客戶及擔保品屬性與銀行授信條件影響房屋貸款違約之研究-以南桃園某商業銀行為例

一般社會大眾購買房屋之不足款大都透過銀行的購屋貸款而取得資金，此房屋貸款授信乃是銀行收益主要來源之一。故授信資產品質的良窳，攸關銀行的永續經營。本研究以國內某商業銀行北部某分行自2009/01/01至2013/12/31之間所承作南桃園地區的房屋抵押貸款戶為研究對象，從該區間銀行所核准撥貸之個人房屋貸款案件中挑選樣本，根據貸款客戶所提供的相關資料、聯合徵信中心查詢的借款人資料、不動產基本資料及銀行授信相關條件等共22項授信因子。透過敘述性統計、交叉分析、卡方獨立性檢定探討與授信違約的關係，研究顯示有12項授信因子，對授信品質的違約機率產生顯著影響，並據此結果提供予銀行建立標準授信模式。

關鍵字

房屋貸款；授信資產品質；交叉分析；卡方獨立性檢定

並列摘要

Most of the general house buyers obtained funds through housing loan from the Bank. This kind of housing loan business is one of the main incomes for banks, hence quality of credit assets matters sustainable development of bank. In this research, we make a study of south Taoyuan household mortgages between 1st Jan, 2009 to 31st Dec, 2013 from a northern branch of domestic commercial bank, and we pick samples from approved personal housing loan in the interval. According to relevant information which was provided from clients, data from Joint Credit Information Center, basic information of real estate and related conditions of bank credit, a total of 22 credit factors, we inquire into how it’s related to credit default by descriptive statistical analysis, cross-analysis approach, the chi-square test of independence . Studies have shown there are 12 credit factors, resulting in a significant impact on the credit quality of the probability of default, and established a standard credit mode base on this result.