English  |  正體中文  |  简体中文  |  Items with full text/Total items : 74010/74010 (100%)
Visitors : 24632934      Online Users : 397
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version

    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/63683

    Title: 消費性信用貸款授信評量模式之研究;The Research on Evaluating the Risk of Consumer Loans
    Authors: 莊士玄;Chuang,Shih-hsuan
    Contributors: 產業經濟研究所碩士在職專班
    Keywords: Logit迴歸;Probit迴歸;違約機率;鑑別分析;discriminate analys;logistic regression analysis
    Date: 2009-07-22
    Issue Date: 2014-05-08 15:16:04 (UTC+8)
    Publisher: 國立中央大學
    Abstract: 銀行業對於貸放後之管理歷來並未加以重視,致使傳統銀行管理中對於核貸後之客戶僅有違約戶之催收機制,而缺乏覆核管理、還款行為分析等機制,在現今銀行業面臨獲利不穩、市場競爭激烈之環境下,各家銀行除不斷向外開拓客源以提升盈餘成長外,亦應掌握內部獨有之大量客戶資訊,進行核貸後之客戶管理、開發與應用,尤其在銀行業務中佔極重要貢獻之消費者貸款,在雙卡風暴衝擊之下,主管機關要求各家銀行對於核貸戶建立覆核機制,更突顯出貸放後管理之刻不容緩。惟消費者貸款業務具有金額小、筆數多等特性,銀行業如何在最低成本與最高效率之衡量下,達成主管機關之要求,並提升風險管理與業務發展之平衡,為現今銀行業者經營之首要課題。
    ;Having not yet considering much on consumer loan management, the banking set few functions on debt-collection for past due loan customers but lack such functions for review management and payment behavior analysis. Nowadays, the banking should know how to manage, explore and apply his unique internal information related to large credit underwriting customers under the circumstances of unstable profit and intensely competition, especially when the consumer loans contribute major profit for him. Because consumer loans have the characters of small amount and numerous accounts, the trade-off between risk management and profit development has become primary issue for banking under the consideration of lowest cost and highest efficiency.
    This research studies the risk factors of past due loan based on one commercial bank data. Three methods are used for this research. There are logistic regression analysis, discriminate analysis and probit regression analysis. The results shows that academic degree, loanratio, wordingyear, cardusesum, latetime, checknum, loanyear affected a lot on such kind of past due loan. Besides, by using above-mentioned methods to attest the accuracy of factors, the correct percentage of each model are closely, that are 72.2% of logistic regression analysis, 71.15% of discriminate analysis and 72.2% of probit regression analysis. The difference among these analyses is very little, but the logistic and probit regression analysis performs the same predict ability.
    The hit rate of contract violated ratio model could apply to the banking practical application to get the adequate balance between credit policy and risk control. The bank fully discloses the risk level of loan quality management in order to stabilize the performance and compliance the regulatory.
    Appears in Collections:[產業經濟研究所碩士在職專班 ] 博碩士論文

    Files in This Item:

    File Description SizeFormat

    All items in NCUIR are protected by copyright, with all rights reserved.

    社群 sharing

    ::: Copyright National Central University. | 國立中央大學圖書館版權所有 | 收藏本站 | 設為首頁 | 最佳瀏覽畫面: 1024*768 | 建站日期:8-24-2009 :::
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 隱私權政策聲明