政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/34699

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/34699

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政大典藏 > College of Social Science > Department of Public Finance > Theses > Item 140.119/34699

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/34699

Title:	銀行信用卡逾放比率之決定因素─以台灣之銀行為例
Authors:	林冶洋
Contributors:	高安邦林冶洋
Keywords:	信用卡逾放比率台灣隨機效果模型決定因素 delinquency rate
Date:	2005
Issue Date:	2009-09-18 10:57:33 (UTC+8)
Abstract:	台灣信用卡市場自1982年全面開放以來，信用卡以驚人的速度不斷成長。但隨著信用卡簽帳金額、循環信用餘額的提高，以及2002年南韓信用卡泡沫危機的前車之鑑，信用卡逾期放款的風險控制也逐漸為政府相關主管機關所注意。藉由2003年7月至2004年10月，共16個月的月資料以及43間發卡機構，作追蹤資料的隨機效果模型分析，並採三種方向作為研究的角度，顯示較低逾放比的銀行，也許其風險管理及內部控制較為嚴謹，因此其信用卡部門之逾放情形也會較少。益本比則可以反映獲利能力較佳之銀行其放款品質較佳，因此可以推估其信用卡逾期放款的情形相對而言較不嚴重。持卡人循環信用餘額使用指數則反映出貸款者的還款能力。卡均循環信用餘額則是一項較為特殊的觀點。結果顯示台灣確發生了以卡養卡的情形，以致於在短期內，卡均循環信用餘額的提高反而會造成信用卡逾放比率的改善。最後，景氣動向指標成長率則反映出在景氣好的時候，持卡人比較有意願及能力償還其信用債款，因此持卡人逾期繳款的情形較不會發生。
Reference:	一、中文文獻中央銀行（2006），《中華民國台灣地區金融統計月報》。台北：中央銀行經濟研究處。行政院主計處（2006），《中華民國臺灣地區國民經濟動向統計季報》。台北：行政院主計處。李俐俐（2004），「我國信用卡市場之過去、現在及未來展望」，《中國商銀月刊》，23(11)，頁1-17。陳志強（2004），「韓國信用卡公司財務危機探討」，《台灣經濟研究月刊》，27(3)，頁39-44。廖威翔（2003），「我國信用卡市場指標預測之研究」，私立朝陽科技大學企業管理系碩士論文。二、英文文獻 Ausubel, Lawrence M. (1991), “The Failure of Competition in the Credit Card Market,” The American Economic Review, 81(1), 50-81. Ausubel, Lawrence M. (1997), “Credit Card Defaults, Credit Card Profits, and Bankruptcy,” American Bankruptcy Law Journal, 71, 249-270. Ausubel, Lawrence M. (1999), “Adverse Selection in the Credit Card Market,” Working Paper, Department of Economics, University of Maryland, June. Black, Sandra E. and Donald P. Morgan (1998), “Risk and the Democratisation of Credit Cards,” Federal Reserve Bank of New York Research Paper 9815. Black, Sandra E. and Donald P. Morgan (1999), “Meet the New Borrowers,” Current Issues in Economics and Finance, Federal Reserve Bank of New York, 5(3). Breusch, T. S. and A. R. Pagan (1980), The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics. Calem, Paul S. and Loretta J. Mester (1995), “Consumer Behavior and the Stickiness of Credit-Card Interest Rates,”American Economic Review, 85(5), 1327-1336. Crook, Jonathan (1999), “Who is Discouraged from Applying for Credit？” Economic Letters, 65(2), 165-172. Dunn, Lucia F. and TaeHyung Kim (1999), “An Empirical Investigation of Credit Card Default,” Working Paper, Ohio State University, Department of Economics. Gross, David B. and Nicholas S. Souleles (2002), “An Empirical Analysis of Personal Bankruptcy and Delinquency,” The Review of Financial Studies, 15(1), 319-347. Hausman, Jerry A. (1978), “Specification Tests in Econometrics.” Econometrica, 46(6), 1251-1271. Hsiao, Cheng (1986), Analysis of panel data, Econometric Society Monographs, no. 11 Cambridge; New York and Sydney: Cambridge University Press, 1986. Laderman, Elizabeth S. (1996), “What’s Behind Problem Credit Card Loans,” FRBSF Economic Letter, Federal Reserve Bank of San Francisco, 96(21). Morgan, Donald P. and Ian Toll (1997), “Bad Debt Rising,” Current Issues in Economics and Finance, Federal Reserve Bank of New York, 3(4). Stavins, Joanna (2000), “Credit Card Borrowing, Delinquency, and Personal Bankruptcy,” New England Economic Review, Jul/Aug, 15-30. Stavins, Jonna (2001), “Has Widespread Use of Credit Cards Contributed to the Increase in Personal Bankruptcy?” Regional Review, Federal Reserve Bank of Boston, 2001(Q4 2000/Q1 2001), 4-7. 三、網站中華民國行政院金融監督管理委員會銀行局網站，http://www.boma.gov.tw/。中華民國行政院勞工委員會網站，http://www.cla.gov.tw/。中華民國行政院經濟建設委員會網站，http://www.cepd.gov.tw/index.jsp。公開資訊觀測站，http://newmops.tse.com.tw/。經濟部商業司網站，http://210.69.121.50/~doc/ce/。
Description:	碩士國立政治大學財政研究所 93255013 94
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0093255013
Data Type:	thesis
Appears in Collections:	[Department of Public Finance] Theses

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