- 學位論文
我國銀行企業金融客戶違約之研究-以B銀行為例
The Business Financial Study of Clients Default in Taiwan’s Bank- The Example of Bank B
摘要
授信為銀行主要資金來源的業務之ㄧ，在消費金融授信激烈競爭與各家銀行蠶食之下，已無過往豐厚之獲利能力，各家銀行逐漸將焦點轉移在企業金融方面，有鑑於此，企業金融授信在違約風險上亦逐漸提高。本研究以B 銀行企業金融授信放款客戶為研究樣本，探討造成違約風險的變數，以及高違約風險行業；應用統計方法之區別分析以及Logistic Regression 分析，來分別進行探討。 實證結果發現，區別分析以及Logistic Regression 分析所得結果相同，影響違約與否的顯著變數為貸放利率，顯示貸放利率愈高愈容易產生違約風險，呈高度正相關；而製造業第二類（金屬相關製造業）和零售業則為高違約風險行業。在簽定企業金融授信契約時，因客戶資料以及契約內容不同，貸放利率也跟隨不同，在面對高違約風險客戶時，則必須更謹慎去檢視其財務狀況、擔保品以及信用狀況等可能影響信用風險之因素。
並列摘要
Loans, one of the activities, has become the main financial resource of the banks. Under the heavy competition of consuming financial loans and divided by every bank, there is not much profit left as usual. The banks gradually shift their focus to business financial, because of this, the risks of default raised gradually too. This research takes F bank as the research sample for business financial loans, to study the factor of default, and the business of high risk of default. Using statistic’s Discriminant Analysis and Logistic Regression to analysis and study. The result is the same with Discriminant Analysis and Logistic Regression, the influence default or not reveals the variable is the loaning out interest rate, demonstrated the loaning out interest rate higher is easier to produce defaults’ risk, assumes highly connected; But the manufacturing industry 2nd kind and the retail trade for high default the risk business. Gives the letter contract when the business financial, because the customer material as well as the contract content are different, the loaning out interest rate also follows differently. While facing the clients of high risk default, we should examine their financial status, collateral and credit situation more carefully, and other factors which might affect risk of credit.