Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/24230
標題: 銀行往來關係對授信條件與授信風險影響之研究
A Study on the Impact of Banking Relationships to the Loan terms and Credit Risk
作者: 陳龍森
Chen, Lung-Shen
關鍵字: Banking relationships
銀行往來關係
Loan terms
Credit risk
授信條件
授信風險
出版社: 高階經理人碩士在職專班
摘要: 本研究以某全國性商業銀行中部地區五家分行的273個企業授信戶為樣本,實證探討銀行往來關係是否對授信條件及授信風險產生影響,透過多元迴歸(multiple regression)及羅吉斯迴歸(logistic regression)模型進行實證分析,主要實證結果如下: 在授信條件方面,企業與銀行往來年齡愈長,則其利率愈高,但授信額度也愈高;當平均存款愈高,則其利率顯著降低,且授信額度提高;若企業有關係戶往來,則其授信額度顯著較高。當借款戶購買商品數量愈多,其擔保比例顯著較低;企業往來銀行家數愈多,則其擔保比例顯著降低,但對中小企業而言,其利率顯著提高;最後,企業若為信保戶,其擔保比例較高且授信額度較低。 在授信風險方面,往來年齡與授信風險呈正相關,表示企業與銀行往來愈久,銀行所面臨的授信風險愈大;平均存款與授信風險則呈顯著的負相關,表示企業在銀行的平均存款愈多,其營運績效較好,銀行的授信風險會顯著地降低。中小企業的銀行往來家數愈多,其授信風險顯著提高,表示中小企業有多家銀行往來關係是信用品質下降的訊號。本研究亦發現,中小企業由於資訊透明度低,存在較嚴重的資訊不對稱現象,因此相對於大企業而言,必須較注重建立並維持良好的銀行往來關係。
The primary purpose of this study is to explore the effects of banking relationships on the loan terms and credit risk. The empirical sample consists of 273 individual loan transaction accounts collected from five branches of a national commercial bank in the central area of Taiwan. Employing the multiple and logistic regression model, we find the empirical results summarized as follows: For the loan terms, the longer of the duration of banking relationship, the higher the interest rate and the greater the credit line. If the average balance of demand deposit accounts is higher,the interest rate is significantly lower and the credit line would increase. The credit line is also higher in the case of the borrowers with other related accounts maintained at the bank. In addition, when the borrowing firms purchase more other financial products, the collateral ratio is significantly reduced. The businesses with more banking relationships also have lower collateral ratios, but the interest rates of small and medium businesses would be significantly higher. Finally, if the business is guaranteed by Small and Medium Business Credit Guarantee Funds, the collateral ratio is higher and the line of credit is smaller. With respect to credit risk, there is a positive correlation between the duration of banking relationship and credit risk. The average balance of demand deposit accounts is negatively correlated with the credit risk. Furthermore, multiple banking relationships maintained by small and medium businesses correspond to higher credit risk. The results also indicate that small and medium business lack of complete and detailed financial reporting constitutes serious information asymmetry. Therefore, relative to large corporations, small and medium businesses are advised to focus on establishing and maintaining good relationships with banks.
URI: http://hdl.handle.net/11455/24230
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