CREDIT RISK MEASUREMENT USING STRUCTURAL MODEL APPRAISE THE REAL ESTATE MORTGAGE DEBT

• Main Authors: Wu,hsien-hui, 吳顯輝
• Other Authors: Liang, Shih-An
• Format: Others
• Language: zh-TW
• Published: 2008
• Online Access: http://ndltd.ncl.edu.tw/handle/39707547350682201914

碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 96 === The bank appraised the credit risk measurement of real estate mortgage debt , its point in time is when application loan. After change then takes into consideration with difficulty , this causes the bank as necessary to aim at the extant loan creditor's rights to appraise its credit risk with difficulty and very difficult to aim at the situation as necessary, carries on the effective credit risk management. Therefore this research attempt discussion utilization structural model appraisal the credit risk measurement of real estate mortgage debt for improvement. This research goal is suitable for the confirmation structural model for the loan credit risk appraisal, breaks a contract the situation by the time accurate distinction to propose the early warning. For appropriate appraisal, in method this research regarding: The real estate price proposed the change process explanation, in view of divides the creditor's rights for a long time which recompenses and its breaks a contract a hypothesis, proposed the theoretically view, to the time reaches the cost research the goal. This research data on 2007/6/30 all the real estate mortgage for some bank which yet settles account, the data quantity has 20,627, the earliest, initially loans the date is 1986/6/14. For with the Index of Urban Land Price coordination, whence on 1986/6/14 to 1992/6/30 stops the data quantity has 164 to delete, finally the total pen number is 20,463. After by this research model appraised on opens the research material, obtained arrives breaks a contract the situation and the actual situation quite tallies, therefore this research conclusion reveals structural model true suitable real estate mortgage debt of credit risk assessment. This represents two important significance: First, has developed the new loan credit appraisal domain for the structural model; Second, has developed immediate also foresightedness real estate mortgage debt of credit risk assessment method for the bank. Based on the findings, after this research thought the bank should even more take to a loan and continue manages, must take interest rate is somewhat low situation, and suggested between bank essential establishment real estate estimate information exchange platform, is more transparent in order to help the real estate price.