客戶貢獻度對消費金融及不動產授信違約與提前清償之實證研究

An Empirical Study of Client Contribution on Consumer Credit and Real Estate Loan Default and Prepayment

曾秋華(Chiu-Hua Tseng)

指導教授 ： 柯俊禎 ； 張阜民

朝陽科技大學/管理學院/財務金融系/碩士(2011年)

摘要

提前清償對於銀行資金流動性非常重要。當不動產抵押貸款人加速償還貸款，將使銀行發生資金流量與利息收益不確定因素風險，而不動產違約則直接影響銀行業淨值。
近幾年金融業在面對經濟不景氣，失業率攀高，房價居高不下，存放款利差縮小下。除風險意識考量外，各銀行已逐步建立客戶關係管理，整合多元化行銷，除了增加手續費收入外，亦能探討客戶貢獻量。所謂虧錢生意沒人做，在銀行角度如何創造客戶價值並提升客戶貢獻度，並在可容忍的風險下尋找好的客戶，為銀行經營者一直在思考和解決的問題。故本研究擬針對影響違約與提前清償因素探討，並加入客戶貢獻度，作為銀行授信審核參考。
本研究主要以國內大型某銀行(中區)房屋抵押貸款授信客戶為研究對象，資料範圍自 1991年 12 月 1 日至 2010 年 12 月 31 日，共 1600 筆房屋抵押貸款案件。其中正常貸款案件共計 1236 筆，逾期及提前清償共計 364 筆，利用存活分析法-Cox迴歸模型進行分析。結果顯示，在提前清償方面，年齡、利率、貸款期限、貸款成數、持有信用卡、寬限期、失業率、貢獻度均為呈現顯著性；另違約部分，性別、婚姻狀況、貸款總額、未償還餘額、貸款期限、持有信用卡、寬限期、失業率、貢獻度均呈現顯著性。

關鍵字

存活分析法 ； 客戶關係管理 ； 客戶貢獻度 ； 提前清償 ； 違約

並列摘要

Prepayment is important for the liquidity of the bank. The Uncertainty danger of liquidity and interest income will occur in the bank when the borrower of real estate mortgage speed up repayment of his loans, and the real estate default will affect net present value of the bank directly.
In recent years, financial industry was confronted by the economic downturn, rising unemployment, high house price, narrow spread between deposit and loan. In such adverse financial environments, in addition to consideration of risk awareness, the banks have been gradually established customer relationship management and the integration of multimarket. That will increase fee revenue and explore the contributions of the customer. From the bank’s view, how to create customer value, enhance customer contribution, and look for a good customer under some tolerable risk were the problems that bank managers were still thinking and solving. Therefore, the research will discuss the impact factors of default and prepayment. In addition, we also include the contribution of customers as the credit verification of the bank.
The research is focus on mortgage loan customers in a large bank (central region in Taiwan), the data range is from December 1, 1991 to December 31, 2010, a total of 1600 cases of mortgage loan. We use survival analysis method based on Cox model to analyze 1236 cases of normal loan and 364 ones of overdue and prepayment. The results show that age, interest rate, loan period, percentage of loans, a credit card, a grace period and the unemployment rate, present significant contribution in the parts of prepayment; another parts of breach of contract, sex, marital status, mortgage loans, outstanding balance, a credit card, a grace period, the unemployment rate, showed a significant contribution.

並列關鍵字

survival analysis method ； customer relationship management ； contribution of customer ； Prepayment ； Default

參考文獻

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