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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
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:

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.
Appears in Collections:高階經理人碩士在職專班

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