单位代码： 10293 密级：
专业学位硕 士 论 文
论文题目： XX 银行南京分行个人消费信贷风险影响因素研究
学号 1319115731
姓名李卓然
导师仲云云
专业学位类别 工商管理硕士
类型申请 非全日制
专业申请（领域） 工商管理
论文提交日期 2022 年 5 月
Case study on performance commitments of
Xinning merged E-trans
ThesisSubmitted toNanjingUniversity of Posts and
Telecommunications for the Degree of
Master of Professional Accounting
By
LiZhuoran
Supervisor: Prof. ZhongYunyun
May2022
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摘要
在传统的经济学理论中一直认为我国经济增长主要依赖投资驱动，但随着经济下行压力
的加大，经济增长的驱动要素更多的倾向于消费。而消费金融的发展在这几年里无论是速度
还是规模都进展迅速，主要呈现出审批速度快、单笔额度小以及服务方式更为灵活等特点。
一方面从消费因素方面大大推动了经济发展，另一方面也显著促进了消费者生活水平的提高。
尤其是在扭住供给侧改革，推动需求侧改革的新发展思路，推动构建国内循环为主的双循环
经济发展新格局的背景下，消费金融的刺激消费作用显得尤为重要。但是随着消费信贷的逐
步发展，其风险也逐渐暴露出来。
本研究以XX 银行南京分行为例，紧紧围绕“个人消费信贷风险影响因素评价”这一主线
展开，综合运用统计学、行为经济学、金融学等学科理论，进行相关研究。全文运用文献调
研法，通过阅读大量的文献对现阶段研究现状进行分析，发现我国对消费信贷的研究较晚，
偏于理论上的分析，缺少实证研究，此外本文在对消费信贷风险内涵等相关概念的理解基础
上，对消费信贷风险的特点及产生的原因做出了进一步剖析；在实证部分，本研究从借款人
特征维度和信贷产品特征两个维度构建相应的调查问卷，通过调查问卷的方法搜集一手数据，
并进行特征分析和不同的评估模型的建立。研究发现：（1）在风险要素特征方面：在借款人
特征维度中，消费信贷违约情况在不同的收入人群、不同的受教育人群有着不同的表现。通
过本文的研究不难发现受教育程度与客户违约率呈反向关系，收入也是；诸多种类的贷款中，
偿还房贷的借款人违约率相对于其他用途贷款的借款人概率更低。信贷产品特征对借款人的
违约风险无显著影响；客户体验越好违约概率越低；违约成本越低，违约概率越高。（2）在
模型评估方面，支持向量机模型在特异性、召回率、正确率和准确率等指标上面表现均较好。
依据研究发现，为降低银行消费信贷违约风险，本研究认为应该从制度层面建立起全流
程风险管理体系、技术层面利用大数据风控、员工层面加强业务培训、产品设计层面进行差
异化授权等四个方面进行综合施策。
关键词:消费信贷，风险评价，评估模型
IAbstract
In the past, economic growth mainly relied on investment in the "troika", but under the pressure
of economic downturn,the current economic growth has turned to consumption-driven. Consumer
finance for the purpose of consumption has developed rapidly in recent years.Consumer finance,
which has the characteristics of small single credit line, fast approval speed,no mortgage guarantee,
and flexible service methods, has developed rapidly in recent years and is widely accepted by
different consumer groups.It is welcome to greatly promote economic development and promote the
improvement of consumers; living standards.Especially in the context of reversing supply-side
reforms,promoting new development ideas for demand-side reforms,and promoting the construction
of a new pattern of domestic circular economy development, the role of consumer finance to
stimulate consumption is particularly important.But with the gradual development of consumer
credit, its risks are gradually exposed.
The research takes the Nanjing Branch of XX Bank, closely focuses on the main line of "the
evaluation of personal consumer credit risk influencing factors", and comprehensively uses
statistics, behavioral economics, finance and other disciplines to conduct related research.This study
first analyzed the current research method at home and abroad, and found that the research on
consumer credit is late and lacks empirical research. Based on the characteristics of consumer credit
risk and the empirical part, the study constructed the corresponding questionnaire from the borrower
characteristics and credit product characteristics, collected the primary data and established feature
analysis and different evaluation models.The study found that: (1) In terms of the characteristics of
risk factors: in the dimension of the characteristics of borrowers, the consumer credit default
situation has different manifestations in different income groups and different educated groups.The
results show that customers with higher education and higher income have lower default probability;
lower than borrowers for other loan purposes; borrowers without support pressure have higher than
default risk; credit product characteristics have no significant impact on the default risk of the
borrower; the better the customer experience, the lower the default probability; the lower the default
cost, the higher the default probability.(2) In terms of model evaluation, the SVM model performs
well on indicators such as specificity, recall, accuracy and accuracy.
According to research findings, in order to reduce the bank’s consumer credit default risk, this
research believes that a comprehensive risk management system should be established from the
II