論文提要內容: 從事銀行放款業務多年,深知放款團隊之績效對銀行的獲利能力佔有舉足輕重的地位。唯放款績效受到的市場牽動性頗大,銀行本身的授信政策擬定之限制程度多寡也成為影響放款量的重要因素。過猶不及皆會影響銀行的獲利能力。若授信政策過度嚴謹,業績撥款量勢必造成影響。反之過於寬鬆則較容易產生逾期放款。房價的波動對銀行放款量的改變,影響力最大也最即時,銀行放款成數的高低對放款量的多寡也極具影響力,本研究考量區域性與文化背景差異,以鄰近台灣的亞洲國家進行研究。 本文主要在研究房價變化率(△HP)以及房價變化量與銀行放款成數交乘項(△HP *LTV)對商業銀行績效表現之影響,資料期間為2002年至2009年,研究地區為亞洲10個國家共計134家商業銀行的年資料。選取商業銀行中符合ROA<3%、ROE<15%、CAR<30%的銀行進行研究。運用普通最小平方法(OLS)將核心變數房價變化量(△HP)及房價變化量與銀行放款成數交乘項(△HP*LTV)以及其他重要解釋變數放入模型中,分別討論對ROA(Return on Asset)、ROE(Return on Equity)、NPL (Non-performing Loan Ratio)的影響。 本研究產生四個主要結論。結論一,房價變化量 (△HP) 對ROA與ROE有正向影響且具有顯著關係。結論二,房價變化量 (△HP)對逾放比有負向影響且影響關係非常顯著。結論三,銀行放款成數超過7成將減緩房價變化量與銀行獲利的正向關係故為負向影響且具有非常顯著關係。結論四,銀行放款成數超過7成將增強房價變化量與逾放比的負向關係且具有非常顯著關係。 關鍵字:房價、銀行績效、逾放比
In bank lending business for many years, lenders know that the team performance of the profitability of the banks play a vital role. CD loans affect sexual performance by a considerable market, the bank's own level of credit limit the amount of policy making has become an important factor in the amount of loan. Too far would affect the bank's profitability. If the credit policy is too stringent, the amount of performance funding will inevitably be affected. On the contrary too lenient were more prone to overdue loans. The volatility of prices changes in the amount of bank lending, the most influential and most immediate, the percentage of the level of bank lending depends on the size of loans is also extremely influential, this study considers the regional differences and cultural backgrounds, to neighboring Asian countries, Taiwan Research. In this paper, the rate of change in the study house (△HP) and the price variation into several cross-bank lending, by item (△HP*LTV) on the impact of commercial bank performance, data period 2002-2009 to study the region A total of 10 countries in Asia 134 years of data of commercial banks. Selected commercial banks in line with ROA <3%, ROE <15%, CAR <30% of the banks studied. Using ordinary least squares (OLS) the change in the core variable rate (△HP) and the price variation into several cross-bank lending, by item (△HP*LTV) and other important explanatory variables into the model, are discussed on ROA (Return on Asset), ROE (Return on Equity), and NPL (Non-performing Loan Ratio). This study produced four main conclusions. Conclusion First, the price variation (△HP) of the ROA and ROE has a positive impact and has a significant relationship. Conclusion Second, the price variation (△HP) of the overdue loan ratios have negative impact and affect the relations are very significant. Conclusion Three, bank loans become more than 7 percent volume and price changes will mitigate the positive relationship between bank profitability was negatively affected and it has a very significant relationship. Conclusion Four, the banks into lending more than 7 percent will increase the price variations and the negative relationship between performance ratio and has a very significant relationship. Keywords: Prices, bank performance, NPL