競爭、往來關係與銀行授信行為之研究

Competition, Relationship and the Behavior of Bank Loan

陳錦村(Jing-Twen Chen)

《中國財務學刊》 5卷3期 (1998/01) Pp. 61-90

https://doi.org/10.6545/JoFS.1998.5(3).4

摘要

近年來逾放比率屢創新高、金融風暴層出不窮，導致各銀行面臨相當可觀的授信風險。因此，新銀行開放民營所造成競爭情勢的劇烈變化，是否顯著地衝擊擔保與信用案件、中大型與小型公司之授信行為，乃成為本研究主要的探討重點。實證結果發現：（1）不論開放前後，凡屬於往來關係良好的貸款，其大體均有助於貸款利差之降低；但對於額度需求，則僅於開放之後銀行才積極對往來密切客戶作回應。（2）設若將開放民營後之樣本區分為擔保與信用兩類，則發現利潤貢獻高低均有助於降低此二類別之貸款利差，且該指標在額度大小的影響上，顯示「信用貸款顯著異於擔保貸款、中大型公司顯著異於小型公司」之結論。（3）不論擔保與信用、或中大型與小型，投資機會依賴度均顯著地影響借款額度。（4）大致上言，信用案件與小型公司貸款著重於資產風險；擔保案件則與擔保比例同步；中大型公司乃偏重在資產週轉率、淨值報酬率與資產規模三項指標。

關鍵字

參與管制解除 ； 往來關係 ； 授信風險 ； 信用評分制度 ； 擔保比例

並列摘要

The purpose of this paper is to examine the interaction among competition, relationship and the behavior of bank loan. Based on the empirical results, my evidence shows that (1) Banks may not concern the clients relationship with the line of credit which may decrease credit risk before deregulation of setting up a new bank. (2) Customers profitability contribution may significantly affect on credit line and interest spread after deregulation of entry barriers due to the increase in competition. (3) Investment opportunities may significantly affect the line of credit on the passage of the deregulation of commercial bank entry barriers. (4) Banks may pay more attention to evaluating asset risk of their customers only in the case of unsecured loans and small-sized firms. Examining secured loans, banks may especially concern clients' loan-to-value. This paper also finds that turnover on assets, return on equity and size significantly affect the credit line and interest spread when examining large company's samples.

並列關鍵字

Credit Risk ； Credit Scoring System ； Deregulation of Entry Barriers ； Loan-to-Value ； Relationship