An Empirical Analysis on Risk Management of Bank Loan

• Main Authors: Chih-Chieh Yang, 楊致傑
• Other Authors: Chung-Fang Chang Ho
• Format: Others
• Language: zh-TW
• Published: 2009
• Online Access: http://ndltd.ncl.edu.tw/handle/35281697988799098583

碩士 === 中原大學 === 國際貿易研究所 === 97 === Banks play a critical role in financial and economic domain. Lending business also plays a major role in generating revenue in the banking sector. However, because of the rapid changes and fierce competitions of the economy, it not only causes business to face increasing risks and uncertainties, but also induces banks to take more risk on the commercial loan. Therefore, how to manage the lending risk of business is one of the main topics in the bank industry. The scope of this study is to select 30 financially normal and 30 financially troubled Taiwanese companies in the electronics and traditional industries. The financially troubled companies were listed having financial crises between 2003 and 2007. Based on the information, this research builds up two credit rating models separately for the electronic industry and the traditional industry. Moreover, this paper applies two models into pricing policy and lending management in order to control the credit risk of loan. The empirical findings and applications are: 1. Through M-W test, K-S test, and Logistic Regression analysis, this study finds explainable variants. In the end, this research measures the odds ration relative risk in the two industries by using the ratio of companies in normal and crisis conditions. 2. This research provides a low cost, easy, and practical analytical method based on the real situation of banking sector to establish the lending risk evaluation system and to apply the system into the loan pricing and authorization policies in order to manage the loan risk.