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研究生:陳健豪
研究生(外文):Chien-Hao Chen
論文名稱:台灣地區住宅抵押貸款-提前清償與違約之分析
論文名稱(外文):The Analysis of Mortgage Prepayment and Default in Taiwan
指導教授:林哲群林哲群引用關係
指導教授(外文):Che-Chun Lin
學位類別:碩士
校院名稱:國立清華大學
系所名稱:科技管理研究所
學門:商業及管理學門
學類:其他商業及管理學類
論文種類:學術論文
論文出版年:2004
畢業學年度:92
語文別:中文
論文頁數:59
中文關鍵詞:房屋貸款提前清償違約邏輯特迴歸模型
相關次數:
  • 被引用被引用:33
  • 點閱點閱:311
  • 評分評分:
  • 下載下載:91
  • 收藏至我的研究室書目清單書目收藏:9
在台灣,國人普遍有自行購屋之習慣,而房屋價格卻非人人負擔得起,因此非常依賴金融機構所提供的房屋貸款。金融機構於貸放資金後,會面臨借款人在還款行為上的不規則性,其中又以提前清償與違約影響最大,進一步探究其影響因素乃有其必要性。提前清償與違約之影響因素通常可區分為利率與非利率兩方面,以近年來市場利率波動趨於緩和之趨勢來看,非利率影響因素之分析顯得更是重要。本研究直接從貸款特性出發,分析包含貸款期間、貸款年齡、貸款償還方式等七個變數對提前清償與違約之影響,並利用邏輯特(logit)迴歸模型作實證分析,實證結果亦顯示非利率影響因素對借款人不規則還款行為存在顯著影響。
Abstract

In Taiwan, people generally like to purchase their own house but the price of a house is not affordable to everyone. As the result, people tend to largely rely on the mortgage from financial institutions. On the other hand, financial institutions have to face the problem of borrowers making irregular payments. Prepayment and default are the two irregular payment problems effecting financial institutions the most. It is necessary to explore the factors effecting prepayment and default. The factors effecting prepayment and default can be interest rate associated or not. Recent trend of market interest rate displays mild fluctuation, which implies that the effect not associated with interest rate is more important. This study uses logit regression model to empirically analyze how loan term, loan age, loan payment method and seven other independent variables effect prepayment and default. The result shows that factor not associated with interest rate has great effect on borrowers’ irregular payment behavior.

Keywords:mortgage, prepayment, default, logit regression model
摘 要...............................Ⅰ
目 錄...............................Ⅱ
圖 次...............................Ⅲ
表 次...............................Ⅳ
第一章 緒論..........................1
前言..................................1
第一節 研究動機......................3
第二節 研究目的......................6
第三節 研究架構與流程 ...............8
第二章 提前清償與違約之論述.........10
第一節 提前清償影響因素.............11
第二節 提前清償之估計方法...........14
第三節 違約影響因素.................17
第三章 文獻回顧.....................20
第四章 研究方法.....................34
第一節 變數說明與預期結果...........34
第二節 實證模型.....................39
第五章 實證結果.....................43
第一節 實證資料敘述統計.............43
第二節 提前清償結果分析.............47
第三節 違約結果分析.................50
第六章 結論與建議...................53
參考文獻.............................56
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2.陳文達、廖咸興、李阿乙(2002),資產證券化理論與實務,智勝
文化事業。
3.郭姿伶(1999),「住宅貸款之提前清償與逾期還款」,國立中正
大學財務金融研究所碩士論文。
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5.謝明瑞(2002),「台灣實施不動產低押貸款債權證券化之問
題」,國家政策論壇,2(6),44-51。

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