| Summary: | 碩士 === 華夏技術學院 === 資產與物業管理研究所 === 102 === This research quantifies the 5P’s of Credit Investigation – People, Purpose, Payment, Protection and Perspective, to analyse real estate properties in Taiwan and the risk scale of asset-related vendors failing to pay loans on time, and how that affects bank credit risk. Apart from the Panel Data Model, the Panel Data Regression Model is adopted in the research to quantify the variables of bank risk into different portions in order to more accurately analyse the impact of vendor credit risk on bank credit risk. Meanwhile, the project also compares the results with and without a financial crisis to analyse the stability in different periods.
It was discovered in the research that there is not much discrepancy in how the 5P’s influence bank risk-taking, with or without a financial crisis. All in all, the Panel Data Regression Model results show the Payment variable has a positive (negative) impact on bank credit-extending volume and credit rating (credit risk)； in addition, the prospects of a company has a significantly negative influence on bank risk-weighted assets (credit risk). Furthermore, Panel Data Regression Model analysis shows that the Payment variable has a significantly positive (negative) impact on credit-extending volume (credit risk) while the prospect has a consistently negative impact on bank risk-weighted assets (credit risk), no matter how much the volume is. In conclusion, the research results can be provided as reference for the credit investigation of a bank in the real estate industrial firms.
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