應用德爾菲法與層級分析法探討銀行房屋貸款授信準則之研究

Applying Delphi and Analytic Hierarchy Process for Mortgage Loan of Banking Credit Risk Research

朱春美(Sher Chu)

指導教授 ： 邱垂昱

國立臺北科技大學/工程學院/工程科技研究所/碩士(2014年)

https://doi.org/10.6841/NTUT.2014.00079

摘要

台灣的銀行業，自1991年公佈核准15家新銀行設立後，便進入了過度競爭的惡性循環。雖然2004年金管會(FSC)成立以落實金融改革及維持金融穩定，惟2006年初仍發生雙卡風暴；2008年底又因雷曼事件引發金融風暴；2013開放人民幣存款，2014卻因人民幣貶值而人民幣TRF必須追繳保證金…等諸多動盪不安的事件。在在都顯示了銀行的風險控管是至關緊要的課題，完全不容輕忽！
鑑於國內金融市場有限，政府為鼓勵銀行業能邁向國際化以減低國內過度競爭的窘境，要求銀行業必須依照新巴塞爾資本協定的標準化風險控管制度以與國際接軌，陸續並調整銀行法72-2條的定義以減低銀行過度集中不動產放貸的現象(俗稱：打房)。然而，金融風暴的後遺症及外匯存底高漲所造成的國內游資充斥，迫使銀行仍必須承作房屋貸款。但在房價處於歷史高檔、銀行利率卻是歷史新低的雙重壓力下，房屋貸款風險如何有效控管？其需求顯然更甚以往。
筆者從事房屋貸款業務超過20年，置身在這樣的氛圍下，期許自我能就課堂上所學的德爾菲法與層級分析法，為房屋貸款的授信風險控管盡一份心力。

關鍵字

房屋貸款 ； 授信準則 ； 德爾菲法 ； 層級分析法AHP

並列摘要

Ever since 1991 the government approved the establishment of 15 new banks; Taiwan’s Banking Industry had entered into an era of vicious circle of over competition hereafter. Despite FSC being established in 2004 with an aim of realizing financial renovation and financial stabilization, the debt crisis of both credit cards and personal loans still happened in 2006; the financial storm triggered again by Lehman Brothers in 2008; the margin call of the amount of Chinese yen TRF resulted from the depreciation since 2013 open up of Chinese Yen bank deposit…and so on and so forth. All these financial turmoil indicating the bank’s credit risk control is an extremely critical and eminent subject to deal with that should not be overlooked.
In view of the limitation of domestic financial market, the government encouraged banks embracing internationalization to encounter local over competition, and requested all banks must follow the practices of Basel II credit control system in every aspect so as to link up with the world, the Bank Law clause 72-2 was adjusted accordingly to reduce the excessive mortgage loans of banks, so called cool off real estate speculation. Nevertheless, the sequel of previous financial storms and abundant of money market from the high foreign exchange reserve both led the banks had no choice but undertaking mortgage loans. Considering housing price reached record high but loan rate hit the record low, how can the banks control the mortgage loan credit risk effectively? In regard to this point, the needs of credit control are far greater than ever.
The writer of the thesis has been serving in bank mortgage loans over 20 years, who is eager and keen to apply the knowledge of Delphi Method、Analytic Hierarchy Process(AHP) learned from the class to the mortgage loan credit control system.

並列關鍵字

Mortgage Loan ； Delphi Method ； Analytic Hierarchy Process(AHP) ； Credit Policy

參考文獻

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