Title page for 93438026


[Back to Results | New Search]

Student Number 93438026
Author Shu-Wei Kuo(郭淑薇)
Author's Email Address wei@mail.chinesebank.com.tw
Statistics This thesis had been viewed 1796 times. Download 1047 times.
Department Executive Master of Finance Management
Year 2005
Semester 2
Degree Master
Type of Document Master's Thesis
Language zh-TW.Big5 Chinese
Title A Study on Establishing a Cash-Advance Card Credit Scoring Model and the Card’s Risk Management
Date of Defense 2006-06-26
Page Count 67
Keyword
  • Cash-Advance Card
  • Consumer’s Finance
  • Non-per
  • Abstract Cash-Advance Card is among the typical trendy products brought to the market by many financing businesses here in Taiwan in the last years to answer the needs arise following the change of consumer awareness. Indeed at the beginning stage the sales of cash-advance card creates unexpectedly fruitful margin to these financing businesses however, following the high level NPL (non-performing loan) ratio remaining unchanged as a result of excessive expansion of granting the credit line to the customers under the banks’ competing promotion policy, the financing institutions gradually find it inevitable to expose their shortfall in risk monitoring and controlling systems. In view of these, the present study aims to explore the said issue, through empirical methods, by locating the factors leading to the contract violation for most of the cash-advance card users. The study, by putting variables influencing the contract violation into two aspects: the static aspect, i.e. before-loan personality characteristics, and the dynamic aspect, i.e. after-loan banking credit data, tries to formulate and establish an optimal credit scoring model tailored to the unique cash-advance card products in Taiwan, on the ground of firstly conducting a customer personality characteristics analysis before-loan and secondly implementing a proactive customer credit status management.
    The study finds the empirical analysis results as the follows:
    1.The variables affecting principal risks of cash-advance card customer’s contract violation:
    In personality characteristics aspect, the present study finds that the major factors affecting credit granting quality and available in the subscribing application form are the four items: income pattern, annual income, education level, application source route.
    In after-loan banking credit data aspect, the study finds five affecting factors, namely: finalized credit line, initial loan line, batch of short-term loan, credit line multiplication ratio, income contribution percentage.  
    2.Emphasis on After-loan Proactive Debt Management:
    This is the most frequently overlooked area in the existing literature according to the literature review, however, empirical approaches demonstrate that after-loan debt management of proactive type is definitely influential to the effectiveness of credit line risk management. The study especially puts focus on checking and verifying the “interim credit line granting” practice found uniquely exclusively in cash-advance card management and finds that there are correlations between customer’s overdue payment and the bank’s finalized credit line, initial loan line, batch of short-term loan, credit line multiplication ratio, and income contribution percentage.
    3.Proposal on Continuing Consecutive Credit Risk Management:
    To the results found through empirical method, the risk management area shall not be confined to the loan seeking customer’s initial conditions or status and shall be well expanded to areas including “continuing consecutive management” and reviewing and modifying the decision making direction timely. The study believes that the financing businesses will not only realize their ideal of sustained operations but also serve as a stream of force contributing to the social stability.
    4.Proposal on Further Releasing Credit Line Discretion to Financing Institutions:
    The study also finds that the governmental authorities and agencies influence the operation performance of financing businesses with their regulations, orders and policies. Fortunately enough the study finds that in recent years the authorities or agencies have been redirecting towards the management models that vest banks larger range of credit line discretion. This will definitely give the banks more room to optimize their continuing consecutive debt management and this, in turn, will add extra supportive forces for risk management domain to develop not only more wholesomely but also more efficiently.
    Table of Content 摘要…………………………………………………………………………I
    致謝…………………………………………………………………………IV
    目錄…………………………………………………………………………V
    圖目…………………………………………………………………………VII
    表目…………………………………………………………………………VIII
    第一章 緒論……………………………………………………………1
    第一節 研究背景及動機……………………………………………1
    第二節 國內現金卡巿場概況………………………………………2
    第三節 現金卡制度………………………………………………….9
    第四節 研究目的……………………………………………………16
    第二章 文獻回顧 ………………………………………………………16
    第一節 現金卡相關論文……………………………………………16
    第二節 消費者貸款理論……………………………………………18
    第三節 典當業的經營………………………………………………19
    第三章 研究方法設計及分析 …………………………………20
    第一節 研究方法……………………………………………………20
    第二節 資料來源……………………………………………………24
    第三節 變數選取的描述……………………………………………25
    第四節 實證分析結果………………………………………………36
    第五節 政 策 ………………………………………………………52
    第四章 結論及建議 ……………………………………………54
    第一節 結論 ………………………………………………………54
    第二節 後續研究建議 ……………………………………………55
    參考文獻 …………………………………………………………………56
    Reference 1.鐘志明,2004,「現金卡二次授信風險實證分析」,國立高雄第一科技大學風險管理與保險學系碩士論文。
    2.王濟川、郭志剛,2003,Logistic廻歸模型-方法及應用,五南圖書出版股份有限公司。
    3.彭昭英、唐麗英(1999),SAS 1.2.3,儒林圖書。
    4.財政部金融局網站:http://www.boma.gov.tw
    5.行政院金融監督管理委員會網站:http://www.fscey.gov.tw
    6.劉長寬,2003,「應用Logit模型於消費者擔保貨款違約行為之實證研究」,朝陽科技大學財務金融系碩士論文。
    7.王冠倫,2004,「現金卡風險管理知覺與績效關係之研究」,國立中山大學企業管理研究所碩士論文。
    8.蕭珍隆,2003,「銀行授信信用風險溢酬之衡量」,國立中山大學財務管理研究所碩士論文。
    9.林為翰,2004,「大專學生借貸態度研究-自消費文化與人格特質觀點探討」,國立成功大學工業與資訊管理學系碩士論文。
    10.戴嘉甫,2003,「銀行現金卡客戶違約機率之衡量」,義守大學管理科學研究所碩士論文。
    11.沈英明,1984,「地下金融之研究」,台灣社會學刊發表論文。
    12.鄧成國,2005,「中小企業消金化產品之違約機率-個案銀行研究」
    13.曾令寧、黃仁德,2004,「風險基準資本指南-新巴塞爾資本協定」,台灣金融研訓院出版
    14.呂美慧,2000,「銀行授信評等模式-Logistic Regression之應用」,碩士論文,政治大學財務金融研究所。
    15.林建州,2001,「銀行個人消費信用貸款授信風險評估模式之研究」,中山大學財務管理研究所碩士論文。
    16.何貴清,2002,「消費者小額信用貸款之信用風險研究-以一商業銀行客戶為例」,國立中山大學人力資源管理研究所碩士論文。
    17.林水茂,1998,「消費金融巿場發展趨勢」,財團法人金融人員研究訓練中心講義。
    18.張仁哲,1982,「我國信用卡現代化問題之研究」,政治大學企業管理研究所碩士論文。
    19.陳鴻文,2002,個人小額信用貸款授信模式之個案研究,國立高雄第一科技大學財務管理系碩士論文
    20.林旭青,2003,「現金卡發行風險評估模型之研究-以國內某一發卡銀行為例」,淡江大學國際貿易學系碩士論文。
    21.陳木在、陳錦村,2001,「商業銀行風險管理」,新陸書局股份有限公司。
    22.劉傳智,2003,「消費者小額信用貸款風險預警模式之應用」,淡江大學國際企業研究所碩士論文。
    23.龔昶元,1998,「Logistic Regression模式應用於信用卡風險審核之研究-以國內某銀行信用卡中心為例」,台北銀行月刊二十八卷九期。
    24.黃淑宜,2003,「現金卡服務便利性對服務品質影響之研究」,大葉大學工業關係學系碩士論文
    Advisor
  • Jing-Twen Chen(陳錦村)
  • Files
  • 93438026.pdf
  • approve in 1 year
    Date of Submission 2006-07-14

    [Back to Results | New Search]


    Browse | Search All Available ETDs

    If you have dissertation-related questions, please contact with the NCU library extension service section.
    Our service phone is (03)422-7151 Ext. 57407,E-mail is also welcomed.