銀行資本適足率對逾期放款比率之影響

臺灣的銀行業在經歷金融自由化、民營銀行開放與金融法令修訂等過程後，造成國內的銀行家數增加，銀行間競爭更加激烈，但在經歷西元1988年的亞洲金融風暴後，國內許多企業經營不善，導致社會中失業率攀升更使得國內金融機構總體逾放比率也逐年上升，政府擔心此結果會導致金融機構獲利能力降低，進而產生金融危機，故對銀行的逾期放款金額也更加注意。過去研究顯示，影響其逾放比之因素，除了總體經濟因素之外，且有銀行本身之特性因素，故本研究採用縱橫平滑移轉迴歸之模型，並使用資本適足率作為銀行經營風險之門檻變數，選用國內25家銀行做為樣本，而本研究之目的主要為銀行分析在不同資本適足率之下，其對企金逾放比、住宅逾放比及消金逾放比之差異。其研究結果顯示，在不同資本適足之下，其變數對其逾放比之影響也會有不同的結果，且其住宅逾放比與企金逾放比、消金逾放比兩者結果有明顯之差異，這可能是由於臺灣ㄧ般民眾對於住宅及房屋借款較其他兩者來的重視，故導致其住宅逾放比結果之不同。

關鍵字

逾期放款比率；縱橫平滑移轉迴歸模型；資本適足率

並列摘要

In the experience of the global financial market interest rates decline and the Asian financial crisis, various domestic enterprises of poor management, leading to rising unemployment in the society, but also makes the overall non-performing loan ratio of domestic financial institutions also increased year by year. The Government is worried that a financial crisis, but also pay more attention to their bank the amount of overdue loans. This study uses Panel Smooth Transition Model, its main objective was to investigate the banks risk difference Taiwan domestic NPL ratio of influencing factors and to develop recommendations. The results show that its variable impact on that its non-performing loan ratio will have different results in different capital adequacy, Residential non-performing loan ratio is different from the other two results, this may be the people of Taiwan for residential loans importance than the other two, lead to the result of the different residential non-performing loan ratio.