After Financial Tsunami,research of Loan Default Factors for Small and Medium Enterprises--A Case Study of C Commercial Bank
| Autor: | Kuo-Hua Wu, 吳國華 |
|---|---|
| Rok vydání: | 2011 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 99 Along the impact of Financial Tsunami 2008, derivatives bubbled and the market demand remains downturn. As current development for financial business in Taiwan, the influential factors of loaning for small-and-medium enterprises(SMEs) are not as simple as for individual loaning, therefore, the measurement and management of loaning risk are not well complete yet. In order to face competition from foreign banks, global environment, and to cater for the revision of New Basel Accord III in July, 2010, how can our commercial banks maintain the profit and meanwhile give consideration to loaning quality would be the most important topic. Also to creates a loan default precaution model and well developed measurement tool to promote SME loaning more efficiently is very important, too. This study uses logistic regression model to explore the key influential non-financial factors of loan default for SMEs. Under random sampling,this study gets 126 normal cases and 42 default cases during 2008-2010 from sample commercial bank. According to the result of this reaserch,in terms of non-financial factors,the ratio of default business were significant differences on the elements of age of firm,the person in charge of uses the credit line of credit cards or revolving line or not, the person in charge of uses the credit loan. This study makes use of the non-financial factors and creats a loan default predicting model. The accurate ratio of the forecast is more than 82%. Provide useful informations to commercial banks in leding decision and risk management for SMEs to decrease the non-performing loans. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
| Externí odkaz: |
|