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Cashiers' identification-checking behaviors were observed at two grocery stores with the aim to actively involve cashiers in decreasing credit-card fraud. After baseline observations, cashiers at one store received a participative goal-setting and feedback intervention, whereby they collaboratively set a store goal for checking customers' identification. Over 23 days, the cashiers received one-to-one verbal feedback on their store's identification-checking percentages. The percentage of identification-checked purchases at the intervention store increased from 0.2 percent at Baseline to 9.7 percent during the Intervention. Then, it declined to 2.3 percent during Withdrawal, showing functional control of the intervention over the cashiers' target behavior. The cashiers at the other store served as the control group, and their percentage of identification-checked purchases were 0.3 percent, 0.4 percent, and 0.7 percent respectively during each of the A-B-A phases at the intervention store. It was also found the intervention affected male cashiers more than female cashiers. The present study also assessed the social validity of the current intervention by surveying both customers and cashiers from the intervention store. The results showed that customers do not mind getting their ID checked, while cashiers consider it important to check a customer for identification during a credit purchase. / Master of Science

關於信用卡詐欺風險管控的研究，係非常專業的問題，除了瞭解信用卡各項作業程序外，必須親自參與實務上的管控經驗，才能充分瞭解現有市場上，信用卡詐欺所發生之原因、詐欺模式、手法與趨勢，也唯有做到理論結合相關實務管控經驗，才能研究出有效的防制策略。目前在實務上防制信用卡詐欺方面，由本文中可發現，業者與警政單位在處理信用卡風險管控與詐欺案件時，有非常多的盲點與困難，也突顯出其專業能力上之不足，因此導致信用卡詐欺問題之嚴重。 在防制信用卡詐欺研究當中，筆者第一次嘗試將信用卡實務運作之模式貢獻出來 ; 以過去到現在的實務經驗，將信用卡所發生的案例，來探究其發生的原因 ; 以運用分析的方法，來建立各項風險管控措施 ; 以闡釋各項業務之作業風險，來遏止風險損失之發生 ; 以紮實的教育訓練教材，讓特約商店做好第一道的防衛 ; 以科學的統計方法，來研究防衛參數與增加偵測系統的防衛效能 ; 以實務管控的經驗，來遏止其犯罪手法的翻新 ; 以實際案件調查的經驗，來瓦解詐欺集團的組織，所以必須瞭解信用卡整體運作的關係與詐欺手法，才能深入瞭解各項風險管控問題，並結合預防作業、偵測系統、調查作業的功能，方能充分發揮信用卡業務詐欺風險管控的效能。 除了建立完整的風險管控作業之外，在第六章之建議事項中，就主管機關、司法機關、警政單位、發卡業者、收單業者、特約商店、持卡人與國際組織等方面 ; 提出個人具體之建言，藉以喚起社會各界對信用卡詐欺問題之重視，以推動損害防阻之功，徹底解決當前所發生之信用卡詐欺問題。 / The research on credit card risk management is a specialized field. Besides the need of understanding the various operational processes, personal involvement’s and practical experiences in respect of credit card risk management are essential in order to fully appreciate the reason for credit card frauds in the current market. An effective credit card fraud prevention strategy consists of the theoretical aspects and practical experiences of credit card fraud management. Based on this paper, it appears that strategies of credit card fraud prevention are solely lacking in the current market. This is because the business sectors and police department encounters numerous ‘blind spots’ and problems when tackling with fraud issues. Also, the lack of professionalism in control and prevention strategies resulted in serious credit card fraud issues. In this research, the author would attempt to showcase for the first time the credit card’s practical working models;1) to try to investigate and understand the reasons for credit card frauds by reviewing past and present real life cases; 2) to develop various risk management methodologies via credit card risks analysis; 3) to explain the various businesses’ operational risks to reduce if not prevent loss occurrences; 4) to constantly upgrade /educate the merchant banks with solid training programmers to make them an effective first line of defense; 5) to employ scientific statistical methods to aid in the research of any defensive mechanisms as well as to increase the effectiveness of early detective systems, if any; 6) to make use of practical credit card risk management experiences in order to prevent repeat offences; 7) to utilize real life investigative experiences to dissolve credit card syndicates and/or groups. Therefore, know the relation of whole operation of credit card and modus operandi could understand in depth of every risk management issue, and combine the function of preventing operation, detection system, investigation process can be fully developed efficiency for credit card risk management. In addition to establish sophisticated a developing risk management methodology, the author has directed his personal opinions to the various industry players such as the regulatory bodies, policing units, credit card issuers, acquiring banks, merchant banks and credit card users. In chapter 6 of the recommendations, he attempts to draw the public’s attention on the seriousness of credit card frauds that exists in our society. He also hopes to completely eradicate the issues of credit card frauds by actively promoting the risk prevention methodology of credit card frauds.

Differential Evolution is an optimization technique of stochastic search for a population-based vector, which is powerful and efficient over a continuous space for solving differentiable and non-linear optimization problems. Weighted voting stacking ensemble method is an important technique that combines various classifier models. However, selecting the appropriate weights of classifier models for the correct classification of transactions is a problem. This research study is therefore aimed at exploring whether the Differential Evolution optimization method is a good approach for defining the weighting function. Manual and random selection of weights for voting credit card transactions has previously been carried out. However, a large number of fraudulent transactions were not detected by the classifier models. Which means that a technique to overcome the weaknesses of the classifier models is required. Thus, the problem of selecting the appropriate weights was viewed as the problem of weights optimization in this study. The dataset was downloaded from the Kaggle competition data repository. Various machine learning algorithms were used to weight vote a class of transaction. The differential evolution optimization techniques was used as a weighting function. In addition, the Synthetic Minority Oversampling Technique (SMOTE) and Safe Level Synthetic Minority Oversampling Technique (SL-SMOTE) oversampling algorithms were modified to preserve the definition of SMOTE while improving the performance. Result generated from this research study showed that the Differential Evolution Optimization method is a good weighting function, which can be adopted as a systematic weight function for weight voting stacking ensemble method of various classification methods. / School of Computing / M. Sc. (Computing)

我國自1974年發行第一張信用卡以來，產品已由導入期、成長期邁向成熟期。信用卡市場早已經歷許多次戰國時代。根據財政部金融局統計，至2004年2月底止，我國信用卡發卡張數約為7,387萬張，流通卡數約為3,831萬張。在2003年，全年簽帳金額為9,988億。各項數據從市場開始至今，每年皆以二位數字成長，顯示信用卡在國內的使用次數、金額佔消費支出比例逐漸提高。 信用卡發行初期，是希望導入無現金化的社會環境。在歷經發卡大戰、消費次數與金額的促銷，產品演變至今，持卡人已被高度競爭的發卡機構不斷進行信用擴張，曾幾何時，以往不太受銀行歡迎的中高危險族群，其無充足還款的能力，竟成為銀行競相爭取的要因，這群人就是循環信用使用者，於是銀行又進入另一個戰國時代：那就是循環信用餘額與無擔保信用貸款的利率戰爭。同時，另一場金卡升等白金卡與免年費之戰爭又起，市場又將經歷一場重新洗牌與重分配之效應，何種行銷策略可帶領發卡機構面對未來的挑戰，並且在競爭市場中勝出，將是本研究探討重點。 本研究採用質化行銷研究與量化統計方法，首先藉由蒐集期刊、論文、報紙及廣告資料，對信用卡的市場發展歷程有一系列的探討。並輔以發卡組織及發卡機構之信用卡相關研究資料與深度訪談，試圖從內、外在環境分析中，找出競爭市場成功的關鍵因素，以作為制定行銷策略之參考。本研究架構試圖先從外在環境分析著手，分析三個角度－分析信用卡近十年市場成長率變化、發卡機構的競爭市場歷次戰爭的始末及持卡人的消費行為等，藉由蒐集之數據與資訊瞭解行銷策略及產品演化過程。再以一個銀行為例進行討論，探討個案公司俱有的資源、能力及核心競爭力，並利用擁有的優勢創立品牌，進而鞏固企業在競爭市場上的地位，並持續保有企業本身的競爭優勢與不斷創造產品價值。接著在量化研究部分，利用統計方法對幾項主要指標如流通卡量、預借現金、簽帳金額及廣告量等進行迴歸分析與假設檢定。 最後探討未來信用卡市場之關鍵成功因素與如何找尋市場利基，綜合本研究結果提出綜合性看法，並根據結論提供在信用卡行銷策略及產品開發上的建議。

[pt] O aumento da expectativa de vida dos brasileiros é cada vez maior e, conseqüentemente, também sua presença na economia. Assim como o público idoso, o mercado de cartões de crédito também cresce em ritmo acelerado. Este trabalho estuda as características do portador de cartão de crédito do segmento da Terceira Idade, ou melhor, pessoas com mais de 60 anos, assim como seu comportamento em relação ao uso do cartão de crédito. Aplicou-se uma pesquisa qualitativa, através de entrevistas em profundidade, que levou à análise de outras faixas etárias para fins de comparação do comportamento de uso do cartão de crédito, assim como a aplicação de um questionário no aspecto quantitativo. Os resultados apontaram para características conservadoras por parte da Terceira Idade no que se refere ao uso do cartão de crédito. / [en] The increase of life expectation of the Brazilians grows bigger and bigger and, consequently, also their presence in the country's economy. Just as the aged public, the credit card market also grows in an accelerated rhythm. This work studies the characteristics of the Third Age credit card bearer segment, in other words, people over the sixties, as well as their behavior regarding the credit card use. A qualitative research was applied, by means of in- depth interviews, which lead to the analysis of other age groups aiming at the comparison of the credit card use behavior, as well as the application of a quantitative wise questionnaire. The results point towards conservative characteristics on the part of the Third Age as far as the credit card use is concerned.

O avanço no uso do cartão de crédito e sua função como instrumento de crédito afetou o padrão de consumo das famílias. O presente trabalho pretende analisar como alterações no limite de crédito e na taxa de juros do cartão de crédito afetam o consumo. A partir dos resultados obtidos com esta primeira análise, podemos verificar a validade das predições das Teorias de Consumo, como a Teoria de Renda Permanente / The advance in the credit card usage and its function as a means of credit affects the consumption of the families. This work intend to analyze how modifications in the limit and interest rate of the credit card affects their consumption. From the results obtained with this first analysis , we may verify the validity of the predictions of the Consumption Theories, as the Permanent Income Theory

Esta dissertação de mestrado tem como objetivo, elaborar um modelo de segmentação baseando-se no comportamento comprovado de consumo de clientes, valendo-se das técnicas de Análise de Associação e Análise de Cesto de Compras, aplicadas aos dados das faturas de cartão de crédito dos clientes. A partir do modelo proposto, testou-se a previsibilidade das próximas transações dos clientes por meio de uma amostra de validação. A motivação desta pesquisa provém de três pilares: Contexto Científico, Tecnológico e Mercadológico. No Contexto Científico, apesar de já terem sido publicados artigos que associam a utilização do cartão de crédito a perfis de segmentação de clientes, não se encontram publicados estudos que relacionam dados da própria utilização do cartão como fonte de informação do cliente. A razão mais provável para isso é a dificuldade no levantamento dos dados fundamentais para este tipo de pesquisa. Com o apoio de uma grande instituição financeira, este trabalho está se tornando viável, sob o preceito da análise apenas sobre bases de clientes anônimos e que não transpareça informações estratégicas da instituição. No contexto tecnológico, com a tecnologia de informação em crescente desenvolvimento, as operações feitas com cartão de crédito tem o processamento on-line em tempo real, promovendo a troca de informação entre o estabelecimento comercial e a instituição emissora do cartão de crédito no momento em que a cobrança é lançada e aceita pelo consumidor final. Isso possibilita que ações promocionais sejam realizadas em toda a cadeia de valor de cartões de crédito, gerando mais valor para os clientes e empresas. No contexto mercadológico, o Brasil apresentou altas taxas de crescimento do mercado de cartões de crédito nas últimas décadas, substituindo os outros meios mais antigos de pagamento e de crediário. Especialmente no Brasil, observam-se compras pagas com o uso do cartão de crédito parceladas com e sem juros, o que contribui para a substituição de outras formas de crédito. Como benefício deste trabalho, concluiu-se que a partir do conhecimento do consumo do cliente, pode-se aplicar a análise de cesto de compras para prever as próximas transações dos clientes, a fim de segmentar os clientes para estimulá-los a aderir a uma determinada oferta. / The objective of this research is elaborating a Segmentation Model based on credit card client\'s behavior using Link Analysis and Market Basket Analysis techniques. The proposed model was used to testing the predictability of next client transactions through validation sample. Scientific, technological and marketing scenarios are the three motivational pillars of this research. On scientific context there were published studies that associate credit card use with segmentation profile of customer. However these studies do not establish relationship between data from own clients credit card utilization. One probably reason for this lack analysis into studies is the difficult collect of fundamental data. This research was feasible with the support of a great Brazilian financial group. On technological context is observed a wide information technology development. Credit cards transactions have on-line processing. This scenario allows exchange information between market and credit card institution at the moment of final client transaction approval. This technology permits that actions be realized along credit card value chain based on transactions that have been made. On marketing context, during the latest decades, Brazil has shown large growth rates on credit card beyond older ways of payment. In Brazil, is observed a wide utilization of credit cards in installment purchases contributing for the replacement of other ways of credits. This research conclude that from the knowledge of client consume profile, using the Market Basket Analysis technique, it is possible to get a forecast of purchase transactions with the objective to stimulate the consumer in accept particular offer.

A crescente utilização de cartões de crédito, nas últimas décadas do século XX, exigiu adequação do varejo a esse novo meio de pagamento, promovendo uma mudança no relacionamento com seus clientes. Este trabalho analisa o processo de decisão estratégica entre duas organizações, banco e varejista, na implantação de uma operação de cartão de crédito de marca própria, com base em um estudo de multicaso, com enfoque qualitativo, que permitiu aprofundamento e detalhamento do processo decisório em duas empresas de porte similar do setor supermercadista da região sudeste do país: o Sonda Supermercados, em São Paulo e a Rede Prezunic, no Rio de Janeiro. A obtenção dos dados foi realizada através de entrevistas semiestruturadas e da análise de documentos. Os resultados mostram que empresas, frente a um mesmo objetivo, tomam decisões de maneiras diferentes. Sendo assim, a decisão estratégica em implantar uma operação de cartão de crédito de marca própria deve ser tratada considerando-se o processo de decisão que melhor se adequa as características da organização e tomadores de decisão, para a garantia de um resultado satisfatório. Os resultados obtidos contribuem àquelas empresas que pretendem implantar uma operação de cartão de crédito de marca própria e auxiliar aos futuros interessados a conhecerem a importância e os impactos que essa decisão carrega. / The increase in use of credit cards, in recent decades of the twentieth century, demanded the adequacy of the retail sector in means of payment forms, promoting a change in the relationship with their customers. This study presents the strategic decision process between two organizations, in the banking and retail sectors, on the deployment of a private label credit card operation, based on two case studies on companies of similar size in the supermarket business in the southeast region of the country: Sonda, in Sao Paulo and Prezunic, in Rio de Janeiro. For obtaining the data, different techniques such as semi-structured interviews and the examination of documents were used. Results show that companies, facing the same goal, make decisions in different ways. Therefore, the strategic decision process to deploy a private label credit card operation should be dealt considered the characteristics of the organization and decision-makers, ensuring a satisfactory result. The purpose of this study is to guide future decision-making processes by presenting the importance and the impact that this decision carries.

臺灣地區於民國９４年底發生的雙卡風暴（信用卡與現金卡），讓臺灣全體發卡銀行，於民國９５年度打銷信用卡及現金卡呆帳共新台幣1,629億元，造成發生當年本國銀行近新台幣74億元的虧損。這就是臺灣的銀行業一窩蜂轉向高獲利的消費金融業務時，完全忽略了信用風險管理。未建立並落實良好的信用風險管理機制，導致信用危機發生時，完全失控，讓銀行產生嚴重虧損。當年的雙卡風暴，令許多民營銀行的經營控制權讓手外資投資機構，或為其他銀行所併購。 　　本論文以信用卡發卡業務為例，探討信用風險管理之貸後管理(Portfolio Management)方法，協助銀行降低信用風險損失成本，提升獲利；透過對實務信用風險管理之精進，降低信用風暴產生時的衝擊。 　　透過本研究之個案證實，經營信用卡業務之金融機構，若能持有一套良善的信用風險貸後管理，當信用危機發生時，可以有效地控制信用風險損失的增加。以本研究為例，雙卡風暴發生時，全體本國銀行的年化信用風險損失率上升12.41%，但擁有良善信用風險管理的個案銀行的年化信用風險損失率僅增加9.04%，差異高達3.37%，再透過作業成本的降低，可使信用卡的淨資產報酬率相差達５％左右。因此，經營無擔保消費者貸款的金融機構，要維持競爭優勢，一定要了解並落實信用風險管理工作，尤其是貸後管理方面的作業，更是決定勝負之關鍵。 / A local credit crisis occurred in Taiwan from late 2005 to early 2007. During the crisis, the total credit losses of Credit Cards and Cash Card were NT$ 162.9 billion for all cards issuers in Taiwan for Year 2006. This big loss made the Taiwanese banks having a negative net-income at NT$7.4billion for Year 2006. The root cause was from ignoring the credit risk management while Taiwanese banks kept growing the consumer lending business. And finally a few local banks were sold to the foreign banks because they couldn’t take such big loss from the capital requirement. The primary objective of this thesis is to research the portfolio management on the credit card business to find out how to build a good portfolio management working model in terms of credit risk management to help the credit card issuers to reduce the credit losses and increase the net-income, and also minimize the impact when the credit crisis happens. It has been proven that the credit card issuer with an excellent portfolio management on credit risk can reduce the credit loss increase compared with the others when the credit crisis is coming. For instance, the overall Taiwanese bank’s average loss rate in 2006 increased by 12.41% over 2005 but the bank loss rate only increased by 9.04% during that local credit crisis. Considering the lower operating cost of the bank, the ROA difference will be around 5%. Therefore, if any bank would like to do the consumer lending business, they must understand what risk management methods they should have and really work on them, especially for the portfolio management, so that they can maintain a good position to compete with the others.