A Study on the Default Factors of Mortgage in a Commercial Bank

• Main Authors: Xin-ning Liu, 劉欣寧
• Other Authors: Yen-sheng Huang
• Format: Others
• Language: zh-TW
• Published: 2008
• Online Access: http://ndltd.ncl.edu.tw/handle/37815968160766593009

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 96 === The purpose of this study is to analyze the default factors of mortgage in a commercial bank. Different from previous research focuses on small samplings, specific geographical locations, or allotting mid-long term mortgage customers, the research examines this issue based on diversified, national sampling on long-term mortgage lenders with tenor longer than seven years. Moreover, the logit regression analysis is applied in this study. The empirical results indicate that, as the accuracy of the model gets higher, the profitability of the bank is effectively enhanced and thus lowering potential loss upon default. By scheming other attributes and analyzing from different prospects, it is concluded that actual mortgage interest is the primary attribute of default. Of the eleven attributes, nine of those proved significant influences upon defaulting. Comparatively, age and mortgage tenor somehow are less influential. Overall such mechanism has provided 70.30% of accuracy, within such on normal lenders it is 60.63% precise. Successful early detection on defaulting customers is 79.94%.