汽車貸款違約決定因素之個案研究

Abstract

隨著消費習慣的改變與車商的行銷策略，台灣汽車貸款的市場也在2006年達到高峰期，但2006年的雙卡風暴也引爆了一股呆帳潮，導致市場急速的萎縮。 汽車貸款授信品質的關鍵，在於找出影響貸款風險的主要因素。在授信過程中如能排除或管理這些風險因子，不僅是建立風險管理的預警模式，同時也降低發生呆帳的機率。本研究應用統計方法中的卡方獨立性檢定與羅吉斯迴歸分析方法來找出影響汽車貸款違約之重要因素，研究結果顯示：性別、房保、付款方式、客戶利率、補貼比例及退佣或補貼比例都是顯著的影響因素。汽車貸款公司以此來評估消費者的風險程度，可提高授信的品質並加速作業流程，對客戶的風險管理也能更加準確。

As the changes of consumers’ behavior and the promotion from car Sales Companies in Taiwan, the car installment market increased year by year until the peak year 2006. In the same year, the crisis from consumer banking (credit card and cash card) happened and caused huge bad debt and in consequence the car installment market depressed rapidly. The key point of credit management is finding the factors of car loan overdue. To build up a risk management system and reduce overdue loss, financial institutions have to manage or eliminate these key factors during the procedure of credit checking. This research uses statistical methods such as chi-square test of independence and logistic regression to find factors affecting the quality of loan. The result shows that there are six important factors involved in a credit risk. They are: gender, payment way, property, customer rate, subsidy ratio, commission/subsidy percentage, according to the results of this research. Financial institutions may use this criterion to evaluate its crisis index to improve the credit quality, streamline the procedure of credit checking, and manage the risk accurately as well.