請用此 Handle URI 來引用此文件:
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/16329
標題: | 銀行出售不良債權回收率差異之影響因素-以國內某銀行為例 Analysis of Factors Influencing Recovery Rates of Banks Selling NPLs - Case Study of a Taiwan Domestic Bank |
作者: | Tzu-Ying Tsai 蔡慈瑛 |
指導教授: | 唐代彪 |
關鍵字: | 不良債權,資產管理公司,回收率,不動產擔保,變異數分析, Non-Performing Loan,AMC,Recovery Rate,Real-Estate Collateral,ANOVA, |
出版年 : | 2012 |
學位: | 碩士 |
摘要: | 本文係以國內某家金融機構,在2002年至2010年間所出售不良債權計5,186筆資料為分析對象,採用兩樣本平均數檢定及變異數分析,以了解銀行出售不良債權回收率差異的影響因素。由實證結果顯示,「出售債權種類」、「借戶現況」、「有無擔保品」、「擔保品(不動產)用途」、「擔保品(不動產)座落」、「借戶聯絡情形」、「逾期帳齡」、「有無保證人」、「擔保品座落地區當地法院法拍情形」、「出售分行之逾放比率」及「出售年度」等11項變數與回收率有顯著相關。
本文進一步透過多元線性迴歸分析,就「出售債權種類」、「有無擔保品」、「借戶聯絡情形」、「逾期帳齡」、「有無保證人」、「出售年度」等6項變數進行檢定。檢定結果顯示,除「有無保證人」對回收率則具有顯著負相關外,其餘五個自變數,對回收率均具有顯著正相關。就影響程度而言,以「有無擔保品」對回收率的影響性最大,次為「出售年度」,再次為「逾期帳齡」,接續為「有無保證人」、「出售債權種類」及「借戶聯絡情形」等三項變數。 以高回收率案件與低回收率案件相較,高回收率案件之個人戶比例較高,企業戶停業比例及個人戶失業比例較低、不動產擔保比例較高、擔保品中住宅區比例較高,農業區比例較低、擔保品座落於北區之比率較高、借戶可聯絡之比例較高、逾期帳齡較短、無保證人案件之比率較高、擔保品當地法院拍定次數較低、高逾放比分行案件較多及出售年度之外在經濟環境較佳。低回收率案件則與前述情形相反。 In this research, we collected 5,186 pieces of data from a bank in Taiwan from 2002 to 2010 and used t-test and Analysis of Variance(ANOVA)to analyze factors influencing the recovery rate of banks by selling NPLs. The results of our anlaysis suggest that the following factors have a significant correlation with the recovery rate : 'kind of borrower,' 'borrower’s situation,' 'with real-estate collateral,' 'real-estate collateral use,' 'real-estate collateral location,' 'may contact borrower,' 'over-due aging,' 'guarantor,' 'auction status,' 'NPL Ratio of branch sales,' and 'year of sale.' Analyzing influencing factors by multiple linear regression on 'kind of borrower,' 'with real-estate collateral,' 'may contact borrower,' 'over-due aging', 'guarantor,' and 'year of sale', we found that the 'guarantor' had a significant negative correlation with the recovery rate while the others had a significant positive correlation with the recovery rate. Moreover, the study showed that the most influential factor was 'real-estate collateral,' followed by 'year of sale,' 'over-due aging,' 'guarantor, ' 'kind of borrower,' and 'may contact borrower.' Compared with the low recovery rate cases, the high recovery rate cases show the following characteristics: a higher proportion of individuals; a lower proportion of unemployment and ceased operation; a higher proportion secured by real estate collateral; a higher proportion of real estate in residential areas and a lower proportion in agricultural areas; a higher proportion of real estate collateral located in northern areas; a higher proportion of may contact borrower; short overdue aging; without guarantor; easier to auction; better economic environment in the year of sale. |
URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/16329 |
全文授權: | 未授權 |
顯示於系所單位: | 國家發展研究所 |
文件中的檔案:
檔案 | 大小 | 格式 | |
---|---|---|---|
ntu-101-1.pdf 目前未授權公開取用 | 695.25 kB | Adobe PDF |
系統中的文件,除了特別指名其著作權條款之外,均受到著作權保護,並且保留所有的權利。