【摘要】：新銳銀行由于信用卡業(yè)務(wù)經(jīng)驗缺乏,特別是在信用風險控制方面比較薄弱,目前發(fā)卡審核流程僅靠人工獲取人行征信系統(tǒng)的數(shù)據(jù)來判斷是否批準是遠遠不夠的,還有隨著信用卡業(yè)務(wù)的發(fā)展產(chǎn)生了海量的歷史交易數(shù)據(jù),所以需要對這些數(shù)據(jù)進行有效地管理和分析。為了避免信用卡信用欺詐和降低信用卡壞賬風險,一方面分析客戶的基本資料,從源頭上控制了信用卡風險。另一方面基于CHAID決策樹能夠從大量的信用卡交易數(shù)據(jù)中獲取出一些未知的、有價值的規(guī)律,而這些規(guī)律可以達到預(yù)測的目的,無疑降低了商業(yè)銀行信用卡惡意透支等風險。首先討論了新銳銀行的現(xiàn)狀以及其對各種風險管理應(yīng)對的不足,采用CHAID決策樹分析了數(shù)據(jù)并從中找出有益的信息來降低信用風險是十分有必要的,在明確了該系統(tǒng)設(shè)計的基礎(chǔ)上,討論了信用卡的客戶管理、卡片申請、消費授權(quán)等主要功能,分析了客戶信用評分、風險預(yù)警等核心流程。然后對客戶信用管理、發(fā)卡審核、信用欺詐等核心子系統(tǒng)進行詳細設(shè)計,其中重點討論了構(gòu)建信用評分來實現(xiàn)信用等級分類規(guī)則以及采用CHAID決策樹算法識別信用欺詐等過程,達到信用卡發(fā)卡審批和消費交易行為進行預(yù)測的應(yīng)用。最后,對同類的風險管理系統(tǒng)設(shè)計進行了比較。
[Abstract]:Due to the lack of experience in credit card business, especially in the area of credit risk control, Xinrui Bank is currently only relying on the manual acquisition of data from the credit system of the people's Bank of China to judge whether approval is approved or not. With the development of credit card business, there is a huge amount of historical transaction data, so it is necessary to manage and analyze these data effectively. In order to avoid credit card credit fraud and reduce credit card bad debt risk, on the one hand, the basic information of customers is analyzed, and credit card risk is controlled from the source. On the other hand, the decision tree based on CHAID can obtain some unknown and valuable rules from a large number of credit card transaction data, and these laws can achieve the purpose of prediction, which undoubtedly reduces the risk of malicious overdraft of credit card in commercial banks. Firstly, the paper discusses the current situation of Xinrui Bank and its shortcomings in dealing with various kinds of risk management. It is necessary to use CHAID decision tree to analyze the data and find out useful information to reduce the credit risk. On the basis of defining the design of the system, this paper discusses the main functions of the credit card, such as customer management, card application, consumption authorization, and analyzes the core processes such as customer credit rating, risk warning and so on. Then the key subsystems such as customer credit management, card issuance, credit fraud and so on are designed in detail, in which the process of constructing credit score to realize credit rating classification rules and using CHAID decision tree algorithm to identify credit fraud are discussed in detail. To achieve credit card approval and consumer transactions to predict the application. Finally, the design of similar risk management system is compared.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.2;TP315

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本文編號：2348276