Financial Early-Warning Model for Midterm Management Plan of Corporate Loans

• Main Authors: Po-HungCHOU, 周柏宏
• Other Authors: Chaur-Shiuh Young
• Format: Others
• Language: zh-TW
• Published: 2019
• Online Access: http://ndltd.ncl.edu.tw/handle/z22c6k

碩士 === 國立成功大學 === 財務金融研究所碩士在職專班 === 107 === Most previous researches on financial early-warning of corporate credit mainly focus on pre-lending management, and few discuss the financial early-warning model required for post-lending management. This study takes a total 289 cases from 93 corporate creditors in default with Bank B to be discussed. A one-to-two approach is adopted to match enterprises in financial distress with normal peers. 619 credit cases are selected from 221 normal companies as control group samples, and the total number of samples is 908 cases from 314 enterprises. In terms of the variable selection, this paper is mainly based on the previous literature, personal experience and the data that T Bank needs to collect from customers when reviewing cases and uses the method of Logistic regression as the estimation model. The research results in this study can be used as a reference for banks to comprehensively judge whether an enterprise has the possibility of default in the mid-term management operations, so that banks can do a good job in credit operation to reduce banks’ losses. Keywords: financial early-warning, bank credit mid-term management, review operations