| Summary: | 碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 102 === The mortgage loan takes great proportion of profits in bank. Due to the unhealthy competition, banks over-estimate the price of real estate and accept the appliances with lower credit rating. The price of real estate will soar highly when economic growth and that will cause the risk of mortgage loan becomes longer.
In recession, the value of mortgage fell that increases the imply default risk. Then, the banks will lose capital liquidity and the coming crisis disrupt the stability of financial system. Debt crisis causes a lot of bad management of financial institutions cases around the world.
In this study, discuss the exploring the quality of bank credit risk management through estate expected default frequency. After the subprime mortgage default crisis disburses in America in 2006 and spreads to global in 2008, the authorities discuss the reason and influence of crisis. Simultaneously, the authorities actively strengthen relevant rules and regulations such as new BASEL agreement. To bring the brand new face to banks’ financial risk supervisory management.
Different from the past research this model reasonably measures the predicted default risk of mortgage loan. We choose the quarter data from the third quarter in 2008 to the second quarter in 2013. There are 380 samples and we use these panel data to do empirical estimation. We adopt Merton model with market information and promptness merits. We do the descriptive statistic analysis to gauge the predicted default risk of mortgage loan in 19 counties in TAIWAN. The outcomes show that we can find it exactly exist the predicted default risk of mortgage loan phenomenon.
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