无担保小额信用贷款违约预警模型之研究-东吴大学.PDF

2010 第 13 屆科際整合管理研討會 June 26, pp115-126 無擔保小額信用貸款違約無擔保小額信用貸款違約預警模型之研究預警模型之研究 無擔保小額信用貸款違約無擔保小額信用貸款違約預警模型之研究預警模型之研究 A Study on Default Risk Pre-warning Model of Unsecured Consumer Lending 吳美倫 Mei-Lun Wu1 林俊辰 Chun-Chen Lin2 摘要摘要 摘要摘要 無擔保小額信貸業務是大眾所需要的授信產品之一，故要發展其業務，就必需發展出 符合該業務特性之風險管理模式。本研究利用羅吉斯迴歸分析法，建置無擔保小額信用貸 款之違約預警模型。研究結果發現五個足以影響違約與否的授信風險因子，銀行可以依預 測結果調整徵授信作業 ，並做好風險管理工作。而在驗證的過程中也發現，一個違約案件 之損失不等於一個履約案件之收益，也就是銀行唯有做好風險管理，建置有預測力之違約 預警模型 ，才能穩健的經營 ，保有獲利。 關鍵詞關鍵詞 ：：無擔保小額信用貸款 、違約預警模型、羅吉斯迴歸 關鍵詞關鍵詞 ：： Abstract Consumer loan is one of the credit products. Before promoting this product, it is necessary to ensure the establishment of a risk management model. Setting a default risk pre-warning model is significant to establish a risk management model. This study adopts the logistic regression analysis and collects a variety of risk factors to find a risk prediction model.This study concludes five risk factors for the default risk. Commercial banks are suggested to check these five factors in order to adjust their credit checking procedure and conduct their risk management. This study also finds that a profitable loan case is not guaranteed to cover the loss of a defaulted loan case. Therefore, it is significant for commercial banks to establish their risk management in order to obtain profits. keywords ：： Consumer loan, Pre-warning model, Logistic regression ：： 1 東吳大學企業管理學系副教授兼副系主任(聯絡地址 ：100 台北市貴陽街一段