- 學位論文
消費者信用貸款的違約風險預警之研究:以某商業銀行為例
The Warning of the Default Risk on Consumer Credit: Evidence from a Commercial Bank
摘要
2008年的金融海嘯後又發生歐債危機，全球經濟急速下滑，景氣處在衰退中。台灣深受國際經濟局勢影響。在全球推動Basel III情形下，未來的實施對我國銀行業經營效率更形險峻，如何衡量各項風險求取獲利，為我國銀行經營重要問題。 本研究針對某商業銀行消費者小額信用貸款借款戶資料，選取十五個變數，並利用SPSS統計分析軟體將所有的變數進行迴歸分析羅吉斯 (Logistic Regression, LR)。分析之結果顯示，變數中之婚姻狀況、年收入、扶養人口、居住年數、是否使用循環利息、他行查詢聯徵次數等變數，均對違約發生具有顯著性之影響。 本研究在於建構違約風險預警模型並加以驗證，期能以客觀且科學的變數選擇，探討其關聯性與差異性，提供銀行在針對不同族群、不同風險屬性的信貸時，能有適當且標準化的作業規範及程序，作為承作業務時之參考，以減低違約的發生。
並列摘要
After the financial crisis of 2008 (also known as the “financial tsunami”), the European debt crisis occurred. The rapid global economic downturn severely disrupted economic growth worldwide and resulted in global economy recession. Taiwan has been deeply affected by the international economic situation. Under the global promotion of the Basel III, the future implementation will be a threat to the efficiency of banking business in Taiwan. In order to make a profit, it is an important issue for the banking business in Taiwan to measure all kinds of risks. In this study, we focused on the 15 variables selected from the data of a commercial bank. We use the SPSS statistical analysis software to research. According to the empirical results of different types of variables and the numbers of breach of contract cases, the marital status, annual income, dependent population, number of years of residence, whether engaged in revolving interest and the inquiry records of other banks had significant differences in the occurrence of breach of contract. We use this study to built on the appropriate and standardized operation guideline and procedure for the banks based on different groups and different risk attributes. By doing this, we may reduce the occurrence of breach of contract and provide the banks with a reference when operating the business.