政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/136417

政大典藏 > College of Commerce > Executive Master of Business Administration > Theses > Item 140.119/136417

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/136417

Title:	國際聯貸風險管理：亞洲地區違約案例探討 The Risk Management of International Syndicated Loan and Study on Default Case in Asia
Authors:	邱志坤 Chiu, Chih-Kun
Contributors:	張士傑邱志坤 Chiu, Chih-Kun
Keywords:	國際聯貸案亞洲地區聯貸案次級市場債權海外分行資產品質違約案例主辦行出售債權參貸比率新南向不良放款比率風險偏好 International syndicated loan Default case in asia non-performing loans ratio oversea credit risk lead manager agent bank assignment
Date:	2021
Issue Date:	2021-08-04 15:03:02 (UTC+8)
Abstract:	隨著台灣金融市場自由化的腳步，國內金融機構競爭越來越激烈，整體營運規模亦相對成長，整體放款量增加，惟在公、私營行庫削價競爭及爛頭寸過多的狀況下，銀行賺取利差情形卻每況愈下，放款平均利率逐年下降，2020年下降至1.62%(2019年為1.87%)，使存放款利差縮減至1.22%新低點。而為擴大新利基，近年來國內銀行紛紛投入利差較大之海外聯貸市場以提高收益，配合政府推動新南向政策及中美貿易戰影響，帶動台商紛紛南進並移轉供應鏈，使國銀在海外授信量逐年提高，而相對也出現海外授信屢屢出現逾期情形，2020年OBU及海外分行逾放比率則分別上升至0.29%及0.37%，為2016年以來新高，凸顯海外授信已經躍升為國內銀行業者必須正視並主動管理之風控重點。有鑒於此，本研究首先探討國際聯合貸款的籌組方式、過程及實務運作等基本重點，其次為整理亞洲聯貸市場現況等資訊，並蒐集近年國銀參貸亞洲地區聯貸案出現逾期個案進行探討，最終則匯整主管機關針對國銀參與國際聯貸案之相關法令及應注意事項，並依照實務經驗提出建議，期能提供國銀未來在主辦或參貸國際聯貸案時之參考，以能降低海外授信風險並創造最大利潤。 With Taiwan’s financial market liberalization, competition among domestic financial institutions is becoming increasingly fierce. The scale of operation is increasing as well. The total size of loan, nevertheless, has been increasing. Under the circumstance where price-cutting competitions between the state-owned banks and private banks is escalating as well as too much funds being deemed as idle, the banks are getting worse in earning less spreads, with the average loan interest rate dropping annually. In 2020, the loan interest rate was 1.62% (1.87% in 2019), thus making the interest rate spread drop to the lowest level of 1.22%. To expand a new niche, Taiwanese banks in recent years have focused on oversea syndicated loans, which improve banks’ earnings with higher spreads. Resulting from the adherence to the New Southbound Policy and the impact of the China-United States trade war, Taiwanese firms have moved their business to southern Asia and relocated their supply chains, thus making Taiwanese banks increase their sizes of oversea loans annually, with problems of delinquency and default constantly worsening at the same time. In 2020, OBUs and overseas branches had non-performing loans ratios up to 0.29% and 0.37%, which had reached a new all-time high since 2016. This situation accentuates Taiwanese banks must focus on the quality of oversea loans and actively manage their risks. In view of this, this research at first explores the fundamental points such as the establishment of oversea syndicated loans, their process, and practical operations. Secondly, we collect the cases and make case study of Taiwanese banks joined in Asian syndicated loan delinquency had occurred in recent years. At last, we summarize the relevant laws and matters needing attention regulated by our competent authority for Taiwanese banks. Meanwhile, we make suggestions based on practical experience, thus providing references for Taiwanese banks in mandating or participating in the international syndicated loans. These banks, therefore, can reduce their oversea credit risk and maximize their profit.
Reference:	參考文獻-(中文) 1.朱漢崙(2020)，防海外聯貸踩雷，財部祭六招，工商時報， 2020/11/30。 2.朱漢崙(2021)，超前部署，兆豐銀賣海外聯貸債權，工商時報， 2021/3/15。 3.吳麟(2019)，KPMG。2019臺灣銀行業報告，第6-15頁。 4.邱金蘭(2020)，海外頻傳踩雷，金管會擴大偶發事件通報，經濟日報，2020/11/17。 5.梁鴻烈/林信宏(2019) ，普華商務法律事務所，【金融焦點】LIBOR 即將步入歷史，金融機構如何處變不驚，第 1-8 頁。 6.莊欣達(1995)，國際聯合貸款簡介(一)，華銀月刊，第530期，第 10-17頁。 7.莊欣達(1995)，國際聯合貸款簡介(二)，華銀月刊，第531期，第3- 11頁。 8.莊欣達(1995)，國際聯合貸款簡介(三)，華銀月刊，第532期，第7- 13頁。 9.莊欣達(1995)，國際聯合貸款簡介(四)，華銀月刊，第533期，第 10-19頁。 10.陳慧菱(2016)，大陸索力倒債案，6家銀行聯合控告野村，鉅亨網， 2016/06/06。 11.彭素君(2003)，銀行主辦及參與國際聯合貸款業務之探討，中華技術學院院報 Vol.28，第 263~ 278 頁。 12.黃俊智(1998)，國內銀行主辦國際聯合貸款業務之研究(上)，華銀月刊，第564期，第24-34頁。 13.黃俊智(1998)，國內銀行主辦國際聯合貸款業務之研究(下)，華銀月刊，第565期，第22-31頁。 14.葉美華(2006)，銀行聯合貸款業務之經營模式與策略研究-以台灣聯貸市場為例，國立政治大學，經營管理碩士學程。 15.葉憶如(2021)，「疫」外！國銀海外獲利五年新低，經濟日報， 2021/5/19。 16.鄭訂福(2001)，高雄地區銀行參與聯合貸款業務之研究，國立中山大學，高階經營碩士學程專班。 17.魏喬怡(2021)，國銀新南向授信，僅年增52億，工商時報， 2021/10/30。 18.羅瑞寧(1999)，國際聯合貸款研究報告(上)，華銀月刊，第576 期，第23-35頁。 19.羅瑞寧(1999)，國際聯合貸款研究報告(下)，華銀月刊，第577 期，第28-37頁。 20.蘇偉華(2020)，逾放上升、獲利腰斬國銀海外業務的瓶頸與突破，台灣銀行家第131期。參考文獻-(英文) 1.Anna Vong(2018)，APAC Monthly Loan Market Stats，1-16。 2.Anna Vong/Emily Au/Alan Wang(2017)，APAC Monthly Loan Market Stats，1-16。 3.Anna Vong/Emily Au/Alan Wang/Ding Wang(2016)，APAC Monthly Loan Market Stats，1-16。 4.Anna Vong/Kevin Hui(2019)，APAC Monthly Loan Market Stats Pack，1-19。 5.Anna Vong/Kevin Hui(2020)，APAC Monthly Loan Market Stats Pack，1-19。 6.Jason Huang-Jones(2020)，Asia Pacific(ex-Japan) Loans League Table Report，6。 7.Katerina Simons(1993)，New England Economic Review，Why do banks Syndicate Loans？，45-52。
Description:	碩士國立政治大學經營管理碩士學程(EMBA) 108932132
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0108932132
Data Type:	thesis
DOI:	10.6814/NCCU202100987
Appears in Collections:	[Executive Master of Business Administration] Theses

Files in This Item:

File	Description	Size	Format
213201.pdf		2710Kb	Adobe PDF2	2	View/Open

社群 sharing

Loading...