| Summary: | 碩士 === 國立聯合大學 === 管理碩士學位學程 === 97 === The credit risk management is one of the most importance issues for the financial institutions. This is also indicated by the Basel Committee on Banking Supervision which formalizes the universal approach to measure credit risk for financial institutions. As we know, banks earn profits from loans, and enterprises are main borrowers. Thus, credit risk management for loans is a major concern for banks. In the thesis, we use credit scoring method to assess the credit risk. First, this thesis applies factor analysis and data envelopment analysis to derive the credit scoring of domestic corporations, and results of credit scoring were validated by regression analysis. Second, we combine with credit scoring of corporations and credit rating transition matrices. The empirical result shows that many corporations have to improve their credit qualities. Finally, the advantage of credit scoring method is easy to follow and implement, and its empirical results can provide banks to make effective lending decisions. This thesis proposes mix credit scoring approaches, which will help banks to measure the credit risk of loans. Consequently, we hope that the proposed method helps banks to make efficient lending decisions and face the Basel Capital Accord in the future.
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