信用評分與授信戶個人屬性相關性之研究

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Title:	信用評分與授信戶個人屬性相關性之研究
Other Titles:	A correlation study on borrowers' personal characteristics and their credit scores
Authors:	吳思賢;Wu, Szu-hsien
Contributors:	淡江大學企業管理學系碩士在職專班王居卿;Wang, Chu-ching
Keywords:	信用評分制度;信用評分分數;授信戶個人屬性;Credit Assessment;Credit Score Assessment;Personal Characteristics
Date:	2007
Issue Date:	2010-01-11 04:08:11 (UTC+8)
Abstract:	隨著金融市場與機構的蓬勃發展，信用風險的衡量與管理變得越來越重要，加上國內即將實施巴賽爾協定以健全金融體制，因此行政院金融監督管理委員會要求國內某公正徵信機構量身定做之個人信用評分制度來做為銀行信用風險的重要參考依據。然由於此評分制度之計算方式目前仍屬較為機密之事，本研究乃參考文獻與蒐集現行各行庫之相關信用評分資料，整理出可能影響信用評分分數之風險因素，並以該機構之信用評分制度為基準，尋找其相關性。在經由研究相關文獻之探討與各行庫之相關資料整理後，歸納出影響信用評分標準的三個主要構面：分別為「基本屬性」、「償債能力」與「信用往來」；藉此三大構面，本研究再去探討其在信用評分分數上是否有顯著的差異存在。　　經研究發現，授信戶之個人屬性－「基本屬性」、「償債能力」、「信用往來」與信用評分分數之關聯性如下：　　一、授信戶之基本屬性在信用評分分數上有顯著的差異　　二、授信戶之償債能力在信用評分分數上有顯著的差異　　三、授信戶之信用往來在信用評分分數上有顯著的差異　　從研究結果得知，三大構面變數在信用評分分數上均有顯著的差異；亦即，八大變數皆為計算信用評分分數之重要要項且在信用評分分數上均存在著顯著性的差異。藉由本研究之發現，將可作為行庫在授信時之決策參考，以降低其授信之風險。　　With the superb growth of the finance market and financial intermediates, credit risk assessment and management has become a growing concern. In addition to Taiwan’s recent plan of enact the Basell Accord to introduce a new capital adequacy framework, the Financial Supervisory Commission Executive Yuan requires Taiwan’s credit bureau to formulate an objective personal credit score ranking system as a key tool to assist the banks to perform credit assessment. However, the calculation components are still being developed and highly confidential from the public. It is due to this reorganization, that for the purposes of this research proposes to take an in depth look into the credit score assessment schema and its correlation to the influential variables through using examples, expert opinions, and professional documentations listed under three main platforms: basic characteristic, payment capability, credit history. Through the three platforms, this research will further evaluate the impact of the three platforms to the credit score assessment for variation. 　　The research findings regarding to the impact of borrowers'' personal characteristics - basic characteristic, payment capability, credit history to credit assessment are as followed: 　　1.Borrowers'' personal characteristics - basic characteristic has significant impact to the credit score assessment 　　2.Borrowers'' personal characteristics - payment capability has significant impact to the credit score assessment 　　3.Borrowers'' personal characteristics - credit history has significant impact to the credit score assessment 　　The research results indicated that all three major platforms have significant impact to the credit score assessment. The eight major influential variables are all major influential variables to the credit score assessment and have significant impact to credit score assessment. The research results further indicated that credit score assessment served as an invaluable tool to authorize credit as it will lower the credit risk for the financial intermediates.
Appears in Collections:	[Graduate Institute & Department of Business Administration] Thesis

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