網路標會擔保費制度之探討

Guarantee Fee of E-Hui

王信介(Hsin-Chieh Wang)

指導教授 ： 李存修

國立臺灣大學/管理學院/財務金融學研究所/碩士(2010年)

https://doi.org/10.6342/NTU.2010.03212

摘要

本文評估現行網路標會手續費制度，針對會員的信評等不同，以信用卡循環利息的分級制度做改良；針對當時景氣對違約率的影響，尋找出三項總體變數：信用卡當月發卡量(落後六期)、景氣領先指標六個月平滑年變動率(落後十六期)與放款基準利率(落後六期)，並發現此三項變數皆顯著。主辦銀行實際承擔風險的金額與期間，也納入標會之保證費率模型中。相信透過改進手續費制度，讓信用好的用戶不需補貼信用差的用戶，可引入更多借款需求者，改善網路標會平台的資金供需不平衡的狀況。

關鍵字

網路標會 ； 手續費 ； 擔保費 ； 底標 ； 互助會

並列摘要

This article aims to assess the existing guarantee fee mechanism of E- Hui by using credit card grading system to charge the various members of the credit rating for different fee ; using three macro factors to forecast the default rate : the amount of credit cards newly issued (lagged 6 months ), annualized 6-month rate of change of composite leading index (lagged 16 months) and the benchmark lending interest rate (lagged 6 months), and the three macro factors are significant. Besides, the bank’s exposure to the amount and the period of actual risk is included in the model. We believe that users do not need to subsidize those users of poor credit and it can introduce more borrowers to improve the imbalance between capital supply and demand in the E- Hui platform through improved guarantee fee system

並列關鍵字

E-Hui ； Guarantee fee ； Fee ； Minimum bid ； Benefit association

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