商业银行汽车消费信贷风险管理研究  

作　　者：汤显新[1] 

机构地区：[1]中国建设银行湖南省分行铁银支行,湖南长沙410001

出　　处：《现代物业（中旬刊）》2009年第7期24-27,共4页Modern Property Management

摘　　要：本文分析了我国商业银行个人汽车信贷的发展业务中存在的信用风险问题,同时构建了商业银行个人汽车消费信贷信用风险的量化管理模型,例如参数的选取、用标准差和VaR来衡量消费信贷信用风险,并且进行了扩展分析,从而试图为我国商业银行在开展个人消费信贷的信用风险管理时提供参考。This paper analyzes the problem of credit risk in the development of individual automobile credit in our commercial banking, then constructs the quantified management model of the credit risk of individual automobile consumer credit, such as the selection of parameters,used standard deviation and VAR to measure the credit risk of consumer credit, and then make an growth analysis, in order to provide reference for risk management of individual consumer credit.

关 键 词：个人汽车消费信贷 信用风险 量化管理模型 

分 类 号：F832.4[经济管理—金融学]