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姓名	林政辰(Cheng-Chen Lin)  查詢紙本館藏	畢業系所	財務金融學系
論文名稱	金融機構承貸與信保基金核保之中小企業的違約預警模型 (The Warning Default Models of SME for Financial Institution and SMEG)
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摘要(中)	本論文主要是在探討影響中小企業發生違約事件的可能因子，並試圖建立「能偵測」中小企業戶發生違約事件的模型。中小企業因體質不若大型企業來得健全，故其向金融機構申請融資的過程較為不易；而我國信保基金得提供中小企業「信用保證」的服務，藉此補足其擔保品的不足，並給予金融機構「代位清償」的承諾，一旦當該中小企業發生違約事件時，信保基金需賠償金融機構的部分損失金額。信保基金會向獲得「信用保證」的中小企業收取「保證手續年費率」，只是該費率長年偏低，且有不足以支應信保基金賠償給金融機構的損失金額之現象，故本論文試圖建立偵測財務違約事件的模型，提供給相關授信單位作為參考。本論文實證結果發現核保成數高低、核保額度高低、送保銀行屬性、送保銀行規模屬性等變數，與中小企業發生違約事件有很大關聯。
摘要(英)	The goal of the paper is to examine the factors that affect the small and medium enterprises (SMEs) to occur default events. Besides, the paper also attempts to develop useful models to forecast the default rate of SMEs in advance. Because the sizes of SMEs are lower than big enterprises, they don’t have enough collateral to borrow money from banks. And “the third party”, Small and Medium Enterprise Credit Guarantee Fund of Taiwan (SMEG), will provide SMEs with “credit guarantee” to enhance their ability of financing. If the SMEs can’t fully pay the interest expenses or loans to the banks, SMEG must to substitute SMEs to pay the borrowing money to the banks. SMEG will charge SMEs, which receive the service of credit guarantee for guarantee fee (annual rate). However, due to the low guarantee fee rate, SMEG faces the problem of financial gap - its revenues couldn’t cover its payments. The paper develops warning default models for related credit agencies or institutions. Also, the main finding is that “guarantee coverage percentage”, “total amount of guarantee loans”, “the type of banks” and “the size of the banks”, etc. reflect the default rate of SMEs.
關鍵字(中)	★ 中小企業 ★ 信保基金 ★ 信用保證 ★ 財務違約偵測模型 ★ 核保成數	關鍵字(英)	★ Small and Medium Enterprises (SMEs) ★ Small and Medium Enterprise Credit Guarantee Fund of Taiwan (SMEG ★ Credit Guarantee ★ Financial Warning Default Model ★ Guarantee Coverage Percentage
論文目次	目錄 中文摘要 …………………………………………………………. I 英文摘要 …………………………………………………………. II 目錄 …………………………………………………………. III 表次 …………………………………………………………. IV 第一章 緒論……………………………………………………. 01 1-1 研究背景與動機………………………………….. 01 1-2 研究目的………………………………………….. 02 1-3 研究架構………………………………………….. 03 第二章 文獻回顧........................................................................ 04 第三章 研究方法........................................................................ 07 3-1 研究樣本………………………………………….. 07 3-2 研究設計………………………………………….. 10 3-2-1 邏輯斯迴歸模型……………………………... 10 A.邏輯斯迴歸………………………………… 10 B.模型預測能力……………………………… 12 C.ROC曲線………………………………….. 15 3-2-2 存活分析……………………………………... 16 第四章 實證結果........................................................................ 19 4-1 邏輯斯迴歸模型的實證發現及其區別能力分析.. 19 4-1-1 邏輯斯迴歸模型的實證發現………………... 19 4-1-2 邏輯斯迴歸模型的ROC曲線………………. 22 4-1-3 邏輯斯迴歸模型的預測能力………………... 23 4-2 存活分析的實證發現…………………………….. 27 第五章 結論與建議.................................................................... 32 參考文獻 …………………………………………………………. 34
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指導教授	徐政義(Cheng-Yi Shiu)	審核日期	2016-6-16
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