影響中小企業授信展期關鍵因素之研究

淡江大學機構典藏 > 商管學院 > 管理科學學系暨研究所 > 學位論文 > Item 987654321/51943

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题名:	影響中小企業授信展期關鍵因素之研究
其它题名:	A study on the determinants of loan extension to small and medium business
作者:	麥麗玲;Mai, Li-ling
贡献者:	淡江大學管理科學研究所企業經營碩士在職專班莊忠柱;Chuang, Chung-chu
关键词:	逾期放款;中小企業;授信展期;多項羅吉斯迴歸模型;nonperforming loan;small and medium enterprises;loan extension;multinomial logistic regression model
日期:	2010
上传时间:	2010-09-23 16:17:02 (UTC+8)
摘要:	金融機構的業務中，中小企業放款因具有高收益性，常成為各商業銀行的重要業務，但中小企業因稅捐考量財務報表透明度不高，使得中小企業授信風險控管成為一項重要課題。本研究以三家民營商業銀行對台灣北部地區中小企業的授信案件為研究對象，利用多項羅吉斯迴歸模型，探討借款戶端、信用紀錄、資金用途、擔保品，與銀行端核貸金額對授信展期的影響。主要實證研究結果為： (1). 借款戶的保證人人數約在1-2人時，對授信展期呈現正向影響，即愈傾向於違約依協商機制展期，但當保證人人數約在3-4人時，對授信展期呈現負向影響，即授信案件愈傾向於正常還本付息無違約的情形。 (2). 借款戶的營授比率對授信展期呈現正向影響，即營授比率愈高傾向於違約依協商機制展期，甚至愈傾向於違約無力償還轉催或轉呆的情形。 (3). 當借款戶的營授比率與核貸金額交互影響時，對違約依協商機制展期不影響；但對於違約無力償還轉催或轉呆，呈現正向顯著，即核貸金額會加強營授比率傾向於違約無力償還轉催或轉呆的影響。 (4). 借款戶的擔保品對授信展期的影響，並未具有解釋能力；但核貸金額會加強擔保品傾向於違約無力償還轉催或轉呆的情形。本研究的實證結果亦發現，許多現行銀行評估中項目與授信展期的關鍵因素並無顯著相關，如借款戶端的成立時間、實收資本額，信用紀錄的負責人含配偶聯徵查詢家數、負責人含配偶雙卡動用額度、負責人含配偶雙卡動用張數，資金用途，與銀行端核貸金額，借款戶端的成立時間、實收資本額、保證人人數，信用紀錄的負責人含配偶聯徵查詢家數、負責人含配偶雙卡動用額度、負責人含配偶雙卡動用張數，資金用途對授信展期的影響。中小企業不良放款居高不下且銀行業為追求業務成長與授信品質，本研究結果可作為銀行授信的參考。 Loans to small and medium business have become one of the most important businesses among financial and banking institutions for high profitability. However, lack of transparency in the financial reports of small and medium business has made the loan risk management a critical issue for the financial and banking institutions. The study samples cover the cases on three private commercial bank loans to small and medium business in northern Taiwan. Using the multinomial logistic regression model, this study examined the effect of the borrower’s end, credit records, loan purposes, guarantees as well as the bank’s loan approval amounts on loan extension. The resultants of this study are: (1) When there were one or two guarantors, the borrowers were more likely to incur overdue loans and require loan extension. When there were three or four guarantors, the borrowers were more likely to pay the principles and interests on time according to the loan payment schedule. (2) The borrower’s loan to sales ratio was positively related to loan extension. Borrowers with higher loan to sales ratio were more likely to be overdue loans and require loan extension negotiation. (3) The interaction between the borrower’s loan to sales ratio and the bank’s loan amount did not have a significant effect on overdue loans and loan extension negotiation. However, the bank’s loan amount enhanced the positive effect of the borrower’s loan to sales ratio has a positive effect on call overdue loans or bad debts. (4) The borrower’s guarantees did not have a significant effect on loan extension. However, the bank’s loan amount enhanced the positive effect of guarantees on call overdue loans or bad debts. This study also showed that many current evaluation items used by banks did not have a significant relationship with the determinants of loan extension including the time of set-up, the amount of owner’s equity, the number of credit information inquiries on borrowers and their spouses, borrowers’ and their spouses’ credit lines, the number of credit cards used by borrowers and their spouses, loan purposes. The financial and banking institutions have lent a significant amount of bad loans to small and medium business on seeking business growth and loan quality, the results of this study can provide useful information for banks lending.
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