預測現金卡與持有現金卡的房貸戶違約風險之研究

A Predictive Probe on the Risks of Breaches Made by Cash Card Holders and Housing Loaners Who Also Have Cash Cards

戴月華(Yueh-hua Tai)

指導教授 ： 王維康

元智大學/管理學院/管理研究所/碩士(2006年)

摘要

近年來大型省屬行庫、國內商業銀行無不使盡全力發展個人金融業務的領域，尤其個人消費性貸款已成為各家金融機構兵家必爭之地，亦將成為獲利主要來源之一。然而最近雙卡之卡債風波爆發後，使得銀行受到呆帳衝擊而緊縮信用，受到「卡債」事件波及，連正常繳款的持卡人亦遭到連累，信用額度被大幅緊縮，影響所及，市場出現消費停滯現象；銀行靠著推出一張張的信用卡和現金卡，攏絡了消費者，也加溫市場消費能力，如今現金卡問題是否會侵蝕已大幅打消銀行呆帳之良好信用評等，同時也間接造成房貸戶的逾放比率提高?
所以針對現金卡及房貸客戶持有現金卡之呆帳與逾期還款的現象深入探討其原因。同時分析其房屋抵押貸款中，建立房屋貸款之審核系統。期望能客觀評量申請人信用風險之高低程度，作為銀行授信之參考，從而能降低房屋貸款違約的風險及降低呆帳率，提昇授信品質，增進經營績效則是本次研究的動機。
因此本研究主要目的為：一、尋找影響現金卡逾期放款發生的重要因素，二、建立現金卡之審核模式系統，作為銀行現金卡戶之准駁與評估，三、以Logit 迴歸分析作不同模型之測試，來篩選現金卡戶較易逾期之風險因子，好讓銀行在放款前作嚴謹審慎之評估，以達防患未然之效果。四、尋找影響現金卡持卡人兼具房屋貸款身份者，逾期放款發生的重要因素。五、建立現金卡兼具房屋貸款之借款戶之審核模式系統，作為銀行對房屋抵押貸款之准駁與評估。六、以Logit 迴歸分析作不同模型之測試，來篩選現金卡兼具房屋貸款之借款戶較易逾期之風險因子，使得銀行在放款前作嚴謹審慎之評估，以達防患未然之效果。七、同時探討可否透過銀行對客戶投資理財規劃的既有機制，降低客戶貸款逾期的可能性，進而提昇授信品質，增加經營績效。
本次研究以國內某家中小型商業銀行於民國92~94年間全國地區(36家分行)個人消費性貸款案件為研究取樣資料來源，其實證結果顯示：一、現金卡逾期風險研究部份將持有現金卡張數、短期貸款筆數、短期貸款金額、長期貸款筆數、長期貸款金額等五項表外變數加入表內變數中進行LR 模型分析，研究結果顯示在加入表外變數後，大大提升了模型的預測準確率，因此確定了表外變數對於放款成敗具有相當程度之影響力。同時金融機構可參考模型Ⅳ建立一套自動化且具客觀、效率、準確性之授信評量模式，徵授信人員可藉由該評量模型快速、正確地決定貸款案件之准駁、額度之多寡、以及利率之高低。如此不僅能提升審核效率，加速貸款量之推展，同時亦能兼顧低逾放之目標，達成「質量兼俱」的完美境界。二、現金卡與房貸戶重疊的逾期風險研究中增加連借人、徵提保人、降低總貸款金額（貸放成數）等三項因素可明顯降低不良戶發生之機率，確保銀行債權，達到風險控管之目的。

關鍵字

現金卡；房屋貸款戶；羅吉斯迴歸分析

並列摘要

In the recent years, all leading government-owned banking institutions and domestic business banks have poured lots of efforts on the field of personal financial products, especially on consumer loans, which has become the key market battlefield and will become the major source of profits for all financial institutions. However, banks are now shrinking the line of credit owing to the event of Card Slaves Shock, which has hastened on strict bad debt regulations. Even those cardholders repaying due are involved into the Shock, thus their line of credit are greatly reduced. A market consumption lag has since appeared. Banks have earlier boosted the consuming capacity by issuing credit cards and cash cards, while they are now encountering possibilities of downgrading their well-reputed credit grading caused by a large amount of bad debts and indirectly increasing the delinquent loan ratio on housing.

Thus, with regard to the bad debts on cash card holders and housing loaners who also have cash cards and to the overdue repayment, it is worthy of deep investigation. Also, an auditing system for housing loans will be launched by analyzing the housing mortgages and loans. It is expected to have an objective evaluation on levels of applicants’ credit risk for banking reference so that loan breaches and bad debts can be reduced, crediting effects can be developed and managing performance can be promoted as well, all of which are contributive to the motives of this essay. The goals of this essay include:
1. to find out the key factors for cash card delinquent loans;
2. to start up an effective approval system for cash card application;
3. to have a multiple-model test on a logistic regression analysis and locate cash card holders vulnerable to overdue repayment so that banks may have a prudent review;
4. to trace out contributing factors for overdue repayment made by cash card holders who are also housing loaners;
5. to establish an approval system for housing mortgages and loans requested by cash card holders;
6. to have a multiple-model test on a logistic regression analysis and locate those being cash card holders and housing loaners vulnerable to overdue repayment so that banks may have a prudent review;
7. to identify possibilities of decreasing the rate of overdue payment made by loaners through the existing mechanism of investment and money planning so that the crediting effects can be developed and managing performance can be promoted as well.

The essay takes personal consumer loans of a Taiwanese medium business bank (in 36 branches nationwide) in 2003-2005 as the sampling source. The substantial results show that:
1. Reviewing the overdue risk on cash card holders, add five exogenous variables (i.e. holding number of cash cards, number of short-term loans, amount of short-term loan, number of long-term loans, amount of long-term loans) into endogenous variables for the logistic regression analysis. It is evident that the predictive accuracy rate is greatly promoted after the addition of the above exogenous variables, which are thus confirmed as the influential factors for loans fate. At the same time, financial institutions may take Model IV as a helpful reference to build up a crediting grader of automatic return, objectivity, efficiency and accuracy. The crediting staff can decide quickly and correctly on loans approval, loans amount and interest rate by means of the said grader. With these approaches, a dual gain can be achieved by promoting loans approval and lowering delinquent loan ratio.
2. Reviewing the overdue risk on the overlapping part between cash card holders housing loaners, a remarkable decrease in delinquent loaners can be seen provided with the addition of such three factors as conjoint loaners, concordant warranty and decrease in total loan amount (percentage of mortgages and loans). Further, banks’ creditor right can be protected to ensure a reliable risk control.

並列關鍵字

Cash card；housing loaner；logistic regression analysis

參考文獻

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