請用此 Handle URI 來引用此文件：
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/59407完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 胡星陽 | |
| dc.contributor.author | Li-Wen Tseng | en |
| dc.contributor.author | 曾俐雯 | zh_TW |
| dc.date.accessioned | 2021-06-16T09:22:49Z | - |
| dc.date.available | 2022-07-12 | |
| dc.date.copyright | 2017-07-12 | |
| dc.date.issued | 2017 | |
| dc.date.submitted | 2017-06-26 | |
| dc.identifier.citation | 期刊文獻
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[online] Available at: http://blog.lendit.com/most-important-european-p2p-platforms/ [Accessed 25 Apr. 2017]. P2P-Banking.com. (2017). P2P Lending Services Open to International, Non-Resident Investors. [online] Available at: https://www.p2p-banking.com/p2p-lending-services-open-to-international-non-resident-investors/ [Accessed 10 Feb. 2017]. Pimcoetfs.com. (2017). PIMCO ETFs - PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund. [online] Available at: http://www.pimcoetfs.com/Funds/Pages/HYS.aspx?WT.svl=fund_nav_sector [Accessed 2 Jun. 2017]. Prime Meridian Capital Management. (2017). Defining Marketplace Lending, Peer-to-Peer Lending, and Crowdfunding - Prime Meridian Capital Management. [online] Available at: http://www.pmifunds.com/defining-marketplace-lending-peer-peer-lending-crowdfunding/ [Accessed 8 Jan. 2017]. Read01.com. (2017). 推薦：中國P2P網貸平台排名前十名巡禮. [online] Available at: https://read01.com/Ax5yzM.html [Accessed 2 Jun. 2017]. Switzerland, F. (2017). Europe's Top 10 P2P Lending Platforms. [online] Fintech Schweiz Digital Finance News - FintechNewsCH. Available at: http://fintechnews.ch/p2plending/europes-top-11-peer-to-peer-lending-platforms/4960/ [Accessed 2 Jun. 2017]. Singapore, F. (2017). Asia's Top 7 Peer-to-Peer Lending Platforms. [online] Fintech Singapore. Available at: http://fintechnews.sg/3518/crowdfunding/asias-top-7-peer-peer-lending-platforms/ [Accessed 2 Jun. 2017]. Spglobal.com. (2017). 2016 Annual Global Corporate Default Study and Rating Transitions. [online] Available at: https://www.spglobal.com/our-insights/2016-Annual-Global-Corporate-Default-Study-and-Rating-Transitions.html [Accessed 25 May 2017]. Us.spindices.com. (2017). S&P UK Investment Grade Corporate Bond Index - S&P Dow Jones Indices. [online] Available at: https://us.spindices.com/indices/fixed-income/sp-uk-investment-grade-corporate-bond-index [Accessed 25 May 2017]. Webber, L. (2007). Decomposing Corporate Bond Spreads. [online] Papers.ssrn.com. Available at: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1077563 [Accessed 20 May 2017]. Wiki2.org. (2017). 引用 网站 - Cite This For Me. [online] Available at: https://wiki2.org/en/Zopa [Accessed 27 Apr. 2017].Zh.wikipedia.org. (2017). 年. [online] Available at: https://zh.wikipedia.org/wiki/%E5%B9%B4 [Accessed 28 May 2017]. Zh.wikipedia.org. (2017). 廣義線性模型. [online] Available at: https://zh.wikipedia.org/wiki/%E5%BB%A3%E7%BE%A9%E7%B7%9A%E6%80%A7%E6%A8%A1%E5%9E%8B [Accessed 2 Jun. 2017]. Zopa.com. (2017). Zopa’s public loan book for peer-to-peer lending. [online] Available at: https://www.zopa.com/public-loan-book [Accessed 2 Feb. 2017]. Zopa.com. (2017). Our story | About Zopa | Zopa.com. [online] Available at: https://www.zopa.com/about/our-story [Accessed 2 Mar. 2017]. Zopa.com. (2017). The Zopa Principles – Zopa loans & investments | Zopa.com. [online] Available at: https://www.zopa.com/principles#terms [Accessed 3 Mar. 2017]. Zopa.com, M. (2017). Matching engine update. [online] Zopa Blog. Available at: http://blog.zopa.com/2014/06/11/matching-engine-update/ [Accessed 16 Apr. 2017]. Zopa.com, M. (2017). Matching Engine and Rapid Returns updates. [online] Zopa Blog. Available at: http://blog.zopa.com/2014/08/01/matching-engine-and-emergency-access-to-money/ [Accessed 28 Apr. 2017]. Zopa.com, A. (2017). Annual Lender Fee to be replaced with Loan Servicing Fee after consultation with HMRC. [online] Zopa Blog. Available at: http://blog.zopa.com/2015/03/18/annual-lender-fee-to-be-replaced-with-loan-servicing-fee-after-consultation-with-hmrc/ [Accessed 31 May 2017]. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/59407 | - |
| dc.description.abstract | 鑒於金融科技(Fintech)趨勢興起，對傳統金融業多少有所衝擊，其中與網絡平台概念相關之個人借貸(Peet-to-peer lending，後以P2P lending表示)在國外已行之有年，本研究選擇世界上最早的P2P lending平台─Zopa作為研究對象，以其歷史貸款資料為基礎，探討三個議題，分別為投資性分析─P2P lending貸款是否值得投資或者適合何種投資人投資？違約率分析─其貸款特性(Loan characteristics)與成熟貸款之違約機率是否存在關聯？償還率分析─貸款特性與其違約貸款之償還率是否相關？
本研究依序採用比較分析、Logit regression model和Generalized linear model等研究方法，結果顯示P2P lending貸款適合願意投資投機等級公司債之投資人作為投資標的參考。對於成熟貸款(成熟貸款指完成與違約狀態貸款)，貸款金額負向顯著影響貸款違約機率；貸款投資利率與貸款期間正向顯著影響貸款違約機率。另針對違約貸款，貸款金額、貸款投資利率與貸款期間皆負向顯著影響違約貸款之償還率；初始給付年份與違約年份部分負向影響違約貸款之償還率；自初始給付日到最近違約日之間隔年數大致正向顯著影響違約貸款之償還率。 | zh_TW |
| dc.description.provenance | Made available in DSpace on 2021-06-16T09:22:49Z (GMT). No. of bitstreams: 1 ntu-106-R03723002-1.pdf: 1597825 bytes, checksum: e245d835ff4be8b0ca98c07152cb2ec7 (MD5) Previous issue date: 2017 | en |
| dc.description.tableofcontents | 摘要 I
Abstract II 圖目錄 IV 表目錄 V 第壹章 緒論 1 第一節 研究動機 1 第二節 研究目的 1 第貳章 研究背景、文獻探討與假說 2 第一節 研究背景 2 第二節 文獻探討 7 第三節 問題設計與假說 9 第參章 研究方法與資料 10 第一節 研究方法 10 第二節 原始資料 21 第三節 樣本篩選 21 第肆章 研究分析與結果 23 第一節 投資性分析 23 第二節 違約率分析 25 第三節 償還率分析 34 第伍章 結論與建議 44 參考文獻 46 附錄一 50 附錄二 51 附錄三 52 附錄四 53 附錄五 58 附錄六 59 | |
| dc.language.iso | zh-TW | |
| dc.subject | 個人借貸(P2P lending) | zh_TW |
| dc.subject | Zopa | zh_TW |
| dc.subject | 貸款特性 | zh_TW |
| dc.subject | 違約 | zh_TW |
| dc.subject | Zopa | en |
| dc.subject | Default | en |
| dc.subject | Peer-to-peer lending (P2P lending) | en |
| dc.subject | Loan characteristics | en |
| dc.title | P2P lending貸款特性對違約機率之影響─以Zopa為例 | zh_TW |
| dc.title | The Impacts of Loan Characteristics on Default Probability of P2P Lending Loans: Empirical Evidence from Zopa | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 105-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 陳明賢,陳業寧 | |
| dc.subject.keyword | 個人借貸(P2P lending),貸款特性,違約,Zopa, | zh_TW |
| dc.subject.keyword | Peer-to-peer lending (P2P lending),Loan characteristics,Default,Zopa, | en |
| dc.relation.page | 59 | |
| dc.identifier.doi | 10.6342/NTU201701077 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2017-06-26 | |
| dc.contributor.author-college | 管理學院 | zh_TW |
| dc.contributor.author-dept | 財務金融學研究所 | zh_TW |
| 顯示於系所單位： | 財務金融學系 | |
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