企業戶授信戶貸款違約預警因子之探討

The Factors in Predicting the Corporate Default on the Loans with a Business Bank as an example

楊忠雄(Chung-Chiung Yang)

指導教授 ： 柯冠成

國立暨南國際大學/管理學院/財務金融學系/碩士(2014年)

摘要

近年來因金融機構家數眾多競爭激烈，使得經營環境日益困難。如何提高授信品質、降低逾放比率及呆帳產生，為銀行業重要之課題。
本研究係以個案銀行之企業授信戶案件實證分析，自成立預警制度至今取得547筆相關資料，並透過 Logistic 迴歸模型實證分析，整理出預警因子變數之發生、與是否進行追償之相關性，藉以建立量化之評斷分法。
由本研究結果發現：個案銀行納入預警機制之企業授信戶其預警因子有：1.逾5日未繳息且非訴訟案件、2.信保基金案件符合期中管理通報條件、3.擔保與否共三項變數，對於進行追償之機率有相當的解釋能力。
其結果顯示在此國內銀行加強管控授信品質之同時，此研究結果可作為銀行制定預警機制之重要參考。

關鍵字

本國銀行 ； 貸款違約 ； 羅吉斯迴歸

並列摘要

Due to the fierce competition of the abundant financial institutions in recent years, the business environment is becoming more and more difficult, therefore, the most important topic for the banking sectors is how to improve the credit quality, reduce the overdue ratio and bad debt.This research is on the basic of the bank’s empirical analysis of the enterprises’ credit cases, since the establishment of early warning system, the bank has obtained 547 copies of related information, and through logistic regression mode of the empirical analysis to make up the variable occurrence of early warning factors and the dependency of whether to recover the compensation or not. Thus, the quantitative method of analysis can be established.By the results of this study we found that: the warning factors that the commercial bank fits into early warning mechanism of enterprise credit door are as follows: 1.pay no interests exceed 5 days and non-litigation case. 2. The corporation fund case in line with the interim management report condition.3. Guarantee or not are totally three variables and has a considerable explanation ability for recovery.The result shows that the research result can be an important reference for bank early warning mechanism establishment during the time that domestic bank strengthens the control of credit quality.

並列關鍵字

national bank ； Default on the loans ； Logistic Regression

參考文獻

參考文獻

壹、中文部份

1.中華民國銀行公會（1999），中華民國銀行公會會員授信準則。

2.中華民國銀行公會（2005），中華民國銀行公會會員徵信準則。

3.王律文(2009)，金融機構對企業授信評估因素與逾期風險之相關性實證研究，朝陽科技大學保險金融管理系碩士班碩士論文。