| Summary: | 碩士 === 輔仁大學 === 應用統計學研究所 === 96 === In recent years the international financial rapid changes, many banks for not doing a good job to ensure the effective risk control, leading banks had overdue loan ratio hit record highs, and the proliferation of grass-roots financial problems, serious losses, so the Government of the domestic financial industry launched the reform and rectification. Since the beginning of the end of 2000, financial reform, the implementation of the "merger of financial institutions", and in September 2006 on financial markets package plan period to build a diversified, international, reliability and stability of the financial markets, the financial industry to grow , Profits and competitive. The new Basel Capital Accord was also the end of 2006, in addition to the competent authorities and the Hong Kong Association of Banks active deliberations on the corresponding strategies, their financial institutions have gradually attention to risk management, risk management understand the importance of all the risks associated control Construction Planning ,.
China to the end of December 94 outbreaks of dual-card turmoil, making the bank had overdue loan ratios improved, an increased risk of non-performing loans, thereby affecting the bank's profits. In this study, logistic regression analysis and CHAID construct a model of credit risk early warning, hope to provide the banking industry has the reference value, can effectively reduce the risk of default, to prevent non-performing loans have.
After empirical analysis, including gender, living situation, years of service, communication whether the Bank loans, it had used the cash advance, whether it will stop strong record of the current state of negotiations debt, credit cardholders, such as eight variables, After the impact of credit card holders is the risk of significant variables.
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