房貸違約風險因子分析-以國內某一銀行為例

The Study on the Default Risk Factor for Mortgage Loans：An Example of a Domestic Bank

陳鈞鎮(Wayne Chen)

指導教授 ： 陳文郎

健行科技大學/商學院/國際企業管理研究所/碩士(2011年)

https://doi.org/10.6824/UCH.2011.00032

摘要

近期政府為了抑制國內房價不斷上漲的問題，祭出一系列調控措施，包括財政部研擬課徵「奢侈稅」，在不動產方面，凡持有不到一年就出脫「非自用住孛」，將以出售的實際價格課徵15%的稅，持有不到兩年就出售，則課徵10%的稅，以針對頻繁轉手的投資客開鍘；中央銀行自2010年6月底實施信用管制措施及緩步升息政策，並擴大房貸管制範圍，嚴格限制各區域之貸款成數；且借款人的定義，由原先的自然人，擴大至自然人和公司法人一併適用，防堵投資客藉公司名義，行炒房之實。此外中央銀行亦於2011年3月開始對金融機構承作土建融祭出相關限制，包括未附興建計畫者，金融機構不得受理貸款；以及貸款額度不得超過借款人取得成本，或金融機構鑑價金額較低的6.5成，其中1成，應待動工興建後才能撥款。對於政府房市管制措施一波接一波，國內銀行也開始警備，預期房價恐下修，不僅大型行庫調降放款成數，鑑價成數也下修，甚至民營銀行也跟進，提高戒備，以防房價下挫風險，以及房屋貸款可能發生違約之風險。因此，為降低房價下挫及違約之風險，銀行必頇擁有客觀且具體的授信品質，才能維持良好之授信品質。
有鑑於此，本文從個案銀行現行房屋貸款授信過程，依貸款戶所提供之資料及授信所考慮的各項變數進行實證，作有系統分析與探討，從中發現最足以影響授信風險與逾期發生之主要因素，供授信部門於政策制定時參考。並依此建立一套風險管理的預警模式，以降低授信戶逾期呆帳的機率。
本文應用統計研究方法包括次數分配、平均數分析、卡方檢定、相關分析、Logistic迴歸及多變量區別分析等方法將影響逾期發生之重要因素作分析比較。結果顯示，借款人性別、擔保品類型、擔保品座落地點及貸款利率等變數所建構的模型，對房屋貸款業務品質改善具高度的解釋能力。對未來承作房屋貸款業務之銀行，應有相當助益。金融機構或授信主管得以此來評估貸款戶之授信風險程度，提高授信品質並減少作業疏失，對風險的管理也將更準確與有效。

關鍵字

房屋貸款 ； 授信風險 ； Logistic迴歸 ； 區別分析

並列摘要

Recently, the government in order to solve the problem of rising domestic prices in real estate, dishing out a series of control measures, including the Ministry of Finance develop imposed "luxury tax", in real estate. However, the competition among banks makes them try their best to fight for more market share disregarding risks. That is, they adjust their view of credit and policies constantly, following the herd instinct to develop consumer finance. Yet, what follows this business with large interests is high risk. As a result, the instant impact is the negative effect on the quality of bank’s credit and profits. What comes later is the increase of the general managing risk of banks and the damage to the normal management of financial system, including shareholders and depositors. Hence, when we promote the business, it is an important issue for financial circles how to raise the quality of bank’s credit and improve the policy decision of granting loans.
In view of that, this paper will examine the credit process of granting loans in case bank, doing example study according to the information provided by accommodators and the variables considered in credit. By systematic analysis and survey, this paper will find the main factors influential credit risk and delinquency, providing credit department as reference when making policies and set up a forecast model of risk management to decrease the probability of bad debts.
This paper applied statistics methodology means of frequencies、mean analysis、chi-square test 、correlations analysis、logistic regression and multivariate discriminant analysis to analyze influential factors on occurrence of delinquency. According to the analysis, the model constructed by variables of sex of the borrower, collateral type, location of collateral and loan interest rates variables tend to explain the improvement of mortgage loan business well, which benefits banks preparing to
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manage mortgage loan business. Besides, directors of financial organization or credit officer can do risk analysis of accommodators accordingly, raise the quality of credit and decrease operation flaws, which is helpful to risk management.

並列關鍵字

Mortgage Loan ； Credit Risk ； Constellation ； Logistic Regression ； Multivariate Discriminant Analysis

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