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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/83332
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/83332


    Title: 銀行授信評等模式-Logistic Regression之應用
    Authors: 呂美慧
    Lu, Mei-Hui
    Contributors: 李桐豪
    呂美慧
    Lu, Mei-Hui
    Keywords: 羅吉斯迴歸
    信用評等
    Logistic Regression
    Credit Scoring
    Date: 2000
    Issue Date: 2016-03-31 16:36:14 (UTC+8)
    Abstract: 1997年爆發的亞洲金融危機起因之一為金融機構信用過度擴充,隨著企業紛紛倒閉,金融機構的逾放比迅速攀升,因此,提高放款的質與量,便成了目前各金融機構經營的首重目標。為降低逾放比率、提高放款量、爭取放款時效、減少審核時間,使用自動化的審核制度是有必要的,而客觀科學化的評分方法更能使徵信資料得到迅速的整理與分析,以利放款決策的有效釐定。
    Reference: 中文部份:
    1. 何太山,運用區別分析建立商業放款信用評分制度,1977,政大企業管理研究所碩士論文
    2. 財團法人金融聯合徵信中心編,金融機構授信管理要覽,1995年10月
    3. 馮志剛,公營與民營金融機構個人擔保與信用放款授信評估之研究,1996,高雄工學院管科所碩士論文
    4. 龔昶元,Logistic Regression Model應用於信用卡信用風險審核之研究,台北金融機構月刊,第28卷,第12期
    5. 簡安泰,消費者信用評分制度之研究,1977,政大企研所碩士論文
    6. 張仁哲,我國信用卡現代化問題之研究,1982,政大企研所碩士論文
    7. 曾俊堯,信用卡信用管理之研究,1991,政大企研所碩士論文
    8. 鄧一政,超媒體金融機構授信專家決策支援系統,1992,台灣工業技術學院工管所碩士論文
    9. 謝豐名,結合分析式層級程序法著智慧型授信決策,1992,淡江大學管科所碩士論文
    10. 鄭廳宜,信用卡授信審核之實證研究,1999,朝陽科技大學財務金融所
    11. 施孟隆,Logit Model應用於信用卡信用風險審核之研究,1999年10月,金融財務月刊,P85-104
    英文部份:
    1. Bryman ,A. and Cramer ,D., 1997, Quantitative Data Analysis with SPSS for Windows, London: Routledge
    2. Brzezinski ,J.R. and Knafl ,G.J., Logistic Regression Modeling for Context-Based Classification, 1999,IEEE
    3. Efron ,B., The Efficiency of Logistic Regression Compared to Normal Discriminant Function Analysis, 1975, Journal of the American Statistical Association, Vol.70, P892-898
    4. Espahibodi ,P., Identification of Problem Bank and Binary Choices Models, Journal of Banking Finance, Vol15, P53-71
    5. Hand ,D.J. and Henley ,W.E., Journal of Royal Statistical Society A,160, part 3,pp523-541
    6. Harrel ,F.E. and Lee ,K.L., A Comparison of the Discrimination of Discriminant Analysis and Logistic Regression under Multivariate Normality, 1985, Statistics in Biomedical, Public Health and Environmental Sciences, Sen, P.K. ed., Amsterdam : Elsevier
    7. Hauck ,W.W. and Donner ,A., Wald`s Test as Applied to Hypothesis in Logit Analysis, 1977, Journal of the American Statistical Association, Vol.72, pp851-853
    8. Hosmer ,D.W., and Lemeshow ,S., Applied Logistic Regression, 1989, New York: John Wiley &Sons, Inc.
    9. Kim ,J.S., Tokuhata ,G.K. and Bratz ,J.R., Comparison of Multivariate Regression Analysis Between Logistic Model and the Least Square Model Using SAS Software, 1985, SAS Users Group International Conference Proceedings, P1109-1112
    10. Lo ,A.W., Logit Versus Discriminant Analysis- A Specification Test and Application to Corporate Bankruptcies, 1986, Journal of Econometrics, Vol.31, P151-178
    11. Maddala ,G.S., Limited-dependent and Qualitative Variables in Econometrics, 1983
    12. Orgler ,Y.E., A Credit Scoring Model for Commercial Loans , 1970, Journal of Money, Credit, and Banking, P435-445
    13. Rock ,A., Sure Ways to Score With Lender, 1984, Money
    14. Steenackers ,A. and Goovaerts ,M.J., A Credit Scoring Model for Personal Loans, 1989, Insurance Mathematics Economics, P31-34
    15. Updegrave , How Lender Size You Up, 1987, Money
    Description: 碩士
    國立政治大學
    金融研究所
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002002080
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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