「信用評分卡」於房貸業務運用之探討以某銀行為例

Abstract

本研究希望檢視與探討國內某銀行目前使用之房貸評分表內使用之基本屬性的模型相關變數因子，經過這些年在房貸市場快速成長與景氣復甦下是否須予以調整？同時對於現行房貸業務與銀行政策進行探討，以期待於未來實務運用上給予較客觀之統計分析參考。本研究採用 Logistic 迴歸分析房屋抵押貸款資料，希望能藉由分析貸款人過去的歷史樣本建置模型，且用於新申請者的審核過程或現有客戶的信用狀況評估，對往後銀行的風險控管與承做徵授信業務時，能有更進一步的幫助，利用真正的反映出客戶的信用風險及忠誠度，帶來平均成本降低、費用減少，以及提升風險承受能力…等好處，創造雙贏的市場利益，對於微利時代金融產業之重要性不可言喻。針對國內某銀行之不動產抵押貸款核貸案件為研究對象，採用2007年至2010年之個人購置住宅及房屋修繕貸款做為建模母體，以簡單實用之變數所建立之房貸信用評量模式，期能導正國內相關文獻研究方向的偏誤及盼能被銀行界所採納，憑為銀行辦理房屋借款核貸的重要評量準據，俾能降低房貸授信風險，提高房貸資產品質。

This study hopes to review the basic attributes of these variables within the mortgage credit scorecard model in some domestic bank, because of in past years the mortgage business rapidly growth and the economic booming whether to adjust this model or not? Meanwhile, we would use the more objective statistical analysis to apply to the mortgage business and loan policy in the future. This study uses the logistic regression and these sample data of historical mortgage loan in order to analyze the new applicant credit situation. For risk management and credit business in banking, it would really reflect the customers' credit risk and loyalty and reduces average cost and fees and increases the risk tolerance, etc. To build the banks and customers bilateral benefits is important in the meager profit era. Based on house-repairing loan and house-purchase loan in one domestic bank during 2007~2010, we use these data to create the simple and the practical credit score card in order to correct the direction of the relative researches and also hope the banking to accept this methodology. If the banks take the credit score card as the important standard of the mortgage business, this model could reduce the credit risk and raise the quality of the mortgage loan.