影響銀行房屋貸款信用風險評估因素之探討－以民營銀行為例

A Study on the Factors Affect Credit Risk Assessment of Mortgage Loan of Private Bank

高天助(Tain-Juh Kao)

指導教授 ： 劉立倫

中原大學/商學院/企業管理研究所/碩士(2010年)

https://doi.org/10.6840/cycu201000413

摘要

摘要
近年來，由於全球金融業的不景氣及次級房貸的影響，使得銀行在房屋貸款條件上及授信評估方式也帶來一些衝擊。然而台灣在消費者房屋貸款業務量年年成長之際，如何正確及有效率地審核授信之准駁，並做好信用風險控管己是刻不容緩的課題。
本研究遂針對房屋貸款信用風險評估因素，以借款戶因素、銀行審核因素、擔保品因素及市場影響因素作為主要研究構面，並採用模糊德菲法及模糊層級分析法以專家問卷方式確立各項指標權重及優先排序。
最後，研究結果顥示：以擔保品座落區域、借款人收入、負債、職業及政府政等五項評估指標權重合計即佔全體比重的67.8%，表示銀行對擔保品的座落區域是信用風險評估最為重視的一個項目，其次為借款人收入及負債，而對貸款額度、貸款利率、貸款期間相對權重最小。
本研究提出對銀行的經營建議為建立房屋貸款審核資訊系統及分析評估指標調整金融機構房屋貸款行銷方式。

關鍵字

模糊德菲法 ； 信用風險 ； 房屋貸款

並列摘要

Abstract
In recent years, due to the global financial industry downturn and the sub-prime mortgages, so banks in housing loans and credit conditions have caused some impact assessment methods. However, Taiwan's consumer mortgage business volume year by year, how to correct and efficient review of loan approval or rejection, and have good credit risk management was a pressing issue.
　　In this study, then housing loans for credit risk evaluation factors to borrowers factors, bank audit factor, collateral and market factors affecting factors as the main research aspect and using Fuzzy Delphi and Fuzzy AHP approach to the establishment of the expert questionnaire weight indicators and priority ranking.
　　Finally, the study suggests that: The collateral is located in the region, borrower income, debt, employment and government affairs of other five evaluation index weights together accounting for 67.8% of all proportion, said bank the collateral is located in the region credit The most important risk assessment of a project, followed by borrower income and debt, while lines of credit, loan rates, loans, the minimum period of relative weight.
　　The study pointed out the proposed bank's business loans for the establishment of housing information system audit and analysis of assessment indicators to adjust marketing housing loans of financial institutions.

並列關鍵字

Housing Loans ； Fuzzy Delphi ； Credit Risk

參考文獻

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