An Evaluation Models of Default Risk to The Issued Cash Cards
| Autor: | Chih-ming Chung, 鐘志明 |
|---|---|
| Rok vydání: | 2004 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 92 The local offices of bank have encountered increasingly competition since the ban on new banks was lifted in 1992. In the meantime, the loan to individuals instead of the loan to business corporations has become a major service. For example, the loans though cost cords can earn at 6% to 7% of interest difference and thus maintain the role as the most profitable service. Therefore, the banks are anticipated in the future the credit risk from issuing cash cards. The study uses data constructed from observing cash card clients, conducts empirical testing and analyzes credit risk. We use two statistical models – logistic regression model and probit model to determine the significant difference among the dependent variables (overdue period) and the individual independent variables and also would like to find the significant factors. We also hope to provide banks with a reference to use for managing cash card. The findings of the study are: (1) The whole sample fitted by logistic regression shows significant differences in sex, education. (2) When overdue probability is considered as a response variable, probit model gives similar results to what of logistic regression model. (3) Lastly, for predicting accuracy, logistic regression model is a better one. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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