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| Title: | 從集中到風險：不動產貸款專注化對銀行營運績效之影響
From Focus to Fragility: The Impact of Real Estate Loan Specialization on Bank Operations |
| Authors: | 蕭浚佑
Hsiao, Chun-Yu |
| Contributors: | 陳明吉
Chen, Ming-Chi
蕭浚佑
Hsiao, Chun-Yu |
| Keywords: | 不動產放款
銀行績效
住宅貸款集中度
金融穩定性
Real estate lending
Bank performance
Residential loan concentration
Financial stability |
| Date: | 2025 |
| Issue Date: | 2025-08-04 14:07:49 (UTC+8) |
| Abstract: | 本研究探討不動產放款對銀行營運績效之影響，特別著重於購屋貸款集中度所帶來之效果。研究採用2007年第2季至2024年第2季期間台灣37家銀行之面板資料，分析多項不動產放款指標對銀行獲利能力與風險曝險之影響。實證結果顯示，房價變動與住宅貸款成長對銀行績效並無顯著影響，惟住宅貸款集中度呈現倒U型關係，顯示不同程度之專業化對銀行營運成果具有異質性影響。此外研究亦發現公營銀行與民營銀行因政策目標與投資取向之差異，在住宅貸款集中度上存在結構性差異。綜合以上，本研究對政府單位及金融機構提出重要政策建議，指出住宅貸款集中度過高將對銀行獲利表現及金融體系穩定性構成潛在風險，建議政策制定者與金融業者應密切關注房地產市場是否出現過熱現象，並適時採取調控措施，以確保銀行體系之穩健運作與整體經濟之永續發展。
This study investigates the impact of real estate lending on bank performance, with particular emphasis on the effects of residential loan concentration. Using panel data from 37 Taiwanese banks over the period 2007Q2 to 2024Q2, the analysis examines how various real estate lending ratios influence both profitability and risk exposure. The empirical results reveal that, housing prices and residential loan growth do not exert a significant influence on bank performance. We overserve loan concentration exhibits an inverted U-shaped relationship, indicating that different degrees of specialization lead to heterogeneous effects on banks’ operational outcomes. Furthermore, the findings highlight structural differences between public and private banks regarding residential loan concentration, attributable to divergences in policy objectives and investment orientations. Based on these findings, this study provides important policy recommendations for governmental authorities and financial institutions, highlighting that excessive concentration in residential lending poses potential risks to both bank profitability and financial system stability. It is therefore recommended that policymakers and industry participants closely monitor the housing market for signs of overheating and implement timely regulatory measures to ensure the soundness of the banking system and the sustainable development of the broader economy. |
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| Description: | 碩士
國立政治大學
財務管理學系
112357032 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0112357032 |
| Data Type: | thesis |
| Appears in Collections: | [財務管理學系] 學位論文
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