現金卡信用評分模型之建立與風險管理

由於消費意識改變，近年來許多金融業莫不追隨這股改變潮流而有許多創新的產品問世，其中尤以現金卡為近年來具代表性的產品，開辦初始現金卡的確為許多金融機構帶來出乎意料的收入，但隨著各家銀行爭相承作造成客戶信用過度擴張，平均逾放比率高掛不下，各金融機構也漸顯出其風險控管系統的薄弱。　　有鑑於此，本研究乃由此觀點出發，針對現金卡族群，以實證方式探討真正影響其是否違約的因素，其中又將影響違約變數區分為人格特質構面以及貸放後往來信用資料構面，企圖以外顯的貸放前之人格特質分析，加上貸放後的主動式信用管理，來建構出一個合於現金卡產品的信用評分模型。實證分析結果如下：１．影響現金卡客戶是否違約之本質風險特徵變數：在人格特質構面的部份發現收入類型、年收額、學歷以及案件來源等四項為申請書表上影響授信品質的主要因素；在貸放後往來資料上有最後授信額度、初次貸放額度、短貸筆數、額度調高倍數、收入貢獻比率等五項。２．在貸放後的主動管理方面：舊有文獻上多忽略此部份，但實證顯示主動式的債權管理對於貸款風險管理的成敗具有相當程度影響力，本研究特別對現金卡獨有的「中途授信」制度作檢核動作，發現銀行對於客戶的初次貸放額度、最後授信額度、額度調高倍數、短期貸款筆數及收入貢獻比率亦與是否逾期有相當關聯。３．實證證明授信的風險管理層面不應侷限於申貸當時的客戶條件，而應延伸到日後的持續管理，並隨時檢討修正決策的方向，金融業若能秉持如此積極的風險管理態度，將更能使永續經營的理念落實，成為社會上的穩定力量。４．此外，政府的各項法令政策牽制著金融業的經營效率，建議賦予銀行更寬廣的授信裁量權，使銀行對債權的後續管理更有積極發揮的空間，如此一來將使得風險管理的發展更加完整而快速。

關鍵字

消費金融；現金卡；中途授信；風險控管；逾放比

並列摘要

Cash-Advance Card is among the typical trendy products brought to the market by many financing businesses here in Taiwan in the last years to answer the needs arise following the change of consumer awareness. Indeed at the beginning stage the sales of cash-advance card creates unexpectedly fruitful margin to these financing businesses however, following the high level NPL (non-performing loan) ratio remaining unchanged as a result of excessive expansion of granting the credit line to the customers under the banks’ competing promotion policy, the financing institutions gradually find it inevitable to expose their shortfall in risk monitoring and controlling systems. In view of these, the present study aims to explore the said issue, through empirical methods, by locating the factors leading to the contract violation for most of the cash-advance card users. The study, by putting variables influencing the contract violation into two aspects: the static aspect, i.e. before-loan personality characteristics, and the dynamic aspect, i.e. after-loan banking credit data, tries to formulate and establish an optimal credit scoring model tailored to the unique cash-advance card products in Taiwan, on the ground of firstly conducting a customer personality characteristics analysis before-loan and secondly implementing a proactive customer credit status management. The study finds the empirical analysis results as the follows: 1. The variables affecting principal risks of cash-advance card customer’s contract violation: In personality characteristics aspect, the present study finds that the major factors affecting credit granting quality and available in the subscribing application form are the four items: income pattern, annual income, education level, application source route. In after-loan banking credit data aspect, the study finds five affecting factors, namely: finalized credit line, initial loan line, batch of short-term loan, credit line multiplication ratio, income contribution percentage. 2. Emphasis on After-loan Proactive Debt Management: This is the most frequently overlooked area in the existing literature according to the literature review, however, empirical approaches demonstrate that after-loan debt management of proactive type is definitely influential to the effectiveness of credit line risk management. The study especially puts focus on checking and verifying the “interim credit line granting” practice found uniquely exclusively in cash-advance card management and finds that there are correlations between customer’s overdue payment and the bank’s finalized credit line, initial loan line, batch of short-term loan, credit line multiplication ratio, and income contribution percentage. 3. Proposal on Continuing Consecutive Credit Risk Management: To the results found through empirical method, the risk management area shall not be confined to the loan seeking customer’s initial conditions or status and shall be well expanded to areas including “continuing consecutive management” and reviewing and modifying the decision making direction timely. The study believes that the financing businesses will not only realize their ideal of sustained operations but also serve as a stream of force contributing to the social stability. 4. Proposal on Further Releasing Credit Line Discretion to Financing Institutions: The study also finds that the governmental authorities and agencies influence the operation performance of financing businesses with their regulations, orders and policies. Fortunately enough the study finds that in recent years the authorities or agencies have been redirecting towards the management models that vest banks larger range of credit line discretion. This will definitely give the banks more room to optimize their continuing consecutive debt management and this, in turn, will add extra supportive forces for risk management domain to develop not only more wholesomely but also more efficiently.