Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/20662
標題: A Study on Bank Lending Categories and Loan Quality in Taiwan
台灣地區銀行授信類別與放款品質之研究
作者: Wang, Tien-Hseang
王天翔
關鍵字: Bank lending;授信;Loan categories;Non-performing loans;Observed Loans;放款品質;廣義逾放比;應觀察款項
出版社: 企業管理學系所
引用: 中文文獻 石振弘(民89)。台灣租屋市場之啟蒙:沈痾、新苗、與生機,國立台灣大學建築與城鄉研究所,碩士論文。 李錦國(民93)。商業銀行從事消費性貸款業務與經營績效關係之研究,中興大學高階經理人碩士在職專班,碩士論文。 李禮仲(民 95)「卡奴」問題產生與解決之探討財金(財團法人國家政策委員會 財金(研)095-001號)。 沈中華、王健安(民91)。是「粗心的借款者」,還是「壞的借款者」使銀行經營績效低落?台灣金融財務季刊,第三輯,1,141-158。 林木坤(民92)。台灣地區銀行業問題放款之研究, 長庚大學企業管理研究所,碩士論文。 林姿儀(民95)回顧2005年-2006年之台灣卡債風暴(財團法人國家政策委員會 財金(研)095-009號)。 孫志誠 (民93) 本金提早攤提對現金卡債權證券之影響,國立清華大學科技管理研究所,碩士論文。 康緞、邱素津、陳彥彰、謝瑞玲(民 94)。探討金控公司改制前後經營績效之研究,建國科大學報,24卷2期, 張金鴞(民92)89-91年振興房地產措施成效之評估(經建會委託之研究計畫)。 張家豪(民 91)。從資產負債面探討台灣地區銀行業盈餘管理之季別差異現象,國立東華大學企業管理研究所,碩士論文。 許振明(民90)財經亂序-失業攀高-政府束手(財團法人國家政策委員會 財金(評)090-087)。 許振明(民90)錯誤經濟診斷可能再誤蒼生(財團法人國家政策委員會 財金(研)090-011號)。 陳進安(民 93)。韓國信用卡風暴回顧,中國商銀月刊,第23卷,4,58-74。 陳錦泉(民 93)。現金卡授信模型研究~呆卡客戶之實證分析,國立高雄第一科技大學風險管理與保險所,碩士論文。 葉銀華(民 95,12月6日)。銀行表外業務的風險性。經濟日報,A12版。 劉松翰、謝燧琪、溫育芳(民 95)。台灣銀行業在金控與非金控架構下之效率分析。台灣金融財務季刊,第七輯,3,127-171。 戴嘉甫 (民 93)。銀行現金卡客戶違約機率之衡量,義守大學管理科學研究所,碩士論文。 英文文獻 Arauzo-Carod, J., & Segarra-Blasco, A. (2005). The determinants of entry are not independent of start-up size: Some evidence from spanish manufacturing. Review of Industrial Organization, 27(2), 147-165. Baltagi, B. H., & Li, Q. (1990). A Lagrange Multiplier test for the error components model with incomplete panels, Econometric Reviews, 9, 103-107. Berger, A. N., & Hannan, T. H. (1997). Using efficiency measures to distinguish among alternative explanations of the structure-performance relationship in banking. Managerial Finance, 23(1), 6. Berger, A. N., & Udell, G. F. (2002). Small business credit availability and relationship lending: The importance of bank organisational structure. The Economic Journal, 112(477), 32-50. Berger, A. N., & Mester, L. J. (2003). Explaining the Dramatic Changes in the Performance of U.S. Banks: Technological Change, Deregulation, and Dynamic Changes in Competition. Journal of Financial Intermediation, 12, 57–95. Bikker, J. A., & Haaf, K. (2002). Competition, concentration and their relationship: An empirical analysis of the banking industry. Journal of Banking & Finance, 26(11), 2191. Bliss, R., & Kaufman, G. G. (2003). Bank procyclicality, credit crunches, and asymmetric monetary policy effect. Journal of Applied Finance, Fall/Winter, 23-31 Borcherding, T. E., W. W. Pommerhne, and F. Schneider, (1982). Comparing the Efficiency of Private and Public Production:A Survey of the Evidence from Five Federal State, Eeischrift fur National Konomie/Journal of Economic Theory:Public Production, 123-156 Breuch, T.S., & Pagan A.R., (1980). The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics, Review of Economic Studies, 47, 239-253. Cole, R. A. (1998). The importance of relationships to the availability of credit. Journal of Banking & Finance, 22(6-8), 959-977. Diamond, D. W. (1991). Monitoring and reputation: The choice between bank loan & directly placed debt. Journal of Political Economy, 99(4), 689-721. Edmister, R. O., & Srivastava, S. C. (1992). Loan portfolio composition and management control of bank risk: An empirical investigation. Journal of Applied Business Research, 9(1), 119. Haan, W. J. d., Sumner, S. W., & Yamashiro, G. M. (2007). Bank loan portfolios and the monetary transmission mechanism. Journal of Monetary Economics, 54(3), 904. Hausman, J.A., (1978). Specification Tests in Econometrics, Econometrica, 46, 1251-1271. James, C. & Wier, P. (1990). Borrowing relationship, intermediation, and the cost of issuing public securities. Journal of Finance Economics, 28(1-2), 149-171. Kaminsky, G. L., & Reinhart, C. M. (1999). The twin crises: The causes of banking and balance-of-payments problems. American Economic Review, 89(3), 473-500. Kaufman, G. (2004). Macroeconomic stability, bank soundness, and designing optimum regulatory structures. Multinational Finance Journal, 8(3/4), 141. Keeton, W. R. (1999). Does faster loan growth lead to higher loan losses. Federal Reserve Bank of Kansas City "Economic Review", second quarter, 1-18. Liu, C. -C., & Ryan, S. G. (1995). The effect of bank loan portfolio composition on the market reaction to and anticipation of loan loss provisions Journal of Accounting Research. 33(1), 77-93. Mishkin, F. S., & Eakins, S. G. (2006). Financial Markets & Institutions (5th ed.). New York, Pearson. Montgomery, H. (2005). The effect of the basel accord on bank portfolios in Japan. Journal of the Japanese & International Economies, 19(1), 24-36 Oyama, T., & Tanaka, H. (2003). Macroeconomic factors behind the rapid increase in japanese banks’ loan losses:Analysis of the interrelation between bad loans and the macroeconomy. Bank Examination and Surveillance Department bank of japan working paper, 1, 1-45. Petersen, M., & Rajan, R. (1994). The benefits of lending relationships: Evidence from small business data. Journal of Finance, 49(1), 1367-1400. Rajan, R. G. (1998). The Past and Future of Commercial Banking Viewed through an Incomplete Contract Lens Journal of Money, Credit & Banking, 30(3), 524-550
摘要: 
In this study we investigate the relationship between loan categories and bank's non-performing loan rate (NPL rate). NPL rate and loan yield are modeled as a function of individual loan portfolio composition. We choose four types of loan, that is commercial loans, consumer loans (including real estate loans), credit card loans and cash card loans comprising the bank's loan portfolio. In addition we use two types of bank's NPL, NPLs and OLs, which can represent the immidated NPL generated and the past NPL accumulated. We observe which bank in each of loan type with aggressive lending would have worse NPL rate. We also compare the NPL rate at banks belonging to financial holding company banks , pan-public banks and the other banks.
Panel date analysis is employed in this study. The results show that in the bank's loan portfolio, the commercial loan influnces the most apparently the NPLs and OLs, and the NPL would worsen when its weight rise up. When consumer loan lending is made aggressively, it would make bank's NPL rate increasing. For the financial holding company banks and pan-public banks, they also maintain better NPL rates than other banks.

台灣銀行產業在持續走向開放化、國際化的過程中,面臨不少亂流。在經歷亞洲金融風暴後,台灣銀行產業先後在企業放款、消費性放款與近期的雙卡放款上蒙受損失,放款品質低落,連帶也使台灣銀行產業獲利因為大量打消呆帳而轉盈為虧。因此本研究藉由觀察銀行放款組合與總體放款品質的關係變化以了解台灣銀行產業放款品質受到哪些放款類型之影響,以對銀行後續在策略規劃與風險控管上有更進一步的幫助。
本研究的放款組合由4類放款構成,即企業放款、消費性放款、信用卡放款與現金卡放款,由於4種放款類型背後代表的授信對象放與款條件上不同,因此較能了解銀行在不同授信類型的承作對總體放款品質的影響。另外本研究也試圖觀察銀行是否會因為在4類放款市場的積極貸放行為而犧牲總體放款品質;另外金控銀行與泛公營銀行是否就能保持較佳的總體放款品質也是本研究另外兩個議題。
本研究以廣義逾放比與應觀察款項為觀察的兩類放款品質,以Panel data進行驗證;結果發現企業放款為影響銀行總體放款品質不佳之授信類型;而消費性放款則反應在積極承作銀行會有較差的放款品質。信用卡放款與現金卡放款在所有模型中均未明顯結果。另外金控銀行在觀察的期間內均保持較佳的放款品質;而泛公營銀行則在可能因承接過多政策性包袱而在總體放款品質呈現顯著邊緣的結果。
URI: http://hdl.handle.net/11455/20662
其他識別: U0005-2606200722434700
Appears in Collections:企業管理學系所

Show full item record
 

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.