A Study of the factor analysis on Cash Card Default---An Application of the Logistic Regression

• Main Authors: Chun-Tsang Hsi, 席俊昌
• Other Authors: Jen-Lung Chen
• Format: Others
• Language: zh-TW
• Published: 2005
• Online Access: http://ndltd.ncl.edu.tw/handle/65989651108262561176

碩士 === 嶺東技術學院 === 財務金融研究所 === 93 === In this study, we analyze the factor of bank credit risk by use of cash card credit table of the bank. The client credit risk factors which were not adopted by bank at present were also analyzed using the personal credit data in the Joint Credit Information Center. Some crucial factors which were not considered before have been raised. The result has shown that it is helpful in evaluating the risk of cash card application for bank. "None-parameter statistics " chi-square independence test and Logistic Regression model are used to carry on the real diagnosis. It turns out that there are 10 research variables including sex, marital status, require of the commutation, provide of the income certificate, real estate, the occupation (staff member, self-management business, blue collar, student), the rate of cash card circulation, set-up of check account, line of business customer, the sum total exceeds the time limit unpaid mount or unpaid fully the lowest amount number of times, have the suitable explanation ability for risk factor. Due to this result, it is hoped that the financial organizations are able to set up policies to increase the letter quality, and to be more effective to the risk management.