金融的健全與穩定，對國家的經濟發展有極大的重要性，一般探測金融穩定的方式，即是觀察金融機構之逾放比率。由於銀行間的惡性競爭與授信品質的降低，加上消費者無風險意識及政府法令不完善，致始銀行發卡過於浮濫，而導致雙卡事件的暴發。 本研究應用Gonzalez, Terasvirta and Dijk (2004, 2005)所發展的縱橫平滑移轉迴歸模型，採用2004年6月至2009年3月之35家銀行雙卡逾放比率資料，來探討銀行業雙卡逾放比對國內GDP成長率是否存在非線性關係影響。實證結果顯示，信用卡逾放比對國內GDP成長率存在非線性之影響，而現金卡逾放比則存在線性之影響，皆有顯著的門檻值。當信用卡逾放比愈高，國內GDP成長率與信用卡逾放比呈現負相關；反之，兩者則呈現正相關；而現金卡逾放比的結果則相反。因此較難以將導致國內GDP成長率的廣泛性結果，套用在現金卡逾放比率上。 The integrity and stability of finance is very important to the economic development of one country. One of the ways to measure the stability of the finance is to observe the rate of non-performing loans of financial institutions. Due to the excessive competition among banks, credit processes were loosened, with little consciousness of leverage risks from the consumers part, the credit expands excessively, and policies of government were not completed causing the following Taiwan consumer finance crisis for credit card and cash card. This Study utilize the Panel Smooth Transition Regression Model to analyze the nonlinear impact of GDP on non-performing loans among banks in Taiwan. This research takes the credit card and the cash card data of 35 domestic commercial banks from June, 2004 to March, 2009. The results showed that there was a nonlinear effect of GDP on non-performing credit card loans and there was a linear effect of GDP on non-performing cash card loans with significant threshold. When the rate of non-performing credit card loans is high, the growth of GDP and the rate of non-performing credit card loans have a negative correlation; on the other hand, when the rate of non-performing credit card loans is low, the growth of GDP and the rate of non-performing credit card loans have a positive correlation. The effect of the rate of non-performing cash card loans is opposite. So it is hard to explain the general result in the growth of GDP to completely imitate the rate of non-performing cash card loans.
