Studying Loan Delinguency and Default Factors of Mortgage Borrowers- A Case Study of X Bank

[[abstract]]房貸授信業務為銀行業運用資金的主要方式之一，因此積極建立客觀、效率化且準確度高的授信評估模型，藉以降低逾期放款，提升銀行經營績效與獲利率為銀行首要目的。本研究以國內某商業銀行房屋貸款客戶為研究對象，挑選自2007年1月到2007年12月間該銀行核准撥貸之個人房屋貸款案件為抽樣樣本。另加入顧客來銀行申請貸款且尚未放款之顧客樣本，採取二階段之分析模式，合計房貸資料共666筆，其中包含房貸申請戶尚未核准承作之申請資料為建立第一階段模式的樣本而第二階段模型以578筆已撥貸之房貸戶資料為樣本，其中正常戶共537筆而逾期戶共41筆，均以邏輯斯迴歸分析方法進行實證分析，來探討房貸申請戶逾期放款之主要影響因素。 實證結果顯示包含貸款成數、房屋屋齡、年紀、年收入、有無提供保證人、有無負債等變數對逾期放款發生產生顯著影響，該模式之整體準確率為97. 8%，透過實證分析在找出影響授信品質的關鍵變數後，可作為提供給金融機構審查人員審查放款案件時的重要參考依據，並協助其控管貸放案件之品質，減少放款發生逾期違約之機率，進而實質提高銀行的獲利能力。[[abstract]]Mortgage loan business is one of the major methods of fund applications in banking industry Therefore in order to decrease delinquency loans and increase business performance and profitability the primary aim of the bank business is to actively establish an effective objective and accurate loan assessment model This thesis takes the mortgage loans of customers of a commercial bank as the research object The samples of research population are selected among the mortgage loans approved between January of 2007 and December of 2007 However the mortgage loans of some customers who have come to the bank to apply for mortgage loans but not yet approved are also considered as the samples The total samples of mortgage loans are 666 Besides the method of two-stage analysis is used The first stage samples are those of the unapproved mortgage loans and the second stage samples 578 in size are those of the approved mortgage loans comprising 537 well-performing loans and 41 delinquent loans Then the logistic regression is used to empirically investigate and analyze what main factors would result in loan delinquency substantially The empirical result shows that the percentage of the loan the age of the houses the age of the loan customers the annual income of the loan customers with or without guarantor with or without personal debt etc would have significant effects on the loan delinquency The overall accuracy rate of the logistic model is 97. 8% Through the empirical analysis the crucial and influential factors mentioned as above are found and can be an important reference for financial supervisors of the bank loans as examining the bank loan cases Thus this study helps supervisor to control quality of the loans reduce default probability and enhances the banks’ profitability Key Words: mortgage Logit regression analysis over-due loa