官股及非官股銀行逾放比率影響因素之比較

Abstract

1990年代以後，國營銀行民營化，開放外資進入臺灣金融市場，同時加強金融監理和風險管理。政府促使台灣原本以國營銀行為主的銀行業，慢慢走向以民營銀行為主的開放競爭產業，逐步由金融管制走向市場機制的發展。自此，臺灣金融業開始面臨高度劇烈競爭、利潤下滑和風險劇增等問題，各家銀行為了爭取客戶，將有傾向降低授信標準，進而推升逾期放款比率，金融監理及風險管理也成為現代金融業的重要議題。因此，本研究期望能從銀行眾多的指標中歸納出影響逾期放款比率的關鍵因素，以做為銀行業經營者以及政府擬訂金融政策參考，以維護金融體系穩定運行。 本研究蒐集了2008~2022年台灣八大官股銀行及七大的民營金控的共15家銀行為分析樣本，並分為八大官股銀行、七大民營金控及15家銀行三個模型。分析工具上則採用了縱橫資料模型(Panel data model)，來探討影響逾期放款比率的關聯因素，以及官股銀行與民營金控兩者間經營績效的差異。 實證結果顯示，在銀行財務結構面，備抵呆帳占逾期放款比率與逾放比率呈現負相關。資本適足率呈現負相關。企業放款餘額占放款總額呈現正相關。消費者貸款餘額占放款總額比率呈現顯著正相關。總體經濟因素方面，經濟成長率呈現顯著性的負向關聯。失業率於官股銀行的模型上呈現顯著正相關，而民營的模型則呈現負相關。

After the 1990s, there was a wave of privatization of government banks, the opening of Taiwan's financial market to foreign capital, and simultaneously, an enhancement of financial supervision and risk management. The government propelled Taiwan's banking sector, which had been primarily dominated by public banks, toward becoming a competitive industry primarily led by private banks. This transition gradually shifted the focus from financial regulation to market mechanisms. Consequently, Taiwan's financial industry began to grapple with challenges such as intense competition, declining profits, and heightened risks. In order to attract customers, many banks tended to lower credit standards, resulting in an increase in the non-performing loan ratio. Financial supervision and risk management emerged as pivotal concerns in the modern financial landscape. As a result, this study aims to distill the key factors influencing the non-performing loan ratio from a multitude of bank indicators, serving as a reference for both bank operators and government policymakers to craft financial policies that sustain stable financial system operations. This study collected 2008 to 2022 of Taiwan's eight major public banks and seven major private banks as study sample. Also, the model used for analysis is panel data model. To explore the factors influencing the non-performing loan ratio and to examine the differences in operational performance between public banks and private banks. Empirical results indicate that in the bank's financial structure, the non-performing loan ratio are negative correlated with NPL coverage ratio, capital adequacy ratio is negatively correlated with non-performing loans ratio. The ratio of corporate loans to the total loans is positive correlation, the ratios of consumer loans to the total loans is significant positive correlation. Finally, as for Macroeconomic Indicators, GDP growth rate is significant negative correlation. The unemployment rate is significant positive correlation in the model of public banks , whereas in the model of private banks is negative correlation.