| 摘要: | 本論文主要收集國內某家上市商業銀行之雲嘉南地區內所屬分行中，2012年至2017年間其內部中小企業授信放款契約資料為研究對象，主要探討往來關係（往來家數、年限、風險權數、整體貢獻度），以及在主力銀行是否為官股銀行下，對中小企業違約機率的影響，實證估計方法採用GLS Panel Data Model並使用Stata統計軟體進行估計。實證結果支持當中小企業授信戶其與銀行往來年限及家數愈多時，中小企業的違約風險會顯著降低；同時，若為主力銀行可增加銀行授信金額下，中小企業的違約風險也會顯著降低，特別是金融風暴期間中小企業的違約風險亦會降低。此外，若中小企業其主力銀行為此分行且同時存在往來銀行家數愈多時，其所獲得的授信金額也愈多，但利率加碼數亦愈多；同時，若中小企業非以此分行為主力銀行者，其所獲得授信金額也會提高，但可獲取較低的利率加碼數。另中小企業整體授信風險權數越低或整體貢獻度越高，其所獲得授信金額也會提高，並可獲取較低的利率加碼數。
Collecting the data on credit lending contracts of SMEs from the branches of a listed commercial bank in Yun Jia Nan in Taiwan over 2012-2017, this thesis empirically explores the relationship between current and future (number of contacts, number of years, risk weights , the overall contribution), and whether the main bank is a government-owned bank, the probability of default on SMEs, empirical methods using GLS Panel Data Model and Stata statistical software to estimate. The empirical results support the SME credit accounts when their contacts with banks and the number of households more, the risk of default for SMEs will be significantly reduced; the same time, if the main banks can increase the amount of bank credit, SME default risk will be significant In particular, the risk of default by SMEs will also be reduced during the financial turmoil. In addition, if the SME's main bank is the branch with more bankers at the same time, the amount of credit granted to SMEs will also be higher but the interest rate plus the number of plus-plus markings. At the same time, if the SME does not take this branch as Main banks, the amount of credit they get will be increased, but access to lower interest rates plus. In addition, the lower the overall credit risk weight or the overall contribution of SMEs, the amount of credit granted to SMEs will also increase, and a lower rate of interest plus bonus will be obtained. |
