I 摘要 近年来我国社会经济快速发展，居民消费需求旺盛，推动了商业银行的个 人信贷业务的发展，个人信贷业务成为了商业银行越来越重要的一个发展板块。 基于个人信贷业务包含的复杂风险，本文立足于商业银行的角度，对个人信贷 业务的风险管理进行调研分析，探讨银行个人信贷业务的风险管理对策。 本文以Z银行南宁分行为研究对象，对Z银行南宁分行个人信贷业务风险管 理现状进行阐述，从各个层面诊断内部运行中风险管理存在的问题，如客户信 用评估体系不完善、风险策略灵活性不足、风险管理机制不完善、风险管理从 业人员管理水平不足等，是Z银行南宁分行个人信贷业务风险管理现存问题的四 类主要原因，并对当前风险管理中存在的问题进行成因剖析。本文在研究国内 外学术界关于商业银行个人信贷业务风险指标分类的基础上，结合Z银行南宁分 行个人信贷业务的实际情况，构建了分行个人信贷业务风险评估模型，运用回 归分析法，找出包括婚姻状况、收入、企业性质等主要的风险管理影响指标。 综合上述分析，本文从健全客户信用评估控制体系、完善风险管理机制、优化 风险管理流程、提升风险管理水平四个方面，构建Z银行南宁分行个人信贷业务 风险管理对策体系。 关键词：Z银行南宁分行；个人信贷业务；风险管理 II Abstract In recent years, the rapid development of China's social economy and the strong consumer demand of residents have promoted the development of personal credit business of commercial banks, which has become an increasingly important development plate of commercial banks. Based on the complex risks of personal credit business, this paper analyzes the risk management of personal credit business from the perspective of commercial banks, and discusses the risk management countermeasures of personal credit business of banks. Based on the research object of Nanning Branch of bank Z, this paper expounds the current situation of risk management of personal credit business in Nanning Branch of bank Z, and diagnoses the existing problems of risk management in internal operation from all levels, such as the imperfection of customer credit evaluation system, the lack of flexibility of risk strategy, the imperfection of risk management mechanism, the inadequacy of risk management practitioners' management level, etc., which is Nanning Branch of bank Z There are four main reasons for the existing problems in the personal credit business risk management of the branch, and the causes of the existing problems in the current risk management are analyzed. Based on the study of the classification of risk indicators of personal credit business of commercial banks in academic circles at home and abroad, combined with the actual situation of personal credit business of Nanning Branch of bank Z, this paper constructs a risk assessment model of personal credit business of the branch, and uses regression analysis method to find out the main risk management impact indicators including marital status, income, enterprise nature, etc. Based on the above analysis, this paper constructs the risk management countermeasure system of personal credit business in Nanning Branch of bank z from four aspects: improving customer credit evaluation control system, improving risk management mechanism, optimizing risk management process and improving risk management level. Keywords: Nanning branch of Z bank; Personal credit service; Risk management 目 录 III 目录 摘要................................................................................................................................ I Abstract ......................................................................................................................... II 目录.............................................................................................................................. III Content ....................................................................................................................... VII 第一章 绪论.................................................................................................................. 1 1.1 研究背景与意义 .............................................. 1 1.1.1 研究背景............................................... 1 1.1.2 研究意义............................................... 2 1.2 国内外研究现状 .............................................. 3 1.2.1 国外研究现状........................................... 3 1.2.2 国内研究现状........................................... 4 1.3 研究内容与方法 .............................................. 5 1.3.1 研究内容............................................... 5 1.3.2 研究方法............................................... 6 1.4 研究技术路线 ................................................ 7 第二章 个人信贷相关概念和理论基础...................................................................... 8 2.1 个人信贷及风险概述 .......................................... 8 2.1.1 个人信贷及风险的内涵................................... 8 2.1.2 个人信贷风险的分类及特点............................... 8 2.2 个人信贷风险相关理论 ........................................ 9 2.2.1 信用脆弱理论........................................... 9 2.2.2 信息不对称理论........................................ 10 2.2.3 预期收入理论.......................................... 11 2.2.4 大数据风控理论........................................ 11 2.3 个人信贷风险管理的流程 ..................................... 12 2.3.1 风险识别.............................................. 12 2.3.2 风险计量.............................................. 13 目 录 IV 2.3.3 风险监控.............................................. 13 2.3.4 风险控制.............................................. 13 第三章 Z银行南宁分行个人信贷业务风险管理概况 ............................................ 15 3.1 Z银行南宁分行个人信贷业务整体概况.......................... 15 3.1.1 Z银行南宁分行简介 .................................... 15 3.1.2 Z银行南宁分行信贷业务发展情况 ........................ 15 3.1.3 Z银行南宁分行信贷业务组织管理 ........................ 16 3.2 Z银行南宁分行个人信贷业务风险管理现状...................... 17 3.2.1 政策制定方面.......................................... 17 3.2.2 业务流程方面.......................................... 17 3.2.3 内控合规方面........................................... 18 3.2.4 个人信审方面.......................................... 18 3.2.5 贷款准入方面.......................................... 18 3.2.6 风险预警方面.......................................... 19 3.2.7 贷后管理方面.......................................... 19 第四章 Z银行南宁分行个人信贷业务风险管理问题及分析 ................................ 21 4.1风险管理中存在的问题........................................ 21 4.1.1 借款人贷前调查不深入.................................. 21 4.1.2 风险量化管理仍需提高.................................. 21 4.1.3 制度上的缺陷.......................................... 22 4.1.4 风险监控力度不够...................................... 22 4.1.5 业务自动化审批程度较低................................ 23 4.2 风险管理中问题成因分析 ..................................... 23 4.2.1 客户信用评估体系不完善................................ 23 4.2.2 经济形势变化与风险策略的调整不匹配.................... 24 4.2.3 风险管理制度与风控需要不匹配.......................... 25 4.2.4 风险管理人员水平与业务开拓不匹配...................... 26 第五章 Z银行南宁分行个人信贷业务风险评估模型 ............................................ 27 5.1 个人信贷业务风险评估内容 ................................... 27 目 录 V 5.1.1 借款人还款能力........................................ 27 5.1.2 借款人还款意愿........................................ 28 5.1.3 借款人收入还贷比...................................... 29 5.2 个人信贷业务风险评估方法 ................................... 30 5.2.1 风险评估方法概述...................................... 30 5.2.2 指标的选取与定义...................................... 30 5.3 风险评估模型的建立 ......................................... 32 5.3.1 样本选取与分析........................................ 32 5.3.2 样本同质性信度检验.................................... 38 5.3.3 选取指标与风险相关性分析.............................. 38 5.3.4 风险评估模型构建......