房屋貸款授信風險與授信品質關係評估之研究－以L銀行為例

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Title:	房屋貸款授信風險與授信品質關係評估之研究－以L銀行為例
Other Titles:	Research on Banks' Evaluation of the Relationship between Credit Risk and Credit Quality of Housing Loans: Case of L Bank
Authors:	劉春成 LIOU, CHUN-CHEN
Contributors:	財務金融學系財務管理碩士班廖永熙 LIAU, YUNG-SHI
Keywords:	房屋授信;羅吉斯迴歸模型;逾放比率 Mortgage credit;Logistic regression model;Over discharge ratio
Date:	2020
Issue Date:	2022-05-31 10:53:55 (UTC+8)
Abstract:	在台灣金融機構房屋貸款目前為消費者貸款業務中所占比重最高的項目，亦是金融機構最穏定的利息收入來源，近年來因投資客炒作使得房價不斷上漲，出現大量所謂高價住宅，政府為防止房屋市場泡沫化，重蹈美國次級房貸風暴之後塵，央行針對高價住宅及房屋投資客提出貸放條件限縮，例如提高貸放利率，降低貸款成數及取消寬限期等，這些限縮措施相對影響金融機構之房貸業務，且這些措施是否能降低房屋貸款產生違約機率。本研究顯示借款人還是決定會不會產生逾放違約的最大因素，因為每個人的需求不同，造成就算所得相同，支出卻有所不同，同樣的貸款金額，有人可以繳款正常，有人卻繳款不正常，實證結果包含是否為薪轉戶、借款期限、擔保品種類、二筆以上房貸、信用卡循環使用及金融同業聯徵查詢次數等6項有比較顯著差異性，其中除擔保品種類外，其餘都與人的因素有關，所以銀行貸款逾放的高低，應著重在借款人的徵信部分，因為擔保品的估價比較有根據可循，借款人的徵信做的確實，應該可強化授信品質降低逾期放款比率，提高銀行績效。　　Housing loans in financial institutions in Taiwan In the current project is the consumer lending business in the highest proportion of home loans financial institutions in Taiwan, Financial institutions are also the stable source of interest income, Investors in recentyears because of rising house prices make speculation, A large number of so-called high-priced housing, Government the prevent the housing market bubble, Repeat the footsteps of the US subprime mortgage crisis, the central bank lent conditions for the proposed high-priced residential houses and investors narrow down, such as increasing interest rates of loan, to reduce the number of loans and the cancellation grace period, etc. these narrow down the measures the relative impact of the mortgage business of financial institutions, and whether these measures can reduce the probability of default mortgage generate. The study shows that biggest favtor borrowers would not have decided to breach Yufang. Because of the different needs of each person. Even if the same result income. Expenditure is different the same loan amount someone are not contributions. The empirical result include, loan term, guarantee of types, two or more mortgage pen, credit card recycling, and the financial services sector fallot queries and other six have more significant differences wherein addition of types of external security the rest are relates with the human factor therehfore, the level of bank loans Yufang should focus on the micro-channel portion of the borrower because the valuation of collateral have more to follow according to so people do really credit should be strengthened to reduce the credit quality of overdue loans ratio Improve bank performance.
Appears in Collections:	[Department of Finance, The M.A. Program of Financial Management] Disserations and Theses

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