共27頁(yè) 16400字
摘 要
貸記卡市場(chǎng)具有信息不對(duì)稱(chēng)的特征，是逆向選擇產(chǎn)生的主要原因。本文運(yùn)用信息經(jīng)濟(jì)學(xué)相關(guān)原理，采用農(nóng)行柳南支行內(nèi)部數(shù)據(jù)進(jìn)行微觀實(shí)證分析，發(fā)現(xiàn)影響貸記卡信用額度的兩類(lèi)主要因素，在信息不對(duì)稱(chēng)的情況下，這些影響因素極易造成貸記卡業(yè)務(wù)的逆向選擇。最后針對(duì)貸記卡業(yè)務(wù)的逆向選擇提出了幾點(diǎn)政策建議。
本文分為五個(gè)部分。第一部分簡(jiǎn)述逆向選擇的相關(guān)理論，第二部分簡(jiǎn)述商業(yè)銀行貸記卡業(yè)務(wù)中的逆向選擇及其成因。這兩部分是后面逆向選擇實(shí)證分析的理論基礎(chǔ)。第三部分是本文的重點(diǎn)內(nèi)容，主要對(duì)農(nóng)行柳南支行貸記卡業(yè)務(wù)中的逆向選擇進(jìn)行實(shí)證分析并得出相關(guān)結(jié)論。最后一部分則針對(duì)第三部分得出的結(jié)論對(duì)農(nóng)行柳南支行的貸記卡業(yè)務(wù)提出幾點(diǎn)政策建議。

關(guān)鍵詞：貸記卡；信息不完全；逆向選擇；實(shí)證分析

ABSTRACT

The credit card market has the characteristics of information asymmetry which is the main reason of adverse selection.This paper applies the information economics theories,use internal data from Liunan branch of Agricultural Bank of China to Micro-empirical analysis. The empirical results show that there are two main types of factors affect the credit limit of credit card business.In the case of information asymmetric,these factors can easily result in adverse selection of credit card business. And finally this paper put forward some suggestions for adverse selection business.
This paper is divided into five parts.The first part summarizes the related theories of adverse selection.The second pard,this paper describles the adverse selection and its resons in the commercial bank credit card business. These two parts are the theoretical basis of the adverse selection of empirical analysis following. The third part is the focus of this paper.It makes empirical analysis and draws relevant conclusions on the adverse selection of Liunan branch of Agricultural Bank of China credit card business .The last part, put forward some suggestions based on the conclusions of part three for Liunan branch credit card business.

KEY WORDS:credit card; information asymmetric ;adverse selection; empirical analysis

目 錄

前言…………………………………………………………………………………………1
一、逆向選擇相關(guān)理論概述………………………………………………………………2
（一）逆向選擇的定義………………………………………………………………2
（二）逆向選擇的理論簡(jiǎn)述…………………………………………………………2
二、商業(yè)銀行貸記卡業(yè)務(wù)中的逆向選擇及其成因………………………………………4
（一）商業(yè)銀行貸記卡業(yè)務(wù)中的逆向選擇…………………………………………4
1.信用額度錯(cuò)配…………………………………………………………………4
2.貸記卡利率粘性………………………………………………………………4
3.授信條件過(guò)高…………………………………………………………………5
（二）貸記卡業(yè)務(wù)中逆向選擇的成因………………………………………………5
1.發(fā)卡行與貸記卡申請(qǐng)人之間的信息不對(duì)稱(chēng)…………………………………5
2.貸記卡監(jiān)管機(jī)構(gòu)與經(jīng)營(yíng)機(jī)構(gòu)存在信息不對(duì)稱(chēng)………………………………6
三、農(nóng)行柳南支行貸記卡業(yè)務(wù)中逆向選擇問(wèn)題的實(shí)證分析……………………………7
（一）指標(biāo)選取與計(jì)量模型的設(shè)定…………………………………………………7
1.目標(biāo)變量………………………………………………………………………7
2.主要解釋變量…………………………………………………………………7
3.其他控制變量…………………………………………………………………8
（二）數(shù)據(jù)來(lái)源及構(gòu)成………………………………………………………………10
1.數(shù)據(jù)來(lái)源………………………………………………………………………10
2.數(shù)據(jù)構(gòu)成及統(tǒng)計(jì)結(jié)果…………………………………………………………10
（三）變量檢驗(yàn)………………………………………………………………………12
（四）實(shí)證分析結(jié)果…………………………………………………………………13
（五）實(shí)證分析結(jié)論…………………………………………………………………14
1.收入波動(dòng)的影響………………………………………………………………14
2.住房貸款的影響………………………………………………………………14
3.持卡人活卡數(shù)量的影響………………………………………………………14
4.學(xué)歷的影響……………………………………………………………………15
四、相關(guān)政策建議…………………………………………………………………………16
（一）完善中國(guó)人民銀行征信系統(tǒng)…………………………………………………16
（二）運(yùn)用第三方機(jī)構(gòu)、計(jì)算機(jī)系統(tǒng)的邏輯性查詢(xún)客戶(hù)資料……………………16
（三）利用信用評(píng)估風(fēng)險(xiǎn)模型評(píng)估客戶(hù)風(fēng)險(xiǎn)………………………………………16
（四）采取多種措施跟蹤客戶(hù)相關(guān)信息變化………………………………………17
（五）加強(qiáng)貸記卡業(yè)務(wù)監(jiān)管機(jī)構(gòu)與經(jīng)營(yíng)機(jī)構(gòu)的信息溝通…………………………17
結(jié)束語(yǔ)………………………………………………………………………………………18
致謝…………………………………………………………………………………………19
參考文獻(xiàn)……………………………………………………………………………………20
附錄A……………………………………………………………………………………………………22

參考文獻(xiàn)

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[2]戴國(guó)強(qiáng)、吳許均.價(jià)格粘性理論在銀行金融市場(chǎng)中的應(yīng)用[J].經(jīng)濟(jì)學(xué)動(dòng)態(tài).2005(6).P107-P111.
[3]戴..