改善現金卡不良債權之研究

A Study of Reducing Non-Performing Loan on Cash Card

陳建宇(Chien-Yu Chen)

指導教授 ： 黃明達

淡江大學/管理學院/資訊管理學系碩士在職專班/碩士(2012年)

https://doi.org/10.6846/TKU.2012.00524

摘要

財政部於1992年核准開放民營銀行設立，台灣金融市場進入戰國時代，隨著經歷1997年亞洲金融風暴，金融機構信用過度擴充，企業紛紛倒閉、資產價格泡沫破滅，金融機構的逾放比迅速攀升、嚴重侵蝕獲利後，及2005年雙卡卡債事件，從由原本單純的金融事件，演變成社會問題，甚至對經濟發展造成衝擊。在整體經營環境不佳的微利時代，改善不良債權比率，減少銀行呆帳損失，乃本研究之目標。
本論文主要在探究現金卡發生逾期情形之持卡人特徵，是根據C銀行之2009年1月到2010年12月實際貸放且曾動用的現金卡6,039筆客戶基本資料，及聯合徵信中心的資料，找出影響客戶違約之預測變數共17項，利用Logistic Regression統計分析，找出影響客戶違約繳款之重要因素。
本實證研究發現顯著的變數有六個：教育、公司類別、婚姻、年齡、性別、職業類別，其中未婚男性、學歷在高中以下、年齡29歲以下、職業類別為建設業或服務業，有較高的風險發生不良債權。
本研究同時也發現，已婚女性、30~39歲、職業類別為金融業、電子業、教育機構，公司類別為上市櫃、知名企業，擁有不動產等特徵的客戶為現金卡的優質客群，建議銀行針對此類客戶加強行銷，以強化銀行獲利。
本研究結論提供銀行經營管理及風險控管之參考，進而強化銀行整體經營績效與競爭優勢。

關鍵字

現金卡 ； 不良債權 ； 羅吉斯迴歸分析

並列摘要

After the Ministry of Finance permitted private banks in 1992, Taiwan's financial markets started to become competitive. As the result of Asia Financial Crisis in 1997, credit over-expansion, bankruptcy of many enterprises, assets inflation, rapid increment of overdue loans (which caused serious impact on profits), and the dual-card debt event in 2005, many financial-related issues has been changed to social problems, moreover, had harmful influence on economic development. In the period of economic recession with meager profit, the reduction of non-performing loan and bank’s bad debts become the main goal of this study.
This thesis is aiming at investigating the characteristics of those cash card holders with overdue payment issue. The studying is conducted based on the data of Joint Credit Information Center as well as the 6,039 client records in Bank C (from Jan 2009 to Dec 2010) with valid and used cash cards. From these two data sources, 17 predictive variables, which cause the breach of contract, have been identified. Furthermore, by the means of Logistic Regression statistical analysis, several important factors resulting in overdue payments are classified as well.
There are six significant variables that will influence the possibility of overdue payments, i.e. education, company type, marriage, age, gender, and occupation. After the statistical analysis, it has been found that there is higher risk for those unmarried men under 29 years old with education below high school, work in construction or service industry to defer the cash card payment.
The study also discovers another customer pool with punctual payment. Therefore, banks are suggested to focus more on the long-term relationships and marketing strategies with such clients in order to strengthen the profitability. The characteristics of this customer pool are:
1.Married women
2.Age between 30 to 39 years old
3.Have real estate
4.Work in financial industry, electronics industry, or educational institutions
5.Work for listed or OTC companies or other well-known companies
The conclusions of this study provide a reference of bank management and risk management, moreover, strengthen the bank's overall business performance and competitive advantage.

並列關鍵字

Cash Card ； Non-Performing Loan ； Logistic Regression

參考文獻

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