信用風險為金融機構最大之風險來源，其所衍生之逾期放款，更是金融業產生損失之重要原因。而上市公司之產值佔國內GDP比值甚高，銀行授信金額更甚於中小企業，且借款利率更較一般中小企業低，享受諸多社會資源，因此依據其公開之財務報表及市場交易資訊，建構一信用風險模型，將有助於金融機構於放貸前，評估是否對於上市公司放貸之依據，放貸之利率訂價，並建立放貸後危機預警機制，亦可降低投資大眾無謂損失。本研究主要信用風險模型，有助於銀行於信用危機發生前，即可預測該銀行可能發生危機之機率。;Credit risk is the largest source of risk financial institutions face. Overdue loans resulting from credit risk are main factors to the losses of financial industry. The output value of listed companies is in the high ratio of gross domestic product(GDP). Their credit lines with bank are also approved more than small-medium enterprises (SMEs), and pay lower interest expense than SMEs. Listed companies acquire a lot of benefit from society. Therefore, we should construct a set of credit risk models based on their public statements and market information . They not only help financial institutions to decide whether to lend or not, lending rate pricing policy, and establishment of financial crisis early-warning mechanism after lending, but also reduce unnecessary loss of public investors.This study uses statistical methods to construct Credit Risk model, and helps us to predict the probability of crisis of listed banks before crisis really occurring.
