運用選擇模型探究銀行對企業授信核決之要素; Apply discrete choice model to delve into the factors affecting lending behavior from bank to enterprises

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题名:	運用選擇模型探究銀行對企業授信核決之要素;Apply discrete choice model to delve into the factors affecting lending behavior from bank to enterprises
作者:	李茂興;Mao-hsing Lee
贡献者:	產業經濟研究所碩士在職專班
关键词:	二元選擇模型;多項羅吉特模型;銀行授信行為;Multinomial Logit model;Lending Behavior;Binary model
日期:	2007-06-19
上传时间:	2010-06-11 17:07:00 (UTC+8)
出版者:	國立中央大學圖書館
摘要:	金融機構在開放新銀行設立、以及公營行庫民營化等措施影響下，市場競爭環境愈趨激烈，且在產品同質化程度偏高前提下，銀行業者競相以削價、提高貸放金額、甚至於降低授信條件門檻等方式爭取客源，不但使自身深陷於惡性競爭泥沼之中，相繼伴隨而來的更是銀行獲利縮水、以及逾放呆帳的攀升的苦果。近年來政府逐漸意識到金融環境的惡劣，於是陸續採取鼓勵金融整併、接管體質欠佳的金融機構等措施因應之，除此之外並訂定導入BASEL Ⅱ之時間表冀望與世界接軌，目的就是要讓負有資金中介角色的銀行，能在穩定的環境之下維持良性競爭與經營。授信為銀行主要業務與獲利來源，因此影響銀行授信行為之因素乃吾人所關心之議題，本研究係採用國內某商業銀行轄下六家分行為採樣樣本，引用其單一年度之橫段面資料為主，並透過二元選擇模型（Logit、Probit）、以及Multinomial Logit模型進行實證分析，實證結果發現：新案與否、貢獻度高低、申貸戶往來銀行家數多寡與銀行同意授信承作呈現顯著的相關性，表示企業於銀行往來關係之建立，有助於銀行貸款的爭取。此外本次申請額度大小、企業於銀行總授信金額、自償性放款、以及額度動用限制等屬於銀行授信額度、授信科目、授信條件有關者，亦與授信核決呈現顯著效果。在探討銀行授信核決者是否會對授信行為造成影響，本研究利用核決層級、簡易型分行與否等變數加入模型，透過迴歸分析結果發現上述兩變數確實與授信行為有顯著的影響。最後，擔保品仍為銀行授信決策主要考量要素之一，足額擔保品的徵提，使得銀行愈容易同意撥貸；而與國內逐步導入的BASEL Ⅱ有關者，即是信用評分表的建置，實證結果亦證實，信用評分表的高低會影響銀行對企業授信核決的結果。 Under the establishment of new banks and the measures of privatization of government-controlled banks, the competitive markets for financial institutions become harsher. At the premise of high homogenization of products, bankers competed in prices, raising lending rates or even lower threshold of crediting for customers. Above situation not only mired them in a morass of vicious competition, but also brought problems of shrinking profits and rising in bad debts and default loans. In recent years the government has come to realize the adverse financial environment, thus the government took measures on financial institutions merging and took over the financial institutions with poor performance. Apart from this, the time schedules of execution of BASEL II also made to catch up with the world trend, to let the banks with role of capital intermediation may maintain a healthy competition and manage well under stable environment. Crediting was the main business and profitable operation of banks, therefore the factors influencing the lending behavior was an important topic. This research used six branch banks under certain domestic commercial bank as out sample, and input the cross-sectional data in a single fiscal year, conduct empirical analysis through binary model (Logit、Probit)and Multinomial Logit model. From the empirical results: New cases or not, high or low contribution rates and the number of banks with connection had significant correlations with crediting approval. It meant that the establishment of connection with bank was helpful in striving for loans. In addition, the applied amount in this time, total crediting amount from banks, self-liquidating loans, and the restricted using amount that were related to bank credit lines, credit courses and credit conditions also had significant relations with crediting approval. In discussion of whether the approval authority influenced the crediting behavior or not, this research added the upper manager and simplified branch or not, through regression analysis, it turned out that the two variables above also had significant influence on crediting behavior. Finally, the collateral was still one of the major elements to be considered in crediting decision from bank, full collateral assurance led the banks more easily agree to allocate credits. With the gradual introduction of BASEL II, the credit rating is built, and the empirical results also confirmed that borrowers' credit rating will affect the results of approving firm’s crediting.
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