| Summary: | 碩士 === 中原大學 === 國際貿易研究所 === 98 === Since the Subprime Mortgage storm in 2007 year, there had been serious problems in US financial industry in July, 2008. Numerous banks were closed down; meanwhile, Fannie Mae and Freddie Mac were also taken over by the US government. It had resulted to a financial tsunami, which had never happened after the Great Depression. The financial tsunami had been diminishing the economical growth in many countries; which now became a hovering haze worldwide. We had an unprecedented crisis for the global economical depression.
In the modern society, the bank is an important financial agency. The effectiveness is always a concern for the public. The credit is a main resource of bank’s income. Obviously, the house mortgage is a crucial business to the bank.
The Financial Supervisory Commission under the Executive Yuan and Ministry of Finance both stipulate that the banks in our country will implement the new Basel II. This will create a certain impact to the risk control ability of the domestic financial industry. In response of the Basel II, every financial institute should construct a set of clear, scientific, and simple pattern to the house mortgage credit verification so that it can lower down the risk of house credit.
This research is based on the mortgage loan cases of a financial organization from January in 2005 to the end of December in 2009. From those cases, 354 cases were drawn as samples, in which there were 318 normal cases and 36 overdue cases. Giving the strength of Logit mode and Probit mode on the analysis of mortgage credit quality, the main influence of mortgage overdue is expected to be found in order to structure the best credit evaluation pattern.
The research has discovered that among the 15 variables, there are 4 variables consistent to the hypothesis analyzed by the Probit regression mode—age, mortgage amount, grace period, appraisal value. On the other hand, among the 15 variables, there are 5 variables consistent to the hypothesis analyzed by the Logit regression mode—age, mortgage amount, grace period, appraisal value, and position.
The research has found that those significant variables in other researches become insignificant. It is due to the effect of the macroeconomics. Therefore, this research suggests financial credit person should adjust the audit standards in good time by means of instant statistic data.
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