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| Title: | 台灣銀行業放款型態對放款品質之影響
Effect of bnking sector`s loan type on loan quality in Taiwan |
| Authors: | 黃世明
Huang,Shih Ming |
| Contributors: | 黃智聰
Huang, Jr Tsung
黃世明
Huang,Shih Ming |
| Keywords: | 放款成長率
逾期放款比率
轉銷呆帳率
loan growth rate
non-performing loan (NPL) ratio
charge-off ratio |
| Date: | 2009 |
| Issue Date: | 2013-09-03 16:04:20 (UTC+8) |
| Abstract: | 本文以2000年至2009年計22家台灣商業銀行之追蹤資料（panel data），並利用雙因子固定效果模型（two-factor fixed-effects model）探討不同放款之成長對逾期放款比率（逾期放款/放款總額）與轉銷呆帳率（轉銷呆帳/放款總額）之影響效果。
一般而言，金融主管機關以逾期放款比率為代表銀行資產品質之指標，然而銀行或為達成業績目標，或為符合主管機關之監理要求，往往追求短期成長而忽視風險控制，在初期因放款基礎擴大反而造成逾期放款比率下降的資產品質改善假象，之後卻面臨資產品質惡化須大幅轉銷呆帳或出售不良債權而侵蝕銀行獲利及資本，因此除逾期放款比率外，本文另納入轉銷呆帳率為衡量放款品質之指標，以確實瞭解銀行信用擴張對資產品質之影響，提供金融主管機關及銀行業者在未來相關政策上之參考。
研究結果顯示，民營企業放款成長率、消費者放款成長率及資本適足率對逾期放款比率有顯著負向影響，無擔保消費者放款成長率、前期逾期放款比率及淨值比率對轉銷呆帳率有顯著正向影響，總放款成長率、中小企業放款成長率及消費者放款成長率對轉銷呆帳率有顯著負向影響。
This paper studies 22 banks from Taiwan during the 2000-2009 period. The panel data regression is used to analyze the different loan growth influencing non-performing loan (NPL) and charge-off ratios of Taiwan’s commercial banks.
In general,the authority use non-performing loan (NPL) ratio to represent the quality of bank assets.But for performance or in compliance with the authority`s request,banks may pursue loan growth in the short term and ignore the risk.In the beginning, NPL ratios decrease and then banks face deterioration in assets quality.Except NPL ratio, this paper adds charge-off ratio to analyze the effect of different loan growth on assets quality.
Our major findings are as follows:(1) The effects of private enterprises loan growth rate, consumer loan growth rate and capital adequacy ratio on NPL ratio are significantly negative. (2) The effects of non-residential consumer loan growth rate,NPL ratio of the previous period and equity ratio on charge-off ratio are significantly positive. (3) The effects of total loan growth rate,small and medium enterprises loan growth rate and consumer loan growth rate on charge-off ratio are significantly negative. |
| Reference: | 一、中文文獻
李馨蘋、何喜將（2007），「銀行業之公司治理機制如何影響銀行風險承擔行為」，《會計與公司治理》，4（2），頁1-22。
吳建良（2004），《資本適足率與逾期放款率對銀行財務績效之影響》。台北：世新大學經濟學系碩士論文。
林左裕、賴郁媛（2005），「台灣銀行業逾放比與總體經濟因素間關係之研究」，《商管科技季刊》，6（1），頁165-179。
汪毓屏（2001），《銀行逾放發生與經理人盈餘管理之關聯性實證研究》。高雄：中山大學財務管理學系研究所碩士論文。
張綺娟（2005），《影響台灣地區商業銀行逾放比之因素》。台北：交通大學經營管理研究所碩士論文。
許智銘（2008），《從總體經濟面、產業面及銀行面探討影響逾期放款之原因》。雲林：雲林科技大學財務金融系碩士論文。
許振明、楊雅惠（2006），「金融發展在經濟成長中所扮演的角色：台灣、韓國及日本的經驗（1980-2001年）」，林鐘雄教授紀念學術研討會。
曾瓊瑩（2003），《臺灣上市櫃銀行逾期放款成本效率與銀行資本三者間關聯性研究》。台北：台北科技大學商業自動化與管理研究所碩士論文。
菅瑞昌（2003），「關係銀行、公司治理與銀行風險承擔行為之研究」，《風險管理學報》，5（3），頁393-410。
劉威材（2006），《資本適足率、不良債權與市場附加價值之關連性研究─以我國上市上櫃銀行業為例》。彰化：大葉大學會計資訊學系碩士論文。
郭秋榮 (2003)，《巴塞爾銀行監理委員會資本適足率之規範及其新制之影響》。台北：行政院經建會經濟研究報告。
二、英文文獻
Berger, A. N. and R. D. Young （1997）, “Problem Loans and Cost Efficiency in Commercial Banks,” Journal of Banking and Finance, 21(6), 849-870.
Clair, R. T.（1992）, “Loan Growth and Loan Quality: Some Preliminary Evidence from Texas Banks,” Economic Review-Federal Reserve Bank of Dallas, Third Quarter 1992,9-21.
Chang, Y.（2006）, “Role of Non-Performing Loans (NPLs) and Capital Adequacy in Banking Structure and Competition,” Centre for Competition Policy Working Paper, No.06-15.
Ghosh, S.（2005）, “Does Leverage Influence Banks’ Non- Performing Loans? Evidence from India,” Applied Economics Letters, 12, 913-918.
Hsiao, C. (1986), Analysis of Panel Data, New York: Cambridge University Press.
Hausman, J. A. (1978), “Specification Tests in Econometrics,” Econometrica, 46, 1251-1271.
Hoggarth, G., R. Reis, and V. Saporta（2002）, “Costs of Banking System Instability: Some Empirical Evidence,” Journal of Banking & Finance, 26, 825-855.
Li, Y.（2003）, “The Asian Financial Crisis and Non-performing Loans: Evidence from Commericial Banks in Taiwan,” International Journal of Management, 20, 69-74.
Hu, J.-L., Y. Li and Y.-H. Chiu （2004）, “Ownership and Nonperforming Loans: Evidence from Taiwan’s Banks,” Developing Economies, 42, 405-420.
Lepetit, L., F. Strobel, and D. G. Dickinson（2008）, “Does Uncertainty Matter for Loan Charge-Offs,” Social Science Research Network Working Paper.
Miller, M. S. and A. G. Noulas（1994）, “Portfolio Mix and Net Charge Offs at Large United States Commercial Banks,” Applied Economics Letters, 1, 183-186.
Pietrovito, F.（2009）, “Financial Development and Economic Growth: A Theoretical and Empirical Overview,” Social Science Research Network Working Paper. |
| Description: | 碩士
國立政治大學
行政管理碩士學程
97921045
98 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0097921045 |
| Data Type: | thesis |
| Appears in Collections: | [行政管理碩士學程(MEPA)] 學位論文
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