A Study on Taiwan’s Mortgage Loan Risk Assessment：Different Sample Pairwise and the Impact of Subprime Mortgage Crisis

• Main Authors: Rich, 張光譯
• Other Authors: 楊政學
• Format: Others
• Language: zh-TW
• Published: 2009
• Online Access: http://ndltd.ncl.edu.tw/handle/60484888269986059098

碩士 === 明新科技大學 === 企業管理研究所 === 97 === ABSTRACT "Subprime mortgage" and "Fannie Mae and Freddie Mac" arising from the economic issues related to the topic，"Not only established in the 1850 Lehman Brothers has experienced two world wars, the Great Depression and the 911 terrorist attacks are still standing, eventually losing to the market turmoil，And in September 15, 2008 declared bankrupt, Affected by Lehman Brothers as good as their own, covering can include the fifth-largest U.S. bank Bear Stearns, Merrill Lynch, Goldman Sachs Securities，Even the world's largest insurance company AIG Group the verge of bankruptcy，The United States government-funded near 85 billion U.S. dollars to buy 80% stake, while the U.S. economy directly cause irreparable harm, such as enterprises, to close the factory closures, layoffs and wage reductions, but also indirectly affect the other countries (such as China, India , Russia, Japan and European stock markets decline near 50 percent, the unemployed population in the United Kingdom because of the financial storm near one million unemployed people ... ..., etc.). Whether Taiwan will be a similar system of the United States subprime mortgage risks, the views of different scholars。The main purpose of this study was to establish a Housing Bank for mortgage risk assessment model，The domestic financial institutions a one credit in a particular area targeted，Information content arrives as the lender of housing loans of age, sex, educational level, marital status, occupation, annual income, living situation, whether there is any real estate, whether or not there are other loans, loan amount, loan period, loan interest rates, the availability of grace Are there any guarantor, the borrower uses, sources of income and the type of collateral for the variable data type. In this study, 17 variables based on information in order to LR and to carry out simple pairwise analysis of data. Data of this study after study, LR analysis, although correct high proportion of normal and breach of contract does not mean, and then take the simple pairwise analysis, the results of education, living conditions, the availability of grace and collateral types, such as the four variables significantly related to each other. The banking sector should be to establish a borrower's risk early-warning mechanisms, to strengthen after the loan is not a regular or periodic monitoring, dynamic master borrowers, the borrower can not repay principal and interest on time situation, or have adverse credit records, and issues listed on a blacklist of individuals to strengthen the call and refused to re-lending regime, thus the purpose of forecasting and warning.