移送信保基金案件違約因素分析-以L銀行個案為例

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題名:	移送信保基金案件違約因素分析-以L銀行個案為例
作者:	許惠琪;Hsu, Hui-Chi
貢獻者:	財務金融學系在職專班
關鍵詞:	中小企業貸款違約;信保基金
日期:	2020-07-20
上傳時間:	2020-09-02 16:45:42 (UTC+8)
出版者:	國立中央大學
摘要:	本篇論文主要探討影響中小企業貸款違約事件發生之因子，以L銀行移送信保基金貸款個案檢視對逾期放款可能影響之因素，並以2012~2013年送信保基金貸款戶之歷史資料為樣本，針對企業成立年數、負債比率、營授比率、公司資本額、員工人數、負責人性別、報稅營業額、信保核保成數及核保額度等9項變數進行實證分析，找出顯著影響中小企業違約之因子。個案研究發現，貸款戶公司快速成長及短期內融資額度大幅變化應深入了解，並審慎評估，以降低授信風險。實證結果顯示，無論以t檢定或邏輯斯迴歸分析，成立年數、員工人數、核保額度及核保成數等四項變數，皆與違約機率呈現顯著負相關，且與個案結果相符;而企業資本額及報稅營業額之分析結果，顯示過往對於企業規模大、營業額高就是優良企業，其貸放風險偏低之認知需重新檢視。;The goal of the paper is to examine the factors that affect the small and medium enterprises (SMEs) to occur default events. To find the factors that may affect the overdue loan, the paper analysis two cases of the bank L. Moreover, the paper take SMEs apply for credit guarantee fund from 2012 to 2013 as a sample, selecting nine of variables: the number of years of establishment, debt ratio, business finance ratio, amount of capital, number of employees, gender of the owner, sales revenue, credit guarantee ratio and amount of credit guarantee to perform empirical research identifying factors that significantly affect the default of SMEs. The case study found that the rapid growth of borrower and the substantial changes in financing quotas in the short term should be thoroughly understood and carefully evaluated to reduce credit risk. The empirical results show that through T-test and logistic regression analysis, it can be found that there′re four variables, such as the number of years of establishment, the number of employees, the credit guarantee ratio and the amount of credit guarantee, are negatively related to the probability of default and consistent with the case results. However, the amount of capital and sales revenue are positively related to the probability of default, which means it should be reviewed if large enterprises with high turnover are really means good enterprises.
顯示於類別:	[財務金融學系碩士在職專班] 博碩士論文

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