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Risk Management and Business Strategy: Macro-Economic Factors Predictive of the Consumer Credit Card Charge-Off Rate.

机译：风险管理和业务策略：宏观经济因素，可预测消费者信用卡的销帐率。

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摘要

United States (U.S.) credit card issuers attest to the fact that the economy has some underlying impact on credit card charge-off rates. Understanding this economic impact can lead to decisions that are more effective by credit card issuers regarding risk mitigation and business strategy. However, the challenge is identifying which economic indicators, covering all aspects of the economy, have an influence on consumer credit card charge-off rates. With the use of time-series regression, this paper presents a model that identifies economic variables that have a significant relationship with the consumer credit card charge-off rate. Data from the first quarter of 1990 to the fourth quarter of 2009 became the focus when modeling the consumer credit card charge-off rate. The expansion of a baseline model, consisting of indicators found through research, occurs with the addition of new economic variables. The expanded econometric model found six economic variables to have a significant relationship with the consumer credit card charge-off rate. These variables cover four major aspects of the economy: consumption, production, financial, and housing. To understand how the economy influences the credit card business, card issuers should evaluate all aspects of the economic system that measure the country's economic activity. Although some variables showed varying levels of significance in favorable and unfavorable economic periods, the overall model was a good fit. Credit card companies can use this new information to understand the economic impact and make effective decisions, specifically regarding the mitigation of future credit losses and the development of new business strategies.
机译：美国（美国）信用卡发行商证明了经济对信用卡冲销率有根本影响的事实。了解这种经济影响可以使信用卡发行商在降低风险和业务策略方面做出更有效的决策。但是，面临的挑战是确定涵盖经济各个方面的哪些经济指标对消费者信用卡的冲销率有影响。通过使用时间序列回归，本文提出了一个模型，该模型可识别与消费者信用卡冲销率有显着关系的经济变量。在对消费者信用卡注销率进行建模时，1990年第一季度至2009年第四季度的数据成为焦点。由研究发现的指标组成的基准模型的扩展是通过添加新的经济变量来实现的。扩展的计量经济学模型发现六个经济变量与消费者信用卡的冲销率有显着关系。这些变量涵盖了经济的四个主要方面：消费，生产，金融和住房。为了了解经济如何影响信用卡业务，发卡机构应评估经济体系中衡量该国经济活动的所有方面。尽管在有利和不利的经济时期中，一些变量显示出不同的显着性水平，但总体模型非常合适。信用卡公司可以使用这些新信息来了解经济影响并做出有效的决定，特别是在减轻未来信用损失和制定新的业务策略方面。

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  • 作者

    Pettiford, Keith R.;

  • 作者单位

    Wilmington University (Delaware).;

  • 授予单位 Wilmington University (Delaware).;
  • 学科 Statistics.;Business Administration Banking.;Economics General.
  • 学位 D.B.A.
  • 年度 2012
  • 页码 146 p.
  • 总页数 146
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

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