| Summary: | 碩士 === 國立交通大學 === 工業工程與管理系 === 91 === The credit ratio is one of the important indicators for banks to evaluate the payment capability of the loan applicants. However, the raising ratio of the bad loans drives banks to review and reconstruct their credit scoring models. Most of the models are built in five dimensions: applicant’s personality, payment capacity, capital, business condition, and collaterals. In addition to these five factors, many uncertain factors can be utilized the loan applicants. Many literatures proposed credit scoring models for the listed companies, but these credit models would be invalid when they are employed with the real applicants’ data. This study analyze the real data and construct a credit rating procedure. The proposed procedure contains three parts:1. variables selecting and data analysis. 2. constructing my risk analysis models using discriminant analysis method and logistic regression method to discriminate the good and bad loaners. 3. Constructing the survival model for good and bad loaners. Through the survival model, banks can predict the applicants’ survival period. A real case is also provided in this study to demonstrate the effectiveness of the proposed procedure.
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