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1、摘 要2016年我国汽车产量为2437.69万辆，乘用车车辆首次突破2400万的年产量，同比增长14.93%，增幅高于上年7.63个百分点。这标志着我国成为世界前列的汽车产销国。罗兰贝格咨询公司发布的2016中国汽车金融报告显示，2015年我国汽车金融整体渗透率为35%，但是相较于欧美市场70%-80%的渗透率水平，仍有巨大的差距，需要借鉴国际先进经验并结合本土化实践，从而促进国内汽车产业以及汽车金融产业的不断发展。根据德勤咨询公司进行分析，到2020年，国内的汽车金融渗透率将实现为50%,而相应的市场规模将会超过2万亿元。由此看出国内汽车金融市场发展相对较晚，但是依然取得了一定的成果。从20
2、01到2014年，国内汽车信贷市场规模由436亿元增长13倍至6596亿元。然而，随着汽车金融市场规模的不断加速和扩张，随之而来的信贷风险也随时可能引爆。从上市银行近日披露的三季报数据来看，在加大核销力度的前提下，仅有少数银行不良贷款率有所下降，更多的银行仍然是不良贷款“双升”。一家股份制银行的三季报显示，其汽车贷款的违约已经成为了零售不良贷款率上升的主要原因之一，汽车贷款的不良贷款率从去年的0.28%增加到了0.87%。所以，对于国内汽车金融信贷存在的风险进行研究，寻求最为合适的评估方法，构建出适应我国汽车金融信贷风险评估的模型，对于我国汽车金融信贷发展具有极为重要的意义。本文首先对于西方发
3、达国家所运用的汽车消费信贷风险控制方法进行了梳理，然后对于国内目前的汽车消费信贷风险控制的情况进行了分析，并且将国内汽车消费信贷风险管控与西方发达国家的汽车消费信贷风险进行对比分析，从而明确国内汽车消费信贷风险存在的问题与不足。随后，根据我国汽车消费信贷风险控制所处的宏观环境与微观环境，构建适应国内汽车消费信贷风险控制的风险评估模型，最后通过实例对于汽车消费信贷风险评估模型进行验证，以期为我国汽车消费信贷风险评估与控制提供参考意见。关键词： 汽车消费信贷 ；信贷风险 ；评估方法ABSTRACTIn 2016, Chinas auto production was 24 million 376
4、thousand and 900, and passenger car vehicles exceeded the annual output of 24 million for the first time, an increase of 14.93%, an increase of 7.63 percentage points higher than the previous year. This indicates that China has become the worlds leading automobile producer. Roland Begg & company rel
5、eased 2016 Chinese automobile financial report shows that in 2015 Chinas auto finance overall penetration rate is 35%, but compared with the European and American market penetration levels of 70%-80%, there is still a huge gap, need to learn from international advanced experience and combined with t
6、he local practice, so as to promote the domestic auto industry and automobile financial industry development. According to DDT consulting company to carry out analysis, by 2020, the domestic car finance penetration will be achieved 50%, and the corresponding market size will be more than 2 trillion
7、yuan. Thus it can be seen that the development of domestic auto finance market is relatively late, but some achievements have been achieved.From 2001 to 2014, the domestic car credit market size increased by 13 yuan from 43 billion 600 million yuan to 659 billion 600 million yuan. However, with the
8、acceleration and expansion of the auto finance market, the ensuing credit risk may explode at any moment. Three quarterly data from the listed banks recently disclosed, to increase the verification efforts under the premise, only a few banks non-performing loan ratio decreased, more banks are still
9、non-performing loans double up. The three quarterly bulletin of a joint stock bank showed that its car loan defaults had become one of the main reasons for the rise in retail bad loans, with the rate of non-performing loans for auto loans increasing from 0.28% last year to 0.87%. So, to study the ri
10、sks of domestic automobile financial credit, seek the most appropriate evaluation method, constructed to meet the China automobile financial credit risk evaluation model, which is important for the development of the automobile finance credit in china.This paper carried out first for auto consumptio
11、n credit risk control methods used by the western developed countries, and for the domestic automobile consumption credit risk control of the current situation are analyzed, and the domestic automobile consumption credit risk management and the western developed countries automobile consumption cred
12、it risk were analyzed, so as to clarify the problems and deficiencies of domestic automobile consumer credit risk. Then, according to the macro environment of the automobile consumer credit risk control of our country and the micro environment, to construct the risk assessment of domestic automobile
13、 consumption credit risk control model, an example for auto consumption credit risk assessment model is verified, and control in order to provide a reference for auto consumption credit risk assessment in china.Key words: automobile consumption credit; credit risk; evaluation method目录摘 要3ABSTRACT4第一
14、章 绪论81.1 研究背景及意义81.1.1 研究背景81.1.2 研究意义81.2 国内外相关研究动态91.2.1 国外文件综述91.2.2国内文件综述101.3 研究思路和方法121.3.1 研究思路121.3.2 研究方法121.4 研究内容121.5 论文的创新之处13第二章 汽车金融信贷风险的基本知识和相关理论142.1 汽车金融信贷风险概述142.1.1 汽车金融信贷风险含义142.1.2 我国汽车金融信贷风险形成的原因142.2 汽车金融信贷的相关理论162.2.1 信用脆弱理论162.2.2 预期收入理论172.2.3博弈论172.2.4 信息不对称理论18第三章 汽车金融公司
15、信贷风险管理的现状及问题分析203.1 国外汽车金融公司信贷风险管理现状203.2 国内汽车金融公司信贷风险管理现状213.3 国内外汽车消费信贷风险管理比较分析22第四章 汽车金融信贷风险的评估244.1 汽车金融信贷风险评估指标选取244.1.1 指标的选取244.1.2 指标的定义244.2 模型的定义254.2.1 基于客户数据的量化评分分析模型254.2.2 模型所需要解决的问题264.2.3 变量的评价形式264.2.4 模型的形式294.3 模型参数的估计294.3.1 数据来源294.3.2 参数的估计29第五章 研究结论、政策性建议及不足355.1 研究结论355.2 政策性
16、建议355.3 研究的局限性及展望39参考文献41附录44致谢59第一章 绪论1.1 研究背景及意义1.1.1 研究背景我国人口众多同时正处于经济高速发展时期，汽车消费需求量巨大，但汽车消费市场仍然有很大的发展空间。根据相关部门数据显示，2009年，国内人均生产总值约为3678美元，从西方资本主义管理的汽车金融的发展经验可以得知，当一个国家的国家居民生产总值超过3000美元时，汽车金融行业将会迎来井喷式增长，如今越来越多的中国消费者选择使用汽车金融的手段购车，一方面是由于85、90后人群开始逐渐成为汽车购买的主力军，他们的消费习惯更为前卫；另一方面，车企对汽车金融服务的大力推广和慷慨补贴也促使着更多中国消费者接受了贷款买车的方案
