BASELII與銀行企業金融授信實務之申請進件模型
碩士 === 國立政治大學 === 風險管理與保險研究所 === 95 === Business loan is one of the main profits in the bank. But increasing business competition causes the loan process in the bank is not very serious, the bankers allow enterprise to expand his credit or has higher debt ratio, that would cause financial crises. Th...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/81794735362802819984 |
| Summary: | 碩士 === 國立政治大學 === 風險管理與保險研究所 === 95 === Business loan is one of the main profits in the bank. But increasing business competition causes the loan process in the bank is not very serious, the bankers allow enterprise to expand his credit or has higher debt ratio, that would cause financial crises. The first point in this study is to find the symptom when enterprise has financial crises.
The second point is that under the framework of New Basel Capital Accord〈Basel II〉, we try to build an application model that committed the domestic requirements. The bank should develop the fundamental internal rating-based approach that accords with its strategy、market segmentation、and customers type.
This research paper uses financial variables〈ex. liquid ratio、debt ratio、ROA、ROE、… 〉to build enterprise application model. We use the principle component analysis to separate different factors which affect loan process： financial facet、ability to pay、profitability、management ability、long-term index、liquidity、and cash flow. Then, we show the result about these factors in the logistic regression model.
|
|---|