商業放款審核之探討-三分法選擇模式之應用

Abstract

為達成信用風險管理的目標，發展有效的信用風險監督機制；就信用甄審而言，為符合實際上所觀察到的信用選擇情況，本研究以兩階段迴歸模式將信用選擇區分成三種並和評估信用品質的綜合評分予以聯結。同時比較三分法選擇模式與二分法選擇模式之成本與效益。就停損系統而言，透過綜合評分來界定違約高風險群，探討違約高風險群的信用特性，做為停損額度授信評估的參考，以降低信用損失。

For credit risk management, the article uses the two-stage regression model to estimate the default risk in consideration of the pre-loan and post-loan review. We select the default probability of the credit rating as the pre-loan review basis to measure the credit quality, which makes the banks precisely realize total credit risk. In addition, this paper focuses on the high risk groups and develops criteria of loans for the high risk groups based on their characteristics. This can construct a monitoring mechanism of the bank loans for the small and medium-size enterprises.