Determinants of NPL Ratio of Bank Branches -Evidence from T Bank

逾放比是衡量銀行經營風險的主要指標，一向為國內外研究者所重視，但多集中在研究總體經濟環境的影響、借戶的財業務指標、借戶負責人的特質等，甚少涉及分行經理人的特質或分行特性的研究。因此，本研究蒐集樣本銀行2009-2012年分行之追蹤資料（panel data），針對全體分行及北、中、南三區分行，經檢定最適模型後，採一元固定效果模型，來探究影響分行逾放比之因素。 經由本實證研究結果，影響全體分行逾放比之因素為「分行成立期間」、「中小企業放款佔總放款比」、「消費者貸款佔總放款比」、「政府機關及公營事業放款佔總放款比」及「存放利差」均呈顯著負向影響。另影響不同地區分行逾放比的顯著因素各不相同，北區分行逾放比與「經理學歷為大學」、「分行總員額」呈顯著正向影響，與「存放利差」呈顯著負向影響；中區分行逾放比與「經理到任期間」、「分行成立期間」呈顯著負向影響，與「中小企業放款佔總放款比」呈顯著正向影響；南區分行逾放比與「分行成立期間」、「中小企業放款佔總放款比」、「消費者貸款佔總放款比」呈顯著負向影響。NPL ratio is the main measurement of bank operational risk, which has been valued by foreign and local researchers; however the researches mainly focus on the impact of the macroeconomic environment, the borrower's financial and business indices, and the characteristics of the borrower’s responsible person, but few researches have involved the traits of branch managers or branch characteristics. Therefore, this study collected panel data of sample banks over the years 2009 – 2012 (612 in total) against entire branches and branches in the northern, central and southern regions, and after having verified the best model, the One-Way Fixed Effect Model was adopted to explore the factors affecting the NPL ratio of branches. According to the empirical results of this research, the factors affecting the NPL ratio of all the branches are "the establishment duration of branch", "SME loans to total loans ratio", "consumer loans to total loans ratio", "government agencies and public enterprise loans to total loans ratio" and "loan/deposit interest margins", which all demonstrated significant negative effects. Additionally, the significant factors affecting the NPL ratio of the branches in different regions vary. The relations between the NPL ratio of the branches in the northern region and "manager with university education background", "total number of staff at branch" show a significant positive effect, but significant negative effect is indicated by "loan/deposit interest margins". The relations between the NPL ratio of the branches in the central region and "duration of manager’s appointment", "the establishment duration of branch" show a significant negative effect, but significant positive effect is indicated by "SME loans to total loans ratio". The relations between the NPL ratio of the branches in the southern region and "the establishment duration of branch", "SME loans to total loans ratio", and "consumer loans to total loans ratio" show a significant negative effect