公股銀行放款集中度對經營績效及逾放之影響分析

The Effect of Bank’s Loan Concentration on Business Performance and Non-Performing Loan

劉雅鳳(Ya-Feng Liu)

指導教授 ： 李沃牆

共同指導教授 ： 林惠娜(Hui-Na Lin)

淡江大學/商管學院/財務金融學系碩士在職專班/碩士(2013年)

https://doi.org/10.6846/TKU.2013.00178

摘要

本文的主要研究動機是探討國內八家公股行庫對3D1S產業放款集中度與經營績效、逾放比之關係。在實證研究上，本文首先求出八家公股行庫對3D1S產業之放款集中度，再利用縱橫迴歸模型探討3D1S產業放款集中度的高低對公股銀行經營績效的影響，最後應用縱橫迴歸模型探討3D1S產業放款集中度高低對公股銀行逾放比的關係。
實證結果發現，3D1S產業放款集中度會影響銀行的經營績效及逾放比，且皆呈現顯著的正向關係，表示放款集中度確實有助於提升資產報酬率及淨值報酬率，收取大量的利息收入致銀行獲利能力愈好，然而放款集中在某些產業，造成信用風險集中度過高，導致逾放比相對也上升；備抵呆帳覆蓋率與銀行經營績效呈現顯著的正向關係，即銀行資產品質愈好，經營績效愈佳；存放比率對逾期放款率呈現顯著的正向關係，即放款比率愈高，發生不良債權的機會有可能愈大；資產規模與淨值報酬率、逾期放款率呈現顯著的正向關係，表示當銀行規模愈大，能夠貸放出去的金額相對較高，而收取利息的收入高致銀行獲利能力愈好，但相對的放款發生呆帳的機會愈高。

關鍵字

放款集中度 ； 縱橫迴歸模型 ； 逾放比 ； 經營績效

並列摘要

The article try to explore the relationship between loan concentration and business performance, NPL of eight domestic public shares of banks that loan to 3D1S industry. In empirical study, I firstly obtained the loan concentration of eight banks to the 3D1S industry, then apply the panel regression model to discuss the relationship between loan concentration and business performance, NPL, respectively.
The empirical results show that loan concentration of 3D1S industry has a positive significant affect on the bank's business performance and the NPL ratio. This means that the loan concentration does help to improve return of asset (ROA) and return of equity (ROE) through receive a lot of interest income. However, the loan concentrated in certain industries will result a high credit risk concentration and relatively high NPL ratio.
The allowances for bad debts and business performance shows a significant positive relationship. It implies that the better quality of bank assets, the better business performance.
The loan-to-deposit Ratio and NPL ratio presents a significant positive relationship, which means that higher loan-to-deposit ratio, the chance of occurrence of non-performing loans may be greater. Whereas the scale of asset and return of equity (ROE), NPL also shows a significant positive relationship, which implies that when the scale of bank is larger, will has a relatively high amount of loan and interest income, respectively. It will causes a relatively higher chance of bad debt.

並列關鍵字

Loan concentration ； Panel regression model ； Non-performing loan ratio ； Business performance

參考文獻

21.菅瑞昌(2003)，關係銀行、公司治理與銀行風險承擔行為之研

6.何喜將(2005)，公司治理機制與銀行風險承擔之實證研究，銘傳大

26.謝文馨(2009)，台灣地區銀行經營績效之分析-以泛公股銀行與民

20.董俊宏(2007)，逾放比、獲利力與經營績效相關性之研究-以國內

25.薛繼祖(2008)，本國銀行資金運用之研究-以損益兩平觀點，國立