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題名:銀行授信客戶之甄選:層級分析法的應用與比較
書刊名:臺大管理論叢
作者:陳錦村 引用關係
作者(外文):Chen, Jing Twen
出版日期:1996
卷期:7:2
頁次:頁1-27
主題關鍵詞:層級分析法授信風險貸款客戶Analytic hierarchy processLoan riskLoan client
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(13) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:13
  • 共同引用共同引用:637
  • 點閱點閱:30
本研究旨在利用某商業銀行78年初至83年6月之201筆授信案件作為研究對象,觀察個別客戶的授信風險,並試圖藉之進行授信客戶的甄選。實證結果發現,銀行授信客戶的甄選,首重與授信政策有關之配合度,對於客戶信用評等的重視則次之;就準則層而言,則以擔保品最受重視,往來情況次之,而財務結構與經營效率則最不被看重;至於用以反映評估指標的第四層級,則以擔保品的內容及擔保成數最受重視;客戶是否曾有違約紀錄,則居於次要地位。整體而言,層級分析模型對貸款客戶的評分,其準確性至少維持在八至九成左右,有時則甚至高達95%;新銀行之開放設立,確可導致個別銀行承擔較高的授信風險,值得金融主管機關加以正視。
This study is aimed at observing the loan risks on corporate clients and attempting to base the selection of loan clients on AHP, logit and discriminant analysis, using the 201 loans released by international commercial banks as the objects of study. Empirical results indicate that in the selection of loan clients, the bank stresses: first, conformity with the loan policy and then credit ratings of the clients; from the perspective of guiding principles, securities are the most valued, business association is the next, and financial structure and management efficiency are the least from the perspective of the fourth tier which reflects the evaluation indicators, contents and percentages of securities are most important and whether clients have ever defaulted is secondary. On the whole, an accuracy of approximately 80% to 90%, or in some cases even up to 95%, could be achieved when using the analytic hierarchy process to evaluate loan clients; the openness toward the establishment of new banks indeed led to higher loan risks from individual banks, which deserves attention of the financial authorities.
期刊論文
1.Jeffrey, C.(1992)。The Relationship of Judgment, Personal Involvement, and Experience in the Audit of Bank Loans。The Accounting Review,67(4),802-819。  new window
2.Harker, P. T.、Vargas, L. G.(1987)。The theory of ratio scale estimation: Saaty's Analytic Hierarchy Process。Management Science,33,1383-1403。  new window
3.Javalgi, R. G.、Armacost, R. L.、Hosseini, J. C.(1989)。Using the Analytic Hierarchy Process for Bank Management: Analysis of Consumer Bank Selection Decisions。Journal of Business Research,19(1),33-49。  new window
4.Kolar, J.、Mcinish, T. H.、Saniga, E. M.(1989)。A Note on the Distribution Types of Financial Ratios in the Commercial Banking in the Commercial Banking Industry。Journal of Banking and Finance,13,463-471。  new window
5.Lane, William R.、Looney, Stephen W.、Wansley, James W.(1986)。An Application of the Cox Proportional Hazards Model to Bank Failure。Journal of Banking and Finance,10,511-551。  new window
6.陳錦村、許通安、林蔓蓁(19960700)。銀行授信客戶違約風險之預測。管理科學學報,13(2),173-195。  延伸查詢new window
7.Booth, James R.(1992)。Contract Costs, Bank Loans, and the Cross-Monitoring Hypothesis。Journal of Financial Economics,31(1),25-41。  new window
8.Best, R.、Zhang, H.(1993)。Alternative information sources and the information content of bank loans。Journal of Finance,48,1507-1522。  new window
9.Khaksari, Shahriar、Kamath, Ravindra、Grieves, Robin(1989)。A new approach to determining optimum portfolio mix。Journal of the Portfolio Management,15,43-49。  new window
10.Srinivasan, Venkat、Kim, Yong H.(1987)。Credit Granting: A Comparative Analysis of Classification Procedures。The Journal of Finance,42(3),665-683。  new window
11.Tam, Kar Yan、Kiang, Melody Y.(1992)。Managerial Applications of Neural Networks: The Case of Bank Failure Predictions。Management Science,38(7),926-947。  new window
12.Jensen, R. E.(1994)。An Alternative Scaling Method for Priorities in Hierarchical Structures。Journal of Mathematical Psychology,28,317-332。  new window
13.Ou, Jane A.、Penman, Stephen H.(1989)。Financial Statement Analysis and the Prediction of Stock Returns。Journal of Accounting and Economics,11(4),295-329。  new window
14.Altman, Edward I.(1968)。Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy。The Journal of Finance,23(4),589-609。  new window
15.鄧振源、曾國雄(19890700)。層級分析法(AHP)的內涵特性與應用。中國統計學報,27(7),13767-13786。new window  延伸查詢new window
16.周行一、陳錦村、陳坤宏(19960700)。家族企業、聯屬持股與公司價值之研究。中國財務學刊,4(1),115-139。new window  延伸查詢new window
會議論文
1.林月雲(1995)。高階續承人員的甄選--分析層級程序法之應用。第一屆管理學術定性研究方法研討會。  延伸查詢new window
2.葉桂珍(1995)。分層評估信用模式之建立。國科會人文處管理學門研究成果研討會。  延伸查詢new window
3.DeGraan, J. G.(1987)。Extensions of the Multiple Criteria Analysis Method of T. L. Saaty。EURO IV,(會議日期: July 22-25, 1987)。Cambridge。  new window
4.李紀珠(1993)。金融機構失敗預測模型--加速失敗時間模型之應用。中國經濟學會1993年年會,(會議日期: 1993年12月)。  延伸查詢new window
研究報告
1.Cogger, K. O.、Yu, P. L.(1983)。Eigenvectors and Least Distance Approximation for Revealed Preference in Pairwise Weight Ratios。Lawrence, Kansas:University of Kansas, School of Business。  new window
2.Jensen, R. E.(1994)。Comparison of Eigenvector, Least Squares, Chi-square, and Logarithmic Least Squares Methods of Scaling a Reciprocal Matrix。San Antonio, Texas:Trinity University。  new window
學位論文
1.黃小玉(1988)。銀行放款信用評估模式之研究--最佳模式之選擇(碩士論文)。淡江大學。  延伸查詢new window
2.邱玉玫(1992)。運用財務報表分析預測股票超額報酬率之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.李惠民(1984)。中小企業信用風險評估模式之研究--(金融授信評估模式之研究)(碩士論文)。淡江大學。  延伸查詢new window
 
 
 
 
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