銀行企業授信決策支援系統之研究

Knowledge-Based Decision Support System for Loan of Bank

洪紹銘(Shao-Ming Hung)

指導教授 ： 王維康

元智大學/管理學院/會計學系/碩士(2005年)

摘要

近年來，台灣的經營環境日趨競爭，商業銀行在面臨競爭日益激烈的金融環境中，如何提昇授信決策品質，健全經營績效及財務結構，已成為當前最重要的課題。
本研究建構之授信決策支援系統，包括資料庫管理、模式庫管理、知識庫管理與對話系統。本論文主要目的以建立企業貸款審核系統，本研究以某銀行企業貸款案件為研究對象，以2004年1月到12月底於該銀行辦理企業貸款案件為抽樣母體，為了建立模型，由正常貸款抽取245件，逾期案件抽取125件，利用羅吉斯迴歸(Logistic-Regression)進行資料分析。
本研究運用此模型可提供銀行或相關金融機構作為授信審核時的決策主要參考依據，並提供辦理放款人員一個方便、準確的授信準則，以減少呆帳的發生，提高作業效率及降低作業成本，控制及提升授信品質，進而可以提供給企業主、管理人員加強控管、監督之用，預先掌握企業出現危機之徵兆，及早防範，並對企業適時提出警訊。

關鍵字

銀行授信 ； 決策支援系統 ； 羅吉斯迴歸 ； 資料庫 ； 模式庫 ； 知識庫 ； 企業主 ； 對象

並列摘要

In recent years, the business in Taiwan has become more and more competitive. How to improve the quality of loan, to strengthen the operating performance and financial structure have become important lessons for banking due to corporations grow and decline rapidly and environment is more competitive.
This paper describes an intelligent decision support system for loan of enterprises in bank using Logit model. We propose an integration framework for decision support system, including the database management subsystem, the model base subsystem, the knowledge acquisition subsystem, and the dialogue subsystem.
The main purpose of this thesis is to set up a system of examining enterprises loan. This research takes samples from cases of consumer loans in X bank from January 2004 to December 2004. In order to form a model, there are 245 cases of normal loans and 125 cases of overdue loans respectively. Logistic-Regression is used as the research method of this research.
This study is useful for banks to determine loan policies.

並列關鍵字

enterprises loan ； decision support system ； logistic regression ； knowledge ； system ； taiwan

參考文獻

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