The evaluation on credit risk model-A case study of leasing company

• Main Authors: HSU,CHUAN-SHU, 許絹書
• Other Authors: CHANG, CONRAD C.
• Format: Others
• Language: zh-TW
• Published: 2017
• Online Access: http://ndltd.ncl.edu.tw/handle/952n8x

碩士 === 國立臺北大學 === 會計學系 === 105 === Recently, the global economic recovery is still weak, and UK voted yes to leave the EU. Furthermore, quite a few of terrorist attacks have happened in major cities. All of these have seriously impacts on finance market and global trade. Accordingly, Taiwan, an export oriented economy nation, is also embroiled. For the less solid companies in Taiwan, it definitely adds salt to an wound. After getting permission to invest in lease business, most Taiwanese banks have started to crave the business, but every data shows that the finance market has already saturated in Taiwan and over competition seems inevitable. This research is to focus on the financing lease and installment contract business, and it applies the Logistic Regression, to establish the credit risk model in order for an objective and discreet credit analysis. The research results indicate that, in the credit risk model, the credit period and the company’s founding year have significant relevance to the default probability. This study intends to provide reference for credit decision and risk management if a lease company intends to undertake the credit business and to rely less on manual judgment so that the lease firm may improve the credit quality and decrease the default probability and bad debt.