A銀行中彰地區中小企業授信風險因素之探討

A Study on the Default Risk Factors for Small Business in Taichung and Changhua Area- Case of A Bank

賴彥廷(YEN-TING LAI)

指導教授 ： 張阜民 ； 李瑞琳

朝陽科技大學/管理學院/財務金融系/碩士(2016年)

摘要

近年歷經亞洲金融風暴及歐債之後，銀行的經營安全深受各界矚目，尤其是以存放款利差為利基來源之銀行，其授信業務攸關銀行經營安全甚鉅，而中小企業高經營風險的特性更受關注，本研究以探討中小企業授信風險因素，以銀行徵授信所需之財務及非財務資料包括：企業基本資料、銀行往來資料、擔保品資料、財務比率資料及經驗值觀察等五大構面，以羅吉斯（Logistic）迴歸分析檢驗這五大構面對中小企業貸款違約風險之解釋能力。實證結果發現授信額度、職工人數、負責人從事本業年資、約當現金/總授信、銀行存款/總授信等五項授信風險因素具有顯著性。其中，授信額度越高、職工人數越少、負責人從事本業年資越短、約當現金/總授信越少、銀行存款/總授信越少，貸款違約可能性越大。對於中小企業授信而言，這些因素的資料有跡可尋且無法窗飾，是客觀合理之重要資料，建議銀行作為授信重要參考之依據。

關鍵字

中小企業 ； 貸款 ； 違約風險

並列摘要

After recent years had been through repeatedly the Asian finance storm and the European debt, bank management safe deeply attention from all walks of life, in particular take the funds on deposit advantage difference bank of as the advantage base origin, it gave the letter service matter bank management safely really great, but the small and medium-sized enterprise high management risk characteristic received pays attention,this research discussed the small and medium-sized enterprise to give the letter risk factor, drafted by the bank gives the letter to need financial and the non-financial material includes: The enterprise basic document, the bank intercourse material, collaterals material, the financial ratio material and the empirical value observation and so on five big construction surface, regression analysis examines these five big constructions by Luo Jisi the (Logistic) explanation ability facing small and medium-sized enterprise loan violation risk.The real diagnosis result discovered gives the letter specified amount, the staff population, the person in charge is engaged in the occupation period of service, when the cash/always gives the letter, the bank deposit approximately/always gives the letter and so on five items to give the letter risk factor to have the significance.Among them, when gives the letter specified amount to be higher, the staff population are less, the person in charge is engaged in the occupation period of service to be shorter, the cash/always to give the letter to be less approximately, the bank deposit/always gives the letter to be less, the loan violation possibility is bigger.Gives the letter speaking of the small and medium-sized enterprise, these factor material has the mark to seek also to be unable the window decorations, is the objective reasonable important material, suggested the bank achievement gives basis of the letter important reference.

並列關鍵字

Small and medium-sized enterprise ； loan ； violation risk

參考文獻

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