共27頁 16400字
摘 要
貸記卡市場具有信息不對稱的特征，是逆向選擇產生的主要原因。本文運用信息經濟學相關原理，采用農行柳南支行內部數(shù)據進行微觀實證分析，發(fā)現(xiàn)影響貸記卡信用額度的兩類主要因素，在信息不對稱的情況下，這些影響因素極易造成貸記卡業(yè)務的逆向選擇。最后針對貸記卡業(yè)務的逆向選擇提出了幾點政策建議。
本文分為五個部分。第一部分簡述逆向選擇的相關理論，第二部分簡述商業(yè)銀行貸記卡業(yè)務中的逆向選擇及其成因。這兩部分是后面逆向選擇實證分析的理論基礎。第三部分是本文的重點內容，主要對農行柳南支行貸記卡業(yè)務中的逆向選擇進行實證分析并得出相關結論。最后一部分則針對第三部分得出的結論對農行柳南支行的貸記卡業(yè)務提出幾點政策建議。

關鍵詞：貸記卡；信息不完全；逆向選擇；實證分析

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、逆向選擇相關理論概述………………………………………………………………2
（一）逆向選擇的定義………………………………………………………………2
（二）逆向選擇的理論簡述…………………………………………………………2
二、商業(yè)銀行貸記卡業(yè)務中的逆向選擇及其成因………………………………………4
（一）商業(yè)銀行貸記卡業(yè)務中的逆向選擇…………………………………………4
1.信用額度錯配…………………………………………………………………4
2.貸記卡利率粘性………………………………………………………………4
3.授信條件過高…………………………………………………………………5
（二）貸記卡業(yè)務中逆向選擇的成因………………………………………………5
1.發(fā)卡行與貸記卡申請人之間的信息不對稱…………………………………5
2.貸記卡監(jiān)管機構與經營機構存在信息不對稱………………………………6
三、農行柳南支行貸記卡業(yè)務中逆向選擇問題的實證分析……………………………7
（一）指標選取與計量模型的設定…………………………………………………7
1.目標變量………………………………………………………………………7
2.主要解釋變量…………………………………………………………………7
3.其他控制變量…………………………………………………………………8
（二）數(shù)據來源及構成………………………………………………………………10
1.數(shù)據來源………………………………………………………………………10
2.數(shù)據構成及統(tǒng)計結果…………………………………………………………10
（三）變量檢驗………………………………………………………………………12
（四）實證分析結果…………………………………………………………………13
（五）實證分析結論…………………………………………………………………14
1.收入波動的影響………………………………………………………………14
2.住房貸款的影響………………………………………………………………14
3.持卡人活卡數(shù)量的影響………………………………………………………14
4.學歷的影響……………………………………………………………………15
四、相關政策建議…………………………………………………………………………16
（一）完善中國人民銀行征信系統(tǒng)…………………………………………………16
（二）運用第三方機構、計算機系統(tǒng)的邏輯性查詢客戶資料……………………16
（三）利用信用評估風險模型評估客戶風險………………………………………16
（四）采取多種措施跟蹤客戶相關信息變化………………………………………17
（五）加強貸記卡業(yè)務監(jiān)管機構與經營機構的信息溝通…………………………17
結束語………………………………………………………………………………………18
致謝…………………………………………………………………………………………19
參考文獻……………………………………………………………………………………20
附錄A……………………………………………………………………………………………………22

參考文獻

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