消費金融產品信用風險管理研究

Abstract

隨著台灣經濟起飛，民間對於消費金融業務的需求提升，新銀行設立之後，金融體系資金充裕，銀行為追求較高利潤業務逐漸將業務重心由企金授信轉向消費金融業務，惟自民國90年起整體經濟結構及社會風氣丕變，銀行間過度競爭情況日益嚴重，金融業界在普遍缺乏完善的風險管理機制下，終在民國94年陸續陷入雙卡風暴之中。 本論文將以花旗銀行的風險管理實務方法，探討消費金融的風險管理原則，建立以Credit Cycle為主軸之風險管理架構，並針對Credit Cycle各個階段說明需考量之風險，強化銀行風險管理意識及健全銀行風險制度。國內金融機構主事者對風險管理的重要性及風控單位其在銀行內扮演的角色，認識並不夠深刻；若能確實瞭解、掌握且監控Credit Cycle裡每個階段的風險，並定期審視資產品質良窳，建構及時且完善之風險管理機制，必將能夠安然度過金融危機。

Following the economic growth in 90s, the demand on consumer financing business increased, and the situation further enhanced while the banking industry focused their business in consumer business after 16 new banks had jointed the market to compete in the high margin products even without adequate risk management expertise and experience. Starting early 2000, the change of economic environment in Taiwan caused higher unemployment rate triggered the so-called Two-card crises. The thesis reviewed risk management principles on consumer banking by introducing the basic risk management practice of Citibank credit cycle. It’s the goal to strengthen the managers the concepts of risk management and to upgrade the complete risk control system. Up to the present, the supervisors of banks do not realize thoroughly the importance of risk management and risk control. We should realize, control and monitor the risks in each stage of credit cycle. Furthermore, it is important to review the quality of the portfolio regularly and build up complete risk management system. If the principle is followed, we will pass through any financial crisis without doubt.