商業銀行對個人授信加碼利率合理性之研究

• Main Authors: Chiang,Jenmin, 江仁銘
• Other Authors: 王明昌
• Format: Others
• Language: zh-TW
• Published: 2012
• Online Access: http://ndltd.ncl.edu.tw/handle/68050953310525323769

碩士 === 國立中正大學 === 企業管理研究所 === 100 === This paper attempts to derive an interest rate mark-up model of individual loans for commercial banks. Using a sample of 754 individual loans from one of the biggest ten commercial banks in Taiwan, we derive the mark-up model under the premise that banks aximize their expected profits. This study focuses on identifying credit indicators that can significantly capture the default risks of individual loans and also on finding the critical values of cut off rates in an attempt to maximizing banks’ expected profits. Our findings show that 1) interest rate, loan duration, number of guarantor, occupation, record of saving, period of credit history, period of account, credit card, year and government policy are significant indicator variables for evaluating credit quality and 2) our model could provide optimal interest rates of individual loans with different default risk in order avoiding less profit from underestimating risk and lose customers from overestimating risk. The theoretical model and empirical results of this study could offer a reference based on maximizing profit for commercial bank when it makes the policy for default risk premium of individual loan.