随着移动互联网的普及和电子金融业务快速推进，线上化、移动化的消费需求 正逐步提升。截止2019年，全国手机用户突破13亿、移动互联网用户接近10亿， 线上模式已成为年轻一代的生活常态，金融科技模式成为企业竞争、产业竞争的新 常态。阿里、腾讯等互联网金融业务对传统银行造成很大冲击，当P2P、现金贷等业 务正进行得如火如荼时，由于监管的缺失，近两年不断爆发小贷公司的跑路、倒闭 潮，目前已经有部分商业银行出现一定规模逾期违约情况。为了探索适合线上个人 贷款业务的发展战略，适应新形势要求，逐步完善并扩大线上个贷业务范围及控制 相应风险，实现线上贷款业务的健康、可持续发展，需采取新的有效措施。 本文结合互联网金融业务的发展现状，以广发银行线上产品“E”秒贷为研究对 象，分析其申请、审批、放款等手续，在此基础上研究广发银行线上个贷业务的风 险类型、特征及该银行线上贷款业务存在的问题，如何更好地处理贷款违约及形成 相应的风控方案和策略，提出一些对策与建议，建议建立健全完善的贷前分析、筛 选、审查和售后管理，较为全面、具体地提出了适合广发银行线上个贷业务的风险 管理办法，有效地扩大业务范围的同时避免不良贷款的扩大，提高银行核心竞争力， 保持在行业内的优势地位。 通过研究，得出如下研究结论：第一，线上个贷业务办理方便快捷，能发掘和 满足客户小额贷款需求，广发行的“E”秒贷依靠大数据分析筛选客户，评估客户的 信用情况审批发放贷款，比较有效地适应了市场的需求，成为该银行个贷业务新的 增长点。第二，金融机构应该把业务和风控放在同等重要的位置，把发展业务和风 险管理结合起来两手抓，广发银行制定科学可行的线上个贷业务风险管理体系，从 客群分类准入和利率定价上遏制潜在违约风险，目前信贷质量良好。第三，广发银 行线上业务存在以下不足：系统审批参考数据单一；系统参考数据有滞后性和局限 性；系统稳定性有待提升。建议加强广发银行线上个贷业务的内部控制，提高风险 意识和树立风险管理理念，建立风控管理和考核制度，培养和组建专业化团队，建 立健全广发银行线上个贷业务的内部评级法，优化线上个贷业务的风险防控体系。 本文的主要创新点在于通过对广发银行线上信用贷款现状的分析，揭示了贷款 筹资成本与贷款质量之间的关系，商业银行可通过前期对客群分类定价，精准营销 客户，从而实现业务发展和风险控制的统一。同时，该研究丰富了国内商业银行线 上贷款的风控管理的理论研究，为其他互联网金融机构线上贷款风控管理提供参考 借鉴。 关键词：广发银行；线上个贷业务；风险管理 广发银行线上个贷业务风险管理研究 I Abstract As the popularize of mobile networks, with the rapid advance of electronic financial business, the online and mobile consumer demand is gradually rising, by the end of 2019, mobile phone users exceeded 1.3 billion in China, the number of Internet users is close to 1 billion, online lifestyle is becoming popular and normal among the young generations, the financial technology platforms will become the new normalcy of competition between enterprises, industry etc. The Internet finance business of Alibaba Ltd.and Tencent Ltd.are causing a great impact on the traditional banking business, when Peer-to-peer (P2P) and other cash lending platforms are in full swing, a wave of running and closing down of the small loan companies keeps breaking out in the lately two years due to the lack of supervision, up till now, some commercial banks’loan defaults happen on a large scale. In order to explore the development strategy for the online personal loan business, meet the requirements of the new situation, improve and expand the market of personal online loan business step by step, and control the corresponding risks so as to achieve a healthy and sustainable development of the online loan business, new effective measures are needed to be taken. This paper combines the development situation of Internet financial business, takes Guangfa Bank’s online product "E" loan as the research object, analyses its application, approval, and loan processing procedures, on this basis to research the types and characteristics of the risks, find out the existing problems of Guangfa Bank’s online lending business, learn how to better deal with loan defaults and form corresponding strategies and risk control programs. It is recommended to establish and improve the pre-loan analysis, selecting, review and after-sales management by putting forward some countermeasures and suggestions to find out a more comprehensive and specific risk management method which suitable for Guangfa Bank's online loan business, help the bank to expand the range of business while avoiding the expansion of non-performing loans, improve its core competitiveness and maintain the dominant position in the area of China commercial banks. Through the research, the following conclusions are drawn: Firstly, online credit loan are convenient and efficient operating, which helps to explore and meet the needs of potential customers, the Guangfa Bank’s online loan business mainly relies on big data and commonly adopted personal credit status evaluation of quantitative analysis, in order to select customers and approval loans which is more effective in adapting to the requirement of market and find new growth points of commercial bank lending business. Secondly, financial institutions should combine business development with risk management and give equal importance to them, the Guangfa Bank built up a scientific Abstract II and feasible risk management system to control and contain potential default risk for online lending business by pricing different group of customers with different interest rates, the loan quality remains good so far. Thirdly, there are some shortcomings in the online loan business of Guangfa Bank: the system has too little data to provide references for online loan approval; the system reference data has hysteresis and limitation; the system stability needs to be improved. It suggested to strengthen internal control system of online lending, improve risk awareness and build up risk management concept, set up risk control management and assessment system, train and build a professional team, establish and improve the Internal Ratings-Based Approach method, optimize the risk prevention and control system of online personal loan business of Guangfa Bank. By analysing the current situation of online credit loan of Guangfa Bank, this paper proposed the innovative points to reveal the relationship between loan financing costs and loan quality , suggested commercial banks to use interest rate price to classify customers before lending and carry out precision marketing to achieve a unified between business development and risk control. This research enriches the theoretical research on risk control management of online loans of commercial banks, as well as reference for other Internet financial institutions’online loans risk control management. Keywords: Guangfa Bank ; Online personal loan business ;Risk Management 广发银行线上个贷业务风险管理研究 1 目 录 导 论 ······ 1 一、研究背景及意义 ·· 1 二、文献综述 ··········· 2 三、研究内容与方法 ·· 4 四、本文的创新点与不足 ·············· 5 第一章 相关理论基础 6 第一节 《巴塞尔协议Ⅲ》有关风险管理理论 ········· 6 一、巴塞尔协议III的出台 ············· 6 二、巴塞尔协议III的银行风险分类 · 6 第二节 信息不对称理论 8 一、信息不对称理论的产生背景 ····· 8 二、信息不对称理论的作用 ··········· 8 三、信息不对称理论的启示 ··········· 9 第三节 风险偏好理论 ··· 9 一、风险偏好的分类和表现 ··········· 9 二、风险偏好理论的作用 ············ 10 三、风险偏好理论的启示 ············ 10 第二章 广发银行线上个贷业务风险管理现状分析 ·········· 11 第一节 宏观环境分析 · 11 一、政策环境 ········· 11 二、互联网金融现状和监管形势 ··· 12 三、商业银行线上个贷业务现状和监管形势 ······ 12 第二节 广发银行线上业务现状分析 · 13 一、公司简介 ········· 13 二、广发银行线上业务发展现状 ··· 13 三、广发银行线上业务主要产品概况 ··············· 14 第三节 广发银行线上个贷业务风险管理现状 ······· 14 一、线上个贷业务风险产生背景 ··· 14 二、广发银行线上个贷业务的风险管理体系分析 15 第三章 广发银行线上个贷业务风险评价及存在的问题 ··· 17 第一节 广发银行“E”秒贷产品分析 ·· 17 一、产品简介 ···