CREDIT SCORING AND THE DETERMINANTS OF CREDIT QUALITY-- AN OBSERVATION FROM C COMMERCIAL BANK

• Main Author: 葉振豐
• Other Authors: Dr.Che-Peng Lin
• Format: Others
• Language: zh-TW
• Published: 2009
• Online Access: http://ndltd.ncl.edu.tw/handle/69567287518818899705

碩士 === 國立彰化師範大學 === 企業管理學系國際企業經營管理 === 97 === Abstract Using the database of a branch of C Bank in central Taiwan on its loans to small and medium-size enterprises up till December 2008,( 120 normal loans, overdue loans 32, for a total of 152) this study discusses how credit quality was affected by the rating mechanisms (including the financial structure, the solvency, the profitability, the operating performance and so on) applied on such entities. The approach of analysis of variance was first used to evaluate variables of the samples. A variable would be deemed to have effect on credit quality if its average number deviates too much. The Chi-square test was then utilized to determine whether the results are changed with the independent variables. Finally, the Logistic Regression Model was employed as a comprehensive means to verify those critical variables posing influence on credit quality. The purpose is to set up a more effective method for risk management so as to provide crucial reference to the credit operations of banks. Keywords: Credit Rating、 Loans、 Overdue Loans、 Credit Quality