臺灣博碩士論文加值系統

這研究主要是檢驗在台灣之銀行其貸款違約的決定因素，經用羅吉斯迴歸分析後結果顯示在樣本資料中償債能力因子的現金流量比例、財務結構因子的財務費用率及經營管理因子的組織管理、受聯屬企業的影響、銀行往來情況等是影響信用風險的主要原因，以上的結果顯示上述因子對銀行之貸款違約與否均很關鍵。
據我們所知銀行的本質主要係自提供金融服務及承擔風險中獲取利潤，好的風險管理決定了銀行經營的成功與否，特別是在台灣的金融市場，銀行業因為高度競爭的原因，有許多銀行提供相同品質的金融商品，本研究結果顯示有些重要的因素對銀行的貸款違約非常重要，它們有償債能力因子的現金流量比例、財務結構因子的財務費用率及經營管理因子的組織管理、受聯屬企業的影響、銀行往來情況等因素，本人希望這些結果能提供給銀行管理階層在貸款授信時的參考。

This study examines the determinants factors of loan default in the case commercial bank in Taiwan. The result after using Logit analysis to define determinants of credit default for overall samples shows that operating cash flow ratio of the Solvency factor、 financial fee ratio of financial structure factor、organizational management、 affects by the affiliated company、 transaction credit status with bank of the management administration factor are main factors that influence credit risk. The result shows that the above factors are all critical for the bank loan will default or not.
As we know the essences of the Commercial Banks are gaining the profits from risk taking and financial services providing. A good risk control will decide the success of the banking business running and performance. Especially in the Taiwan financial market, the banking industry is owing to the highly competitive environments and dozens of banks providing the same quality financial products. The study result shows some important factors which are all significant for the bank loan default. There are the operation cash flow ratio of solvency、financial fee ratio of financial structure、Organizational management、affects by the affiliated company and transaction credit status with bank of management administration factor. I hope these results can provide as a reference for the bank administration level when granting the loan.

TABLE OF CONTENTS
ACKNOWLEDGEMENTS I
ABSTRACT II
TABLE OF CONTENTS IV
LIST OF TABLES VI
LIST OF FIGURES VIII
CHAPTER ONE INTRODUCTION 1
1.1 Research Background and Motivation. 1
1.2 Research Purpose. 5
1.3 Research Structure. 6
CHAPTER TWO LITERATURE REVIEW 8
2.1 Research Target Bank. 8
2.2 Principles of Credit Assessment in Banks. 10
2.3 Definition of Risk and Management of Credit Risk. 13
2.3.1 Meanings of Risks. 13
2.3.2 Meanings of Credit Risk. 13
2.4 Current Methods of Assessing Credit Risk Evaluation by Banks. 14
2.5 Relevant Studies and Literature Review. 17
CHAPTER THREE RESEARCH DESIGN AND METHODOLOGY 24
3.1 The Data Source and Sample. 24
3.2 The Definition of Default. 24
3.3 Research Variables. 26
3.3.1 Variable Description. 27
3.4 The Research Method. 31
3.4.1 Use the Logistic Regression as This Research Method. 31
3.4.2 The Research Model Specification. 33
CHAPTER FOUR RESEARCH RESULTS 34
4.1 Property Description for the Samples. 35
4.2 Logistic Regression Analysis. 53
4.2.1 Inter-Correlations among Variables. 53
4.2.2 Regression Examination. 55
4.2.3 Regression Analysis. 57
CHAPTER FIVE CONCLUSION AND SUGGESTIONS 61
5.1 Conclusion. 61
5.2 Research Limitations. 62
5.3 Suggestions. 63
REFERENCES 64

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