住宅抵押贷款违约之研究―影响因素之显着性分析.PDF

36 Journal of Taiwan Land Research Vol. , No.2 pp. ~36 * ********* 9633 9692 摘　　要 2002 ’ Akaike s information criterion AIC Bayesian information criterion BIC ROC curve AICBIC AIC BIC * NSC 9-2 0-H-00-0 ** TEL 0 60 000#50  E-mail hcyang@ccms.nkfust.edu.tw *** TEL 02 2939309#52 E-mail tsoyulin@nccu.edu.tw **** TEL 0 658000#30 E-mail thchen@mail.stu.edu.tw  A Study on the Significant Factors for Default in Residential Mortgages* Hsien-Chueh Peter Yang**, Tsoyu Calvin Lin***, and Tsung-Hao Chen**** Abstract This study explores three factors affecting mortgage default behavior, including “characteristics of borrowers”, “loan contract” and “macro-economic indices”. We collected 2,658 terminated mortgage loans from a large commercial bank in Taiwan, and employed Logistic regression model for testing the significance of variables, and used Akaikes’ information criterion (AIC), Bayesian information criterion (BIC) and receiver operating characteri