銀行消費性貸款違約風險分析與二順位信貸之研究—以S銀行為例

Research of Analysis of Bank Consumption of Loan Risk and Second-Mortgage—using S bank as an example

游竣凱(Chun-kai Yu)

指導教授 ： 鮑世亨

淡江大學/商管學院/國際行銷碩士在職專班/碩士(2015年)

https://doi.org/10.6846/TKU.2015.00352

摘要

授信業務在銀行的諸多業務中，是主要的收益來源之一。銀行為了提高獲利紛紛投入開辦消費性信用貸款、二順位房貸等高利差產品專案，以增加銀行利差之收益。而本研究，針對國內知名S銀行小額信貸借款者，抽取有效樣本共計646份，運用SPSS統計套裝軟體，進行量化分析，發現「不動產設定」、「工作年資」與「年齡」此三項變數對於逾期行為之影響程度較高。也就是說銀行在辦理消費性信用貸款若有設定不動產第二順位抵押權、貸款申請人工作年資越長以及年齡越大，則較不易發生逾期行為。
而現今消費性信用貸款業務日益競爭激烈，在本研究中，社經地位較中、低階層的族群(意指年所得落在五十萬至一百萬之間，工作情況較不穩定，惟因借款人具有一定的經濟基礎，且與前職之工作內容具有關聯性者)，設計合宜的貸款方案，雖然本研究顯示工作年資落在三年以下，會導致逾期的比率較高，但如果針對此類借款申請者又能自願提出自住型的不動產供金融機構設定第二順位抵押權，加強銀行擔保之債權保障，應針對這類的客群設計不同的小額信用貸款商品，並且給予差別利率政策，或償貸期數之限制策略，方能提高金融機構的客戶量，以期能追求較高的獲利。

關鍵字

消費性貸款 ； 逾期 ； 違約 ； 羅吉斯迴歸 ； 二順位信貸

並列摘要

Credit extension is one of the main earning sources for banks among many businesses. In order to improve the profit, banks offer consumer credit loans and second-in-line mortgage and other high spread products. Based on the micro-finance borrowers of domestic well-known S bank, this study extracted 646 effective samples, using SPSS statistical software to conduct quantitative analysis, which found that the "real estate set", "seniority" and "age", the three variables have higher influence on the overdue behavior. That is to say, if the bank has set second-in-line mortgage of real estate, and the loan applicant has longer seniority and age, the possibility of overdue behavior is lower.
The consumer credit loan business has become increasingly fiercely competitive today. This study designed appropriate loan scheme for middle and low class groups (referring to those who gain yearly income between 0.5 to 1 billion, and are under unstable work condition, but because the borrowers have certain economic basis associated with previous job). Although this research shows that working seniority less than three years will lead to higher rate of overdue, if such loan applicants can voluntarily provide their owner-occupied real estate for financial institutions to set second-in-line mortgage, to strengthen the guarantee of bank creditor rights, then different micro-credit loan products with different interest rate policies or limited strategy of repaying periods should be designed aiming at this kind of customers, in order to pursue high profit.

並列關鍵字

consumption loans ； overdue ； breach ； Logistic Regression ； second in line credit

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