| Summary: | 碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 96 === In the economy not booming, the unemployment rate stays at a high level in middle the situation, the home loan already became the pressure which the human lives essential faces. The real estate mortgage loan's ahead of time repayments and the violation probability regarding the real estate mortgage creditor's rights securitization's investor are one kind of risk, will cause investor's money flow and the interest income will have the uncertainty influence, therefore, ahead of time the repayments probability and the violation probability's estimate, will be closely linked with the real estate mortgage creditor's rights securitization's fixed price, will have the very big help regarding the domestic development real estate mortgage creditor's rights securitization.
This research main purpose, with pays off the forecast pattern ahead of time in the quite different home loan violation, key is pursuing the good forecast variable combination. Therefore this research carries on the analysis by some bank for six year home loan material, the sample number total 16,213 material carries on the analysis. Looking from the difference function, may discover that along with borrower's financial situation, the age has the influence. Looking from the masculine room loan criterion function, may discover that in fact is higher along with the house estimate amount, will affect to the customer has the violation possibility. Looking from the feminine room loan criterion function, may discover that the feminine loan borrower age has the remarkable influence to the violation. Pattern in the sex separation construction, extrapolated, because the loaning value's change, is creates these two function difference the reason. The research demonstrated that the feminine customer its difference analysis and masculine loan compare, female ahead of time act of liquidation distinction ability and not obvious difference. This research also explained that has been having the high violation number of times, the long length of maturity and the financial situation good borrower is easy to have ahead of time the act of liquidation. With masculine loan in the act of liquidation analysis comparison, has the uniform situation ahead of time. Distinguishes result of the analysis establishment pattern obtained difference function pattern construction, in variable in remarkable degree, may see speaking of loan ahead of time the act of liquidation, the difference function has the remarkable effect.
The appraisal variable represents the significance was speaking of had the violation and ahead of time act of liquidation tendency loan, these variables might see some clue; I.e. in the variable weight, they will affect to loan will break a contract or ahead of time the act of liquidation potential impact. Or ahead of time loan of act of liquidation speaking of the violation, these weight variable's influence direction, indeed may provide the appraisal explanation the direction.
Return pattern divided the result which and the past research institute what in loan under the violation behavior Logistic analyzed is different was the material demonstrated mainly will form the loan violation the variable minute will not be: The forward influence to extend a time limit pays interests the deadline; But the negative influencing factor loans the amount, the estimate value and the borrower age for at the beginning. Analyzes by the Logistic return pattern material minute, this research discovery, financial organ, in carefully examines loan whether to have opportunity of time the constitution violation, usually needs to throw in the relative manpower (is nearly by department idea), and needs the minute to analyze the huge material. Therefore if can provide of reference direction a simplification, then may save the character strength and the promotion work efficiency effectively. But minute analyzes the pattern loan of by this research institute construction the Logistic, is may provide division a simplified to analyze with the judgment direction.
The Logistic return pattern's result, the material showed mainly will form loan to have ahead of time the act of liquidation variable respectively will be: The forward influence loans the amount, the financial situation, the loan age limit, the loan round number, the loaning value and the violation number of times for at the beginning of; But negative influencing factor to extend a time limit pays interests the deadline, the estimate value and the borrower age. Demonstrated by this research real diagnosis result that the Logistic return pattern has the good result in the simplified analysis; But the difference analysis pattern possibly considers the direction and the Logistic return pattern differ from, therefore presents in the whole consideration variable, has a part of discrepancy with the social universal cognition. But is strict says, 2 kind of patterns have the good and bad points, although but distinguishes the analysis in the simplified analysis not, if Logistic return pattern, but has actually provided the key point which because of the difference analysis the Logistic return pattern is unable to see, i.e. increases when the room loan amount, produces violation opportunity rise.
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