| Summary: | 碩士 === 臺中技術學院 === 企業管理系事業經營碩士班 === 99 === This study is an empirical analysis of bank credit quality cases, which are developed internally by the customer selection criteria and credit acceptance criteria. This study is based on a foreign bank in Taiwan, and total credit bearing case is 1,097 in 2010. This study investigate from the viewpoint of bank crediting officers, and the purpose is aim for small and mediume enterprises(SMEs) owners to apply for credit. This study will be able to help bank’s staffs to find out the key factors of risk management on SMEs. Moreover, it establishes a early warning models for reducing the probability of the occurrence of overdue bank loans in future.
The empirical analysis is based on Chi-Square difference analysis, Chi-Square Automatic Interaction Detection (CHAID) and binary logistic regression analysis. We found the credit indicator variables for influencing the SMEs gaining loan from bank including are “Years in Business”, “Supplier Reference Checking”, “The number of new business inquiries”, “Utilization of all bank’s loan Facilities”, “Interest Coverage Ratio”, “Day of Accounts receivable turnover”, “Day of Inventory turnover”. The correct rate of overall sample, approved cases and rejected cases is 88.6%, 99.4% and 17.4% by means of Confusion Matrix of Prediction Model(CMPM) which is constructed by enterprise Class Index.
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