| Summary: | 碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 93 === This paper considers the trend of financial internationalization and liberalization, Taiwan�Ss government deregulated banks, which led to the establishment of 16 new banks, and some banks have reorganized as commercial banks. These two developments in combination heralded the so-called “Era of War” of the banking industry. Excessive competition has made the quality of bank loans worse. Moreover, the slowed global economic growth, Asia�Ss financial storms, and exodus of local industries have made the rates of overdue loans made by Taiwan�Ss financial institutes increase annually. In the end of 2001, the rate of overdue loans made by banks in total reached 8.16%.
The New Basel Capital Accord (NBCA) was settled in June 2004. It is expected that this accord will take effect in Taiwan in the end of 2006, in step with the world. This NBCA will adopt a risk management system that is more sensitive to risks and emphasizes differential management of credit risks; this will help elevate the management of credit risks of bank industry in Taiwan.
Banks in the sample are classified into four distinct groups and regression analysis. This research categorized local banks into four groups to investigate the correlation between the influencing factors of overdue loan vs. deposit-loan ratios and of net return rates, and then to offer suggestions for reference. We obtain the following results:
1. Overdue loan risk as sample, the rank of risk in four groups is holding banks, government-controlled banks, new banks, and traditional banks.
2. The overdue loan rate of Taiwan Bank can be explained by its deposit-loan rates and net return rates in the group of government-controlled banks. The Cathay United Bank and International Commercial Bank of China can also easily explain their overdue loan rates in the group of holding companies. And in the group of new banks, the Bowa Bank and Sunny Bank have same results.
|
|---|
