................9
2.1.2 个人汽车消费贷款风险类型.................................................................................10
2.2 银行个人信贷风险管理的内容................................................................................... 11
2.2.1 信贷风险的识别......................................................................................................11
2.2.2 信贷风险的量化与评估..........................................................................................12
2.2.3 信贷风险的监测与预警.........................................................................................13
2.2.4 信贷风险的处理......................................................................................................13
2.3 博弈论基础................................................................................................................... 13
2.3.1 博弈论的要素.........................................................................................................14
2.3.2 博弈论的方法.........................................................................................................15
2.4 本章小结....................................................................................................................... 16
3 A银行 B分行个人汽车消费贷款现状及存在问题........................................................17
3.1 汽车信贷行业发展现状分析.......................................................................................17
3.1.1 国外汽车贷款行业发展概况.............................................................................. 17
3.1.2 国内汽车贷款行业发展概况.............................................................................. 18VI
3.1.3 国内外汽车贷款行业对比分析.........................................................................
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