| Summary: | 碩士 === 輔仁大學 === 應用統計學研究所 === 90 === In the changing environment of Taiwan financial market, the innovation of financial products will play an ever-important role in the financial industry.
In recent decade, a lot of banks which focused on Small/Medium Enterprises to design a wide array of differential loan products to accommodate each customer group''s, but there were a lot of trick problems and asymmetric information which existed in the financial report of Small/Medium Enterprises, this made Small/Medium Enterprises had to pay higher loan interest rate in the loan market. Therefore, how banks which make an effective standard system of loan is a very important issue.
The purposes of this study were to explore if there had constructive information which existed in banks’ credit rating variables and further could provide a set of qualitative standard rating model to help banks to measure and evaluate the loan of Small/Medium Enterprises which were conducted with some small load cases of Small/Medium Enterprises in a domestic commercial bank in Taiwan.
The major findings were showed that :
(1) Banks evaluated the risk of loan which according to the loan amount that Small/Medium Enterprises credited from banks before to build the model to affect the loan amount that banks will credit in the future. In general, combine non-financial information, the predictably accurate rate could reach 71.7%, therefore, historical data of the loan amount that Small/Medium Enterprises credited from banks could be used to evaluate the risk of loan.
(2) The situation of opening/operation years, business revenue and operation place of Small/Medium Enterprises could be used to evaluate the selection of clients for banks. The opening/operation years and operation place could be used as instead variables under the situation that information was asymmetric or financial report was trick.
(3) According to the situation of opening/operation years, business revenue and operation place of Small/Medium Enterprises, it could be distinguished into seven different groups. According to the different groups that banks could predict the average amount of loan, and also that banks could evaluate the financial situation of Small/Medium Enterprises.
Therefore, the above findings of this study could be as important references for banks when banks make the loan policy.
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