總體經濟對本國銀行中小企業放款影響之研究

本文主要在探討重要總體經濟變數與本國銀行對中小企業放款量之間的關聯程度，以及預測未來二年(即2019年與2020年)我國北部、中部、南部地區市場本國銀行對中小企業的放款量各為若干。經以灰色關聯分析(Grey Relational Analysis)方法和灰色預測GM(1,1)模型實證得知，無論是2008年金融危機發生之前或之後，無論是北部、中部或南部地區市場，「匯率」及「利率」是對本國銀行中小企業放款量的動態具關鍵性影響的總體經濟變數。此外，我國中小企業放款市場將持續擴大，預測本國銀行對中小企業放款量將於2020年突破新臺幣7兆元，其中北部地區本國銀行對中小企業之放款量年增率將大於整體市場、南部地區市場之年增率則為三區之末並且小於整體市場。本文的結果除了可以補充過往文獻之不足外，亦可提供臺灣銀行產業做為策略發展的參考訊息。

關鍵字

灰色關聯分析；灰色預測GM(1,1)模型；中小企業放款；本國銀行；總體經濟變數

並列摘要

The purposes of this study are to explore the impacts of macroeconomic factors on domestic banks’ loans to SMEs, and forecast, respectively, the amounts of domestic banks’ loans to SMEs in northern, central and southern Taiwan for the next two years (2019, 2020). Grey relational analysis and grey forecasting model GM(1,1) are applied to conduct empirical studies. The results show that whether before or after the 2008 financial crisis, and whether in northern, central or southern Taiwan, “exchange rate”and“annual rate of interest”are the most crucial macroeconomic factors affecting the amounts of domestic banks’ loans to SMEs. In addition, we also find that the market of domestic banks’ loans to SMEs in Taiwan will continues to expand in the future. The estimated the amounts of domestic banks’ loans to SMEs will increase to more than NT $7 trillion in 2020 in Taiwan. Annual growth rate of SME loans in domestic banks in northern Taiwan will be rapidly increasing and higher than it in the overall market. In southern Taiwan, the annual growth rate of domestic banks’ loans to SMEs will be the lowest among the three regions. The above results not only fill to the theoretical gap, but also provide reference information for the development strategy of banking industry in Taiwan.