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| Title: | 影響銀行逾期放款比率的因子之研究
A Study of Factors Affecting the Non-Performing Loan Ratio in Banks |
| Authors: | 林欣怡
Lin, Sin-Yi |
| Contributors: | 林左裕
Lin, Tso-Yu
林欣怡
Lin, Sin-Yi |
| Keywords: | 逾放比
逾期放款比率
銀行
股價指數
迴歸分析
多元迴歸分析
Non-performing loan ratio
Non -performing loan
Bank
Stock index
Regression analyze
Mutiple regression analyze |
| Date: | 2024 |
| Issue Date: | 2024-08-05 13:29:04 (UTC+8) |
| Abstract: | 逾放比被廣泛認為是評估銀行業資產品質的重要指標。本研究通過構建多元迴歸模型，並採用逐步迴歸方法實證研究影響逾放比的因素，分析從2000年第一季到2023年第四季的數據。
實證結果表明，失業率、新冠疫情、2008年金融危機和互聯網泡沫與逾放比呈正相關關係；存放比率、ROE、滯後兩期的ROE、滯後兩期的失業率、滯後兩期的股票指數和滯後兩期的2008年金融危機與逾放比呈負相關關係，且迴歸模型表現出良好的解釋力。
基於研究結果，本研究建議銀行應高度重視內部因素和總體經濟。使銀行可以減輕因錯誤的信貸決策而導致的逾放比上升的風險。理解和管理這些因素將有助於銀行維護更健康的金融環境，並確保更穩定的財務表現。對這些因素的適當關注將使銀行能夠制定有效的風險管理策略，從而防止逾期放款的增加。
The non-performing loan ratio is widely regarded as a crucial indicator for evaluating the asset quality of the banking industry. This study constructs a multiple regression model and empirically examines the factors influencing the non-performing loan ratio through a stepwise regression approach. The analysis utilizes data spanning from the first quarter of 2000 to the fourth quarter of 2023.
The empirical results show that Unemployment Rate , COVID-19 pandemic , 2008 financial crisis , Dot-com bubble , are positively correlated with the non-performing loan ratio, Loan-to-Deposit Ratio , Return on Equity , lagged two-period Return on Equity, lagged two-period Unemployment Rate
,lagged two-period Stock index , lagged two-period 2008 financial crisis are negatively correlated with the non-performing loan ratio, and the regression model exhibits good explanatory power.
Based on the research findings, this study suggests that banks should place significant emphasis on both internal factors and macroeconomic variables. By doing so, banks can mitigate the risk of erroneous credit granting decisions that could lead to an increase in the non-performing loan ratio. Understanding and managing these elements will help banks maintain healthier loan portfolios and ensure more stable financial performance. Proper attention to these factors will enable banks to develop more effective risk management strategies, thereby preventing the escalation of non-performing loans. |
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1. 徐紹娟（2021）。銀行逾放比率之影響因素。[國立中山大學碩士論文]。
2. 高健清（2012）。2000年美國網際網路泡沫破滅對台灣中小企業逾期放款及中小企業信保基金代位清償之衝擊。[銘傳大學碩士論文]。
3. 許珮甄（2010）。兩岸商業銀行逾放比之比較研究。[國立交通大學碩士論文]。
4. 鄭逸民（2010）。總體經濟指標與逾期放款比率之關聯性研究－以臺灣土地銀行為例。[國立高雄第一科技大學碩士論文]。
5. 黃文啟（2012）。以 Logit 模式研究借款人特性與不動產抵押貸款提前清償之關係。[政治大學財務管理所碩士論文]。
6. 張麗娟、李育貞（2011）。本國銀行風險管理與財務危機對財務績效之影響。[臺灣銀行季刊，62（1），1-25]。
7. 陳慧瑜（2013）。台灣地區各類型銀行影響逾放比因素之研究。[國立中正大學碩士論文]。
8. 江幸眞（2024）。論銀行股東權益報酬率、逾放比率及 備抵呆帳覆蓋率之間的關係—以第一銀行為例。[國立高雄科技大學碩士論文]。
9. 施至軒（2022）。新冠肺炎前後，台股大盤、產業股價與公司股價之影響差異分析。[國立中山大學碩士論文]。 |
| Description: | 碩士
國立政治大學
應用經濟與社會發展英語碩士學位學程(IMES)
111266009 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0111266009 |
| Data Type: | thesis |
| Appears in Collections: | [應用經濟與社會發展英語碩士學位學程 (IMES)] 學位論文
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