SME CREDIT SCORING AND THE DETERMINANTS OF CREDIT QUALITY -A CASE STUDY OF C COMMERCIAL BANK

• Main Authors: Yu-Huei Tseng, 曾郁惠
• Other Authors: Ja-Shen Chen
• Format: Others
• Language: zh-TW
• Published: 2008
• Online Access: http://ndltd.ncl.edu.tw/handle/85096427028985771473

碩士 === 元智大學 === 管理研究所 === 96 === As the opening of the banking industry happens during these years, many banks start to compete in the SEM business. However, SME financial information inconsistency and short business life cycle are typical problems faced by the banks. As a result, risk control has become am important issue for SME credit business. SME credit scoring, the threshold for SME credit business is studied in this research. Understanding the relationship between scoring variants and the credit quality helps to understand if the scoring table provides useful information for credit approval. Logistic Regression is applied to understand which variant is significant to credit quality. As a result, there are 6 significant variants. Although not every variant is significant in this research, but these variants are still valuable for credit approval references.