Research for credit risk of small-scale consumers loan - A case form a domestic bank
| Autor: | CHIH-YIN LIN, 林志胤 |
|---|---|
| Rok vydání: | 2006 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 94 For the coming years, the banks have been taking price competitive strategy in their competition for business among banks. Gradually, it becomes fraudulent competition. Until the end of 2005, the average profit margins in all the banks have been lowered to 2.18 percent. That’s depressing the space of bank profits and making banks transfer into consumers’ financial business. Consumers’ small-scale credit loan, owing to its special qualities-small total, high profit margins and risk diversification, has become the major profitable business of every bank. However, after the storm of double card efficiency breaks out, domestic banks have suffered extreme pressure of bad debt. In order to make sure the quality of assets, the banks should have a kind of good assessment norm to evaluate the loaners’ credit conditions. Our study uses the cases of one of our domestic banks’ consumers’ small-scale credit loans as our samples. We totally draw out 485 samples, including 382 normal ones, and 103 default ones. Sample materials’ valid period is from 2003 to 2005. Depending on the application of individual case bank, credit-scoring from, and the information of United Detective Center, we find 22 variables which will effect customers to break agreement to default are figured out and concluded. Using the analysis of Logistic regression model, we got four variables: (1) gender (2) occupation (3) loan rate (4) the count for bank’s inquiry in current three months, which have significant influence on loan risk. When the banks receive consumers small-scale credit loans, they can forecast the loaners’ credit risk by using this analysis to lower non-preforming loan and create more profits for the banks. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
| Externí odkaz: |
|