授信風險影響因素之探討-以汽車貸款為例

A Study of Main Influential Factors of Credit Risk in case of Vehicle Loan

謝忠榮(Hsieh Chung-Jung)

指導教授 ： 劉欽泉

亞洲大學/管理學院/經營管理學系碩士班/碩士(2004年)

摘要

國內汽車貸款經過近二十年發展，已經是一種成熟的金融商品，對消費者而言由於銀行競爭激烈，各方面條件與資訊，都比以往更為透明與有利。相反的，銀行間因為相互競爭，為爭取市場佔有率，往往置風險於不顧，不斷修改授信角度與政策，一窩蜂發展消費金融，高利潤的業務特性，漸漸的伴隨高風險的來臨。結果近者影響銀行的授信品質與獲利，造成逾期放款增加，遠者影響銀行整體經營風險，造成股東、存款戶、甚至整體金融體系之正常運轉，因此在推展金融產品業務的同時，如何提高銀行授信品質，改善放款決策，是金融業重要的課題。
有鑑於此，本文從個案銀行現行汽車貸款授信過程，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。本文應用統計學SPSS次數分配、均值分析、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，以性別、婚姻、職業、業務來源、貸款型態、擔保品、保證人及支票付款等變數所建構的模型，對汽車貸款業務品質改善具高度的解釋能力。對未來承作汽車貸款業務之銀行，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

汽車貸款 ； 授信風險 ； Logistic迴歸 ； 區別分析

並列摘要

With the development of nearly twenty years, the vehicle loan in Taiwan has become a well-developed financial product. As far as consumers are concerned, information and conditions are more preferable because of the sharp competition among banks. 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 SPSS 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, marriage statement, profession, business source, pattern of loans, guarantee, guarantor and paying by checks tend to explain the improvement of vehicle loan business well, which benefits banks preparing to manage vehicle 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

vehicle loan ； credit risk ； logistic regression ； multivariate discriminant analysis

參考文獻

8.李桐豪，「金融機構房貸客戶授信評輛模式分析 - Logistic迴歸之應用」，台灣金融財務季刊第一輯第一期，民國89年9月，p.1-p.20。

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