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1
Gaspar, João Victor Santos Costa. "The impact of real estate market in financial stability : commercial banks exposure." Master's thesis, FEUC, 2016. http://hdl.handle.net/10316/30728.
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Dissertação de mestrado em Economia, apresentada à Faculdade de Economia da Universidade de Coimbra, sob a orientação de Hélder Sebastião.This paper studies key factors and spillovers concerning the real estate market connection to the banking system, in four very different European countries. Nowadays, banks are strongly engaged in housing related activities, therefore changes in real estate value most probably have a non-trivial impact on bank´s profitability, either through direct investment or due to housing related loans. Using monthly data since 2000 until 2014 for four countries (France, Portugal, Sweden and United Kingdom) I found evidence that indeed the real estate is an important factor when one measures the costs and profits related to the banking system, it is also noticed that direct banking investment in this sector or massive engagement in mortgages related loans, are variables more important to control than the interest rate, for these European cases. My findings also suggest that the monetary policy in Europe should take into account this relationship between banking and the real estate market.
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Hong, Hiu-suet Heidi. "Mortgage corporation : the case of Hong Kong /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18836203.
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Mikesková, Dana. "Uvěry-srovnání kritérií pro jejich poskytnutí." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-162615.
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In my thesis I focuse on comparing the mortgages in Czech Republic in detail. In the first part I focuse on dependance of amout provided mortgages on unemployment and Gross domestic product. In another part of my thesis I focuse on various types of mortgages and the different factors for providing. In the last part I refer the differences on real examples.
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Schneider, Mike. "Kalkulation von Lifetime bzw. Reverse Mortgages eine kritische Analyse am Beispiel des US-amerikanischen Home Equity Conversion Mortgage (HECM)-Modells /." Wiesbaden : Gabler, 2009. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=016989927&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
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Prockertová, Adéla. "Analýza parametrů hypotečních úvěrů na českém trhu." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-194194.
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The object of the Diploma thesis is the analysis of mortgage loan parameters on the Czech market, their subsequent comparison and evaluation of the most advantage variants of housing financing. The thesis also deals with the conditions of mortgage loans providing. The comprarison is made on the most significant providers of mortgage loans, who have controlled in the long term 90 % of the market. Within the Diploma thesis is compared five mortgage products offered by Hypoteční banka, a. s., Česká spořitelna, a. s., Komerční banka, a. s., Raiffeisenbank, a. s. a UniCredit Bank, a. s. For analysis was compiled form that includes parameters, basic interest rates and charges for mortgage loans. The parameters are obtained from external and internal bank materials and structured interviews with mortgage specialists. The evaluation of products is used to assess the flexibility, complexity and costs of particular product. I find Hypotéka České spořitelny to be the most comprehensive and flexible product. The lowest interest rates offer Komerční bank with Hypoteční úvěr Plus and UniCredit Bank with Hypoteční úvěr Individual, the highest interest rates has Hypoteční banka with Hypoteční úvěr do 100 %. Hypotéka Klasik offered by Raiffeisenbank is the charges most gentle, the most demanding on charges is Hypoteční úvěr do 100 % offered by Hypoteční banka. The most advantageous mortgage loan can't be unequivocally evaluated. It depends on whether the client prefers the lowest repayment or the most comprehensive and flexible product by which is possible, for example, pay the extraordinary instalment.
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Šnajdrová, Tereza. "Hypotéční politika v ČR v období finanční krize v letch 2007-2012 a její perspektivy." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-113710.
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The main goal of this work is to analyze progression of mortgages in Czech Republic at start and process of financial crisis, from the first half of the year 2007 till now. The work contains not only the basic informations of mortgages, but it also includes the list of two sections of criteria. The first section is about, what parameters banks demand of their clients and the second one is about, what the main reasons of client are in the choosing of their required banking-house. Development of these criteria in the period of financial crisis is analyzed in the second part of the work. In this part, there are described changes during the financial crisis and comparison with other countries. At the conclusion, the work evaluates present situation at financial market, how it change during the financial crisis and view into the future.
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Rubeš, Tomáš. "Analýza hypotečních produktů bank v ČR." Master's thesis, Vysoká škola ekonomická v Praze, 2016. http://www.nusl.cz/ntk/nusl-262357.
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The thesis deals with the analysis of mortgage products, their supply on the market and their development in the Czech Republic. In the introduction the mortgage loan is defined and legally defined. In the second chapter describes how mortgage loans are divided and what the current situation on the market of these products. Another section is devoted to mortgage bonds as a security that is closely related mortgage loans. In conclusion, the author decided to look for a mortgage with a macroeconomic perspective. Work includes several tables and graphs, on which issues more clearly described. The annex contains an application for a mortgage loan, announcement of Wüstenrot hypoteční banka a. s. about the issue of mortgage bonds and the method of calculating tested hypotheses.
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Bednářová, Veronika. "Rozdíly financování nemovitosti mezi hypoteční bankou a stavební spořitelnou." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224924.
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This thesis is focused on the evaluation of suitable alternatives for funding of own housing for specific model examples of clients and purposes. In the theoretical part there are defined the concepts associated with mortgages and building savings. The theoretical part is focused on the current trend in the market of mortgage financing in the Czech Republic. It also contains a prediction of further developments in the field of loan financing. In the practical part the theory is used for analyzing the offers of financial institutions and there is also selected an appropriate way of financing.
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Nykodýmová, Veronika. "Návrh financování bydlení v České republice." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2010. http://www.nusl.cz/ntk/nusl-232478.
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This work provides a detailed research on the present condition of the residential realty market and possibilities of housing financing. Explanation of basic terms on the major fields of housing financing is covered in the theoretical part. The practical part is focused on analysis of the present condition connected with the above mentioned topic. In addition, a model situation of housing financing is included in the thesis. Both the lease and the purchase of housing are compared.
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Olejník, Martin. "Metodický postup koupě rodinného domu na hypoteční úvěr z pohledu kupujícího." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2019. http://www.nusl.cz/ntk/nusl-399624.
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Master thesis focuses on selected real estate with mortgages. Opinions on displaying processes for buying a property for a mortgage loan in the created graphic process of the Czech Banking Association. Explaining legislation on mortgage banks or building societies.
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Marzi, Leopold-Michael. "Das Recht der Pfandbriefe und Hypothekenbanken in Vergangenheit und Gegenwart /." Frankfurt am Main [u.a.] : Lang, 2002. http://www.gbv.de/dms/sbb-berlin/345107381.pdf.
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Kadorík, Martin. "Analýza hypotečních produktů bank v ČR." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-116551.
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This thesis deals with the analysis of bank mortgage lending in the Czech Republic. The basis of this analysis is a theoretical setting out the specifics of mortgage loans and analysis of all parts of the credit process. Subsequently, following the same principle, are analyzed specific mortgage products of a selected commercial banks. The thesis examines a course of the credit process for each client's products, their characteristics and conditions placed on the client. The thesis also deals with the analysis of interest rate and volume of mortgages in the context of changes in market interest rates and credit volumes in the economy.
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Hong, Hiu-suet Heidi, and 康曉雪. "Mortgage corporation: the case of HongKong." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B31267944.
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Апоян, Л. М., and L. M. Apoyan. "Ипотечное кредитование физических лиц в современных экономических условиях : магистерская диссертация." Master's thesis, б. и, 2020. http://hdl.handle.net/10995/95061.
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Выпускная квалификационная работа (магистерская диссертация) посвящена исследованию ипотечного кредитования физических лиц. Предметом исследования выступают экономические отношения, возникающие в процессе ипотечного кредитования физических лиц. Основной целью магистерской диссертации является анализ механизма ипотечного кредитования физических лиц в современных экономических условиях, а также анализ оценки качества ипотечного кредитования физических лиц в РФ и в банке ПАО ВТБ, включающий разработку предложений по их совершенствованию. В заключении обозначены рекомендации по совершенствованию ипотечного кредитования физических лиц в РФ и в банке ПАО ВТБ для объекта исследования.The final qualification work (master's thesis) is devoted to the study of mortgage lending to individuals. The subject of the study is the economic relations that arise in the process of mortgage lending to individuals. The main purpose of the master's thesis is to analyze the mechanism of mortgage lending to individuals in modern economic conditions, as well as to analyze the assessment of the quality of mortgage lending to individuals in the Russian Federation and in VTB Bank, including the development of proposals for their improvement. In conclusion, recommendations for improving mortgage lending to individuals in the Russian Federation and in the bank of PJSC VTB for the object of research are outlined.
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Machoň, David. "Analýza příčin finanční krize." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-9622.
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This thesis is about causes of the current financial crisis and it has four parts. 1st - description of evolution of the US housing market; 2nd - US mortgage market and the originate-to-distribute model; 3rd - evolution of the crisis and its spread into other markets and countries; 4th - proposals of main changes in the regulation and supervision in order to prevent similar crisis to happen
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Yamashiro, Guy Matsuo. "Disaggregated systems and the monetary transmission mechanism /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2001. http://wwwlib.umi.com/cr/ucsd/fullcit?p3026375.
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Sadílková, Hana. "Hypoteční trh v České republice." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-72697.
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The aim of this thesis is to describe Czech mortgage market and follow its development from the beginning till now. This thesis does not contain only description of mortgages, but also gives the demographical overview of regions and mortgages analyses provided by competitive banks. Following attention is dedicated to "Hypoteční banka, a.s.", which was the first on the Czech market and this bank is still the number one, following by competitors. This thesis is focused on its strategy, with the detailed description of financial results. Thesis also contains tables and graphical analyses for easier understanding and clear overview.
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Иванова, А. И., and A. I. Ivanova. "Ипотечное кредитование в коммерческом банке: проблемы и пути решения : магистерская диссертация." Master's thesis, б. и, 2020. http://hdl.handle.net/10995/91785.
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Структура магистерской диссертации включает в себя введение, три главы, заключение, список использованных источников. В первой главе рассмотрены теоретические основы ипотечного кредитования. Во второй главе проанализирован рынок ипотечного кредитования России и определены основные тенденции. В третьей главе выявлены особенности функционирования механизма ипотечного кредитования в России и разработаны предложения по совершенствованию существующей системы ипотечного кредитования в коммерческом банке ПАО «ВТБ». В заключении сформированы основные выводы.The structure of the master's thesis includes an introduction, three chapters, a conclusion, a list of sources used. The first chapter discusses the theoretical foundations of mortgage lending. The second chapter analyzes the Russian mortgage lending market and identifies the main trends. The third chapter identifies the features of the functioning of the mortgage lending mechanism in Russia and develops proposals to improve the existing mortgage lending system in the commercial bank of VTB PJSC. In conclusion, the main conclusions are formed.
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Obaleye, Olabanjo Johnson. "Relationship Between Liquidity, Asset Quality, and Profitability of Mortgage Banks in Nigeria." ScholarWorks, 2018. https://scholarworks.waldenu.edu/dissertations/6254.
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Liquidity (LQ) and asset quality (AQ) management present significant challenges to mortgage bankers in their efforts to improve profitability (PR). When liquidity increases, there is no positive impact on mortgage asset growth; however, this trend indicates that asset management and liquidity positions are not well managed. To run a viable mortgage business, mortgage bankers need to have a good grasp of the association between LQ, AQ, and PR. Anchored in the profit theory paradigm, the purpose of this multiple regression study was to examine the relationship between LQ, AQ, and PR of mortgage banks (MBs) in Nigeria. Archival financial data of 16 randomly sampled MBs covering a period of 8 years from 2009 to 2016 were used. Data were analyzed using multiple panel regression incorporating two PR models, net interest margin (NIM) and return on asset (ROA). The regression result indicated that LQ and AQ constructs significantly predicted PR as measured by NIM because F (8, 80) = 2.061, p = 0.014, p < 0.05, and effect size given by R2 = 0.458, signifying 46% variation in NIM. The model of PR as measured by ROA also indicated that LQ and AQ constructs were significant because F (8, 80) = 4.043, p = 0.000, p < 0.05, with effect size measured by R2 = 0.624, indicating 62% variation in ROA. The findings emphasized the need for optimization of LQ and AQ to maximize PR. The implications for positive social change include the potential to provide the business leaders in the mortgage industry with knowledge about optimization of LQ and AQ as drivers of PR. In addition, when business owners achieve increase profitability, they may provide more employment opportunities, better working conditions, better compensation plans, and more access to mortgage finance options.
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Леонов, А. О., and A. O. Leonov. "Ипотечное кредитование в условиях социально-экономических трансформаций : магистерская диссертация." Master's thesis, б. и, 2021. http://hdl.handle.net/10995/99956.
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Магистерская диссертация посвящена вопросам развития рынка ипотечного кредитования. Целью исследования является разработка и оценка эффективности ипотечного продукта для банка, позволяющего снизить процентные риски, не создавая дополнительных кредитных рисков. Также в работе исследуются факторы спроса и предложения на рынке жилой недвижимости; ключевые драйверы развития банковского кредитования в сегменте ипотеки. В качестве научной новизны предложен методический инструментарий для анализа ипотечной деятельности банков и проведена оценка экономической целесообразности внедрения плавающей ставки по ипотечным кредитам.The master's thesis is devoted to the development of the mortgage lending market. The purpose of the study is to develop and evaluate the effectiveness of a mortgage product for a bank that allows reducing interest rate risks without creating additional credit risks. The paper also examines the factors of supply and demand in the residential real estate market; the key drivers of the development of bank lending in the mortgage segment. As a scientific novelty, the methodological instruments for analyzing the mortgage activity of banks are proposed and the economic feasibility of introducing a floating rate on mortgage loans is evaluated.
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Gunina, Daria. "Analýza marketingové komunikace hypotečních úvěrů a úvěrů na bydlení na českém masmediálním trhu v letech 2010-2015." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-264324.
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This Master's thesis is primarily focused on the analysis of mass media communication on the market of mortgage loans in the period between 2010 and 2015. In the theoretical part research was done summarising existing knowledge about the development of the Czech mortgage market and mass media market in the mentioned period. In the second part focus is shifted to the methodology of the research, in particular to the data-mining method CRISP-DM. Described here are tools of descriptive statistics, that were used in the research, and also methods of regress, correlation and cluster analysis are explained. The empirical part of the thesis looks into the trends in mass media communication of mortgage loans, trying to expose relevant influences and identify reciprocal connections between mass media communication of the mortgage lenders, their financial strength and their duration of existence. In the conclusion the results of the analysis are summarised and recommendations are drawn for their implementation in practice.
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Kasse-Kengne, Sophie Claude Annick. "Securitisation of mortgage loans, regulatory capital arbitrage and bank stability in South Africa: Econometric and theoretic analyses." Doctoral thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/28418.
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Mortgage loans are the major assets securitised by South African banks. Arguments from the literature indicate that the use of securitisation as an instrument for regulatory arbitrage weakened banks’ soundness and caused, at least partially, the 2007-2008 Global Financial Crisis. In this regard, financial institutions continually took advantage of the loopholes in the Basel regulation, principally that of Basel I. Undertaken from both the empirical and theoretical angles, this thesis investigated whether regulatory capital arbitrage under Basel II and III regulations, was a driver of mortgage loans securitisation by South African banks. Additionally, the effect of mortgage loans securitisation on the South African banks’ stability was analysed. Furthermore, the project built upon the case of mortgage loans securitisation to deepen the insight on banks’ behaviour towards risk, by considering a rare contractual relationship where banks are regarded as agents acting on behalf of regulators. The theoretical examination was carried out by means of perspectives from Agency and Institutional Theories. The South African banking system is essentially monopolistic with five banks holding more than 90% of total assets, out of which four, with 70% of the assets, consistently report outstanding volume of mortgage loans securitised. Based on the data collected from these four major banks, this research project is the first in many regards. It involves an emerging economy, considers the influence of both Basel II and III regulations, covers the period 2008 to 2015, and focuses on well-capitalised banks exclusively. Moreover, it extends regulatory capital arbitrage analysis to the evidence of loans expansion, includes CAMELS as bank stability proxy and brings in Agency Theory and Institutional Theory to explain banks’ behaviour with regards to risk in this particular context. In contrast, other studies were concentrated on Europe and America, mostly under Basel I, limited to one or two baseline models for regulatory capital arbitrage and often only the Z-score measure was used for bank stability. In three major steps, this study first employed the Ordinary Least Squares statistical methodology to test the capital arbitrage theory of securitisation and other of its features whereby it causes the decrease of capital with little or no reduction of risk. The estimation results indicated that securitisation of mortgage loans lessened South African banks’ regulatory capital, increased their overall risk level and moreover, suggested that the proceeds from securitisation were used to expand their loans portfolios. These outcomes tentatively imply that South African banks securitise mortgage loans for regulatory capital arbitrage. The second step explored the impact of securitisation of mortgage loans on South African banks’ stability. Two different measures of bank stability were involved: the CAMELS and the Z-score. CAMELS stands for C: capital (leverage ratio and not the regulatory capital); A: assets quality; M: management efficiency; E: earning; L: liquidity; and S: sensitivity to market risk (interest risk). The Two Stage Least Squares and the Ordinary Least Squares statistical methods were used respectively for the analysis of the relationship between the two bank stability indicators and the outstanding volume of mortgage securitised. The empirical results from CAMELS showed that mortgage loans securitised negatively affected the level of capital proxied by the leverage ratio, eroded assets quality and increased South African banks’ overall costs. However, they had a positive effect on South African banks’ profit, they seemed to be an additional source of liquidity and represented a useful tool to curtail market risk sensitivity, especially the interest risk as they increased net interest income. With regards to the analysis with the Z-score, the results indicated a negative impact of mortgage securitised on South African banks’ stability. The outcome remained unchanged when retained interests in the form of subordinated loans were included in the analysis, but retained interest had a positive influence on the Z-score. The last step of this study pertained to the theoretical analysis based on the concepts of Agency Theory and Institutional Theory. Acting as regulators’ agents in an agency relationship, the simple model of Agency Theory in its extended form explained that South African banks were first and foremost risk-taking players. They were more interested in the risk/reward trade-off in their decision-making attitude towards risk than pursuing the regulators’ goal of the stability of the banking system. In that sense, it was not a surprise that they engaged in regulatory capital arbitrage despite knowing that it was risky but could provide gains in liquidity and profit. In addition to goals conflict, Agency Theory indicated asymmetry of information between banks and regulators as the indirect origin of regulatory capital arbitrage, where the opacity of banks’ activities, such as securitisation, rendered regulations ineffective and thus easy to shirk. Furthermore, it was found that the essentials of the behaviour-oriented contract suggested by the theory as the optimal contract, were already included in the formulation of the latest Basel Accords. However, the researcher believes that one key element, which is the reward or compensation that should benefit the banks (the agent) when they abide by the terms of the contract, is missing. Regulators should therefore include incentives in the regulations and combine the behaviour and outcome-oriented contracts to optimize their relationship with banks even though, as explained by the theory, the outcome of bank stability will remain partially uncertain due to uncontrollable factors such as the economic conditions. The concept of legitimacy, from Institutional Theory, explicated that banks’ legitimacy came from their ability to comply with the regulations. From this stance, the results suggested that regulatory capital arbitrage seemed instead to undermine the legitimacy of South Africa banks well-capitalised position.
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劉寶華. "The effects of adjustable rate mortgages on bank performance." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/67291738752772478350.
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Chang, Ya-Chun, and 張雅君. "A study on the factors of nonperforming mortgages in commercial bank." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/91042560173379367424.
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碩士世新大學
財務金融學研究所(含碩專班)
95
The object of this study is the personal housing loan customers from a local commercial bank, using cases from September 2001 to October 2005, in terms of loan approval date, as the population for sampling. In the past, commercial banks used to pay attention on the transaction records of those loan cases for the sake of risk control. They formally asked that certain loan approbation conditions must be recorded into the computer systems, such as loan quota, terms, total allotted time, interest rate, allowance remark and so on, after which the loan appropriation shall then be processed. As to the personal credit checking such as joint credit information checking records, educational background, marriage status, occupation and the like, were merely paper based documentation. In order to get the background information for this study, it is necessary to link this research with the credit card database. Given the disproportionate sampling result for those normal cases and those over-due ones, which might cause certain abnormal ones be misjudged as the normal ones when using the Logistic Regression analysis, it is therefore decided to amend the sampling with the 2:1 proportion ratio. In other words, if 204 normal cases are randomly selected, then 102 abnormal cases must be selected. This analysis is aim to understand the main factors that caused the housing loan cases to be over-due. The experimental evidence shows that, the interest rate, allowance category, age, sex and collaterals location are significantly related with the occurrence of over-due cases, with a confidence level up to 80.39%. Given the other factors unchanged, it is further studied on those cases with interest rate markup and loan appropriation greater than 80%. It is discovered that bank not only should be cautious about the loan customers’ asset and credit condition as well as those financial changes from time to time, but also need to ask for credit enhancement by a guarantor and other collaterals when necessary. When the approved interest rate is too high, the commercial bank should be more cautious about the present value or anti-falls price of the collaterals and re-estimate it annually.
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Chen, Te-Yu, and 陳德育. "A study on the factors of nonperforming mortgages in bank –Case Study in Pingtung." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/xhze52.
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碩士國立屏東商業技術學院
國際企業所
100
The object of this study in the personal housing loan customers from a local owned bank, using cases from 2008 to 2011, in terms of loan approval date, as the population for sampling. In the experimental research, using the Regression Analysis, the apparent features that affect the risks of consumers default on the mortgage under their credit are discussed. This study set mortgage households dependent second category, normal cases and thouse over-due ones, the other independent variables, gender, age, education, marital status, occupation, annual income, children, loan amount, loan term,the interest rate, the rating scale and the collateral is located in the region and work location of the same. The experimental evidence shows that, the interest rate, the rating scale, loan term and marital status are significantly related with the occurrence of over-due cases, it is discovered that bank not only should be cautious about the loan customers’ asset and credit condition as well as those financial changes from time to time, but also need to ask for credit enhancement by a guarantor and other collaterals when necessary. When the approved interest rate is too high, the commercial bank should be more cautious about the occupational stability of the borrower, so as to prevent the occurrence of risks.
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Yu-ChunChou and 周育群. "A Study on the Determinants of Default Risk for Home Mortgages - Evidence from S Bank." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/d6snb9.
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碩士國立成功大學
財務金融研究所碩士在職專班
104
This research uses a national bank S’s personal home mortgages as the research target. It analyzes reasons for default on non-performing loans to delinquent. In addition, out of this bank’s approved personal home mortgage applications from year 2002 to 2011, 600 normal applications and 200 default applications are extracted. It adopts Logistic regression analysis in order to understand the major influential factors of the default risk of home mortgages. According to the empirical results based on the nine influential variables (including sex, age, marriage, education level, career type, annual income, bank’s total loan, monthly expense over the monthly income ratio (hereinafter abbreviated as D/I), and loan type), it shows that education level, career type, and default risk are negatively correlated. However, age, bank’s total loan, D/I ratio and default risk are positively correlated; other remaining variables have no significant correlations with default risk. Finally, if it uses three variables such as annual income, bank’s total loan, and D/I ratio to discuss the default risk’s influential level, annual income would have a significant and negative correlation with default risk, whilst bank’s total loan and D/I ratio have a significant and positive correlation with default risk. Hence, this paper suggests that bankers can use these three variables’ influential level to default risk and construct a set of Logistic Regression Analysis; then use to evaluate and predict home mortgages applicants’ future default risk’s probability as a reference for banks to set criteria to grant home mortgages.
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Hsiang, Ta-Lung, and 向大龍. "Building Credit Scoring Model for Non-Policy House Purchasing Mortgages -A Case Study of M Bank." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/39188591627095842463.
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碩士臺灣大學
農業經濟學研究所
98
Under the effect of globalization, the Financial Tsunami started from USA and rapidly spread to other parts of the world. This crisis first affected the highly industrial developed countries before extending its influence to the newly emerging markets and developing countries. The crisis of mortgage market resulted in catastrophes of financial institutions and the financial market and caused a full scale meltdown in economy. Like a vicious circle, the slowdown of economy backfired. It not only influenced the financial markets but also offset the relief measures from the government. Therefore, good risk control has become a main requirement in BASEL II regulation. On the other hand, when using tools of credit risk management, the most important thing is credit scoring. Credit scoring is to use subjective as well as objective means to identify the solvency ability of the counterparty in the transaction. At the same time, we use this information to evaluate and to give a suitable score according to overall credit ability of the object of study. A scoring model will be analyzed by variables of mortgages customers, aggregating this information to a credit default probability. On a conservative basis, we use logistic regression methodology to evaluate the non -policy general mortgages with the case of M bank as samples, and exercise 37,231 good samples as well as 348 defaulted samples. The samples were took from the year of 1997 to 2003. Also, we use random sampling way about 30% to validate model. First of all, we filter several variables of higher prediction as candidate variables through AUC values and one variable regression rules. Then we filter the final 5 variables by group methodology. From The AUC value of discriminatory development model is 84%, and validation model was used by the final coefficient and variables from development model. Also, AUC is 80% to separate the good or bad customers. We find KS value to be 0.62 and PSI value to be under 0.001 by KS and PSI test, and prove that there is very credible and stable with our model. Finally, we use predicted PD to separate ratings to 10 rankings of risk. Facing the business cycle from recession to boom, we suggest banks build warning index in the early period, and focus on credit scoring card to evaluate assets and portfolio and to execute the overall risk management.
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Lo, Chen-Jen, and 羅振仁. "Reverse Mortgage Lending - The Decision-making of Bank Managers in Government-owned Banks in Taipei." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/gpnbfn.
Full textAbstract:
碩士國立臺灣師範大學
高階經理人企業管理碩士在職專班(EMBA)
105
Due to the impacts of declining fertility rate and aging population society, the imbalance of the population structure in Taiwan becomes a serious problem, resulting in unfavorable influences to the future of economic growth and government finacial balance. Finding out income generating options for aged people becomes an important issue. In this context, the real estate reverse mortgage (RM) proposes a concept that housing endowment is an effective solution. Previous studies document the influences of RM in Taiwan, but most studies focus on RM demand side and face difficulties in selecting truly a representative sample. This study focus on RM supply side. In particular, among all the banks in Taiwan, over 90% of RM cases are offered within six government-owned banks, and most cases are performed in metropolitan areas, among which Taipei has the highest percentage. Therefore, the census of this study referred to The Bankers Association of Taipei member list on January 3rd, 2017, and surveyed 227 branch managers of the six government-owned banks, including Taiwan Coperative Bank, Land Bank of Taiwan, Hua Nan Bank, Taiwan Business Bank, First Bank, and Bank of Taiwan that have offered RM. Accordinglly, the charateristics of the sample are similar to the population and the sample is highly representative of the population. There are two phases of designing and collecting questionnairs. In the first phase, 18 bank practitioners are invited to participate in answering questionnairs (effective reseponse rate=100%). These 18 effective questionnairs provide key factors and terms that refine the decision-making process of bankers in offering RM. These key factors and terms are included in the final version of the questionnsire. Ther are 114 effective questionnairs (effective reseponse rate=50.2%) in the second phase and the Analytic Hierarchy Process (AHP) is utilized for empirical analysis. It is found that the key factors that affect bank’s RM offerings are mainly focused on “People” and “Protection” in the 5P principle. In particular, these key factors include the age of applicants, the arrangement of retirement pension, the will of the children to support their elder relatives, the number of children, the individual/family income, the location of the house, the concept of the inheritance, the value of the house, the status of marriage and the expectations of children to inherit assets. These ten factors account for 60% of the importance regarding why/how banks offer RM in Taiwan.
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Wu-Tzung, LI, and 李武宗. "A Study on the Effect of Subprime Mortgage Crisis on Mortgages of Domestic Commercial Banks in Taiwan: Evidence from the Top Ten Banks." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/52622216893180079244.
Full textAbstract:
碩士國立高雄第一科技大學
金融營運所
97
The U.S real estate Market melt down rapidly since mid 2006，after the FED raised interest rate to exacerbate the problems of the subprime mortgage outbreaks.Subprime mortgages are risky mortgages with both high loan-to-valve and debt payment-to-income ratios,and low eredit scores. Low interest rates encouraged homebuyers to acquire risky mortgages, and pushed up the prices of real estate . The turbulence in U.S subprime mortgaged market has spread into a global liguidity crisis.The securitization of mortgage into the so-called collateralized-debt obligations is anether reason of the subprime crisis depending,the U.S. government thus drastically raised interest rates, consequently leading to the default peak of subprime mortgages and affecting the stability of global financial market . The impact of subprime crisis has spread from financial sector to real sector. This study points out that the subprime mortgaged crisis was caused by the structural weakness of the mortgaged securitization. The suggestions proposed in this study may effectively improve the risk mangement of mortgaged-loan in Taiwan。
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LI, CHING-HUI, and 黎菁蕙. "Bank mortgage credit system evaluation case study." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/m756fj.
Full textAbstract:
碩士國立臺灣科技大學
管理研究所
99
Case's residential housing loans (residential housing loans and housing repair loans) is currently the national volume of business banking One of the top five. In this study, mainly due to the borrower of the limited family income growth, the central bank following the financial sea Xiao repeatedly cut interest rates, market interest rates began to successive raising and house prices high, even high frequency, housing Occupied by non-limited, to the borrower for the purpose of investment in pre-increase compared to the case, the burden of loans to borrowers Is bound to increase, its normal ability to repay will be a fiasco, in contrast to more long-term credit of the mortgage audit Important. Review the case of residential mortgages, should first assess the borrower's responsibility for debt repayment and loyalty, which is Borrower, whether in loose or tight money situation, there will repay the loan in accordance with contract provisions, it must Han test The amount of the borrower to have a steady and adequate source of repayment, and the levy has raised the integrity of the collateral and the market Nature, sufficient to repay principal and interest on time according to the lease conditions, only consider the non-borrower or guarantor's financial viability, or referred to in For the adequacy of collateral, but also should evaluate the use of funds is justified, with or without repeated financing, and should pay attention to Compliance with relevant laws, when the lack of specific and active use of credit funds, will also produce relatively non-performing loan risks Increase. The case of a rigorous credit borrowers must also consider characteristics of Han, loan contract terms and collateral status, and According to borrower characteristics and loan covenants collateral and determine the conditions between the three interlocking, closely related, and Indeed based on credit 5P principle: the borrower, the use of funds, source of repayment, debt and credit outlook as the case to ensure Pieces of lending conditions and quasi-split basis, in order to reduce credit risk. In a nutshell, the case study company Mortgage credit review of the control instructions, in order to reduce the risk of mortgage credit and prevent the downward revision of loss and bond prices
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Yang, Chieh-ming, and 楊介銘. "Personal Credit Evaluation Models For Bank Mortgage Loans." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/c5ykga.
Full textAbstract:
碩士國立中山大學
經濟學研究所
102
This thesis discusses the following question: Is it enough for financial institutions to evaluate the mortgage applicants through the characteristic variables only? We find that, if only the characteristic variables are considered, a logistic regression model can have a probability of 0.78 to correctly predict the solvency of a loan. However, after adding a geographical variable into the model, the probability improves to 0.813. Moreover,if we eliminate the statistically insignificant variables from the regression, the probability can be improved furtherly to 0.847.Our results show that the geographical variable, debt-income ratio and having a guarantor or not are the three most important factors to influence on loan applicant’s solvency. Finally, a loan applicant has a 5.749 times higher probability to delinquency than on applicant from the other regions.
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Lin, Chih-Fong, and 林志峰. "Determinants of Reverse Mortgage from a Bank perspective." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/4cc73s.
Full textAbstract:
碩士國立清華大學
經營管理碩士在職專班
105
The problem of global population aging in recent years is increasing and became a crisis faced by all countries. However, it also creates business opportunities. Taiwan's market of aging population are expected to generate TWD3.6 trillion dollars in 2025. The banking union is encouraging banking institutions to look into the opportunities of market of aging population and promoting “Reverse Mortgage” in addition to their responsibilities on social responsibility and government welfare. In this study, we conducted a questionnaire survey (convenience sampling method) and results show that: (1) Those who hold fixed deposits have a significant impact against the willingness on reverse mortgage application(2) Retirees who rely on government pension have a significant impact against the willingness on reverse mortgage application (3) Group who expecting retirement before age of 55 has a significant impact against the willingness on reverse mortgage application
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Shih, Yi-chun, and 施易君. "An Investigation for the Credit Risk of Bank Mortgage." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/48230720480260293539.
Full textAbstract:
碩士逢甲大學
經營管理碩士在職專班
99
Crediting is a major income for a bank, and as well a major service to its customers. So the quality of crediting assessment will effect directly to the business of bank. Via the study of a domestic bank, the purpose of this study is to examine quality of risk by the loan crediting assessment, to understand the various structure of the crediting assessment by some of the important variables, and to build up the credit assessment dimensions of an objective personal loans by the quantitative analysis technique algorithm of decision tree. In the long run, this study can give an effective reference for future crediting related business of the bank. In this study, we follow the principles of credit, Credit 5P - the actual evidences by bank crediting assessment to identify the impact of its related variables within the audit process, all those data/variables study related to the selected information of individual housing loans is provided from a domestic bank. By the analysis, we conclude: The success rate is quite significant when the mortgage is collateral, while the other evaluation factors are not so significant relatively. When the collateral is within the AA grade zone area, the mortgage success rate is higher.
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CHENG，SHIH-MIN and 鄭詩民. "The Research And Analysis Of Mortgage Fraud In Taiwan Bank." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/3e8s3t.
Full textAbstract:
碩士中華科技大學
經營管理研究所
106
ABSTRACT Mortgage business has always been one of the important profit for Taiwan banks in foreign lending operations. Because real estate is used as collateral, the credit risk is relatively low. Therefore, each bank is eager for the market of mortgage. In order to battle for market share, banks reduce credit thresholds, simplify the credit check process, raise performance bonuses, and hire lots of mortgage sales. It resulted in the lack of professional quality, imperfect of mortgage project planning, and inaccurate credit check. However people with bad intention use fake ID and financial statement, even forgery premises and colludes with the employee to cheat banks and land administration. Finally, it causes huge losses in banks and land administrations, and financial order. This research mainly focuses on the author’s experiences in the workplace and other case of fraud in the mortgage departments of other financial institutions in the past twenty years. Furthermore, the author analyzes the seriousness of the cases, and the bank losses. By discussing with senior bank lending experts, and have their professional opinions, we hope we can find out the methods of the fraudsters and effectively reduce the bank losses by the similar scams. Keywords: Bank, Mortgage, Counterfeit fraud, Credit risk
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HSU, FAN-LING, and 許芳菱. "A Study on Risk Assessment Factors of Bank Mortgage Loan." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/bga5c6.
Full textAbstract:
碩士國立臺北大學
國際財務金融碩士在職專班
106
The mortgage loan is one of the main businesses of banking industry. It is important issue to establish an objective and realistic house mortgage loan risk assessment model in order to ensure the security of house mortgage loan. This thesis employs the Logistic regression model as an analysis tool for evaluating house mortgage loan risk. This model attempts to find the key factors that best explain the overdue risk in the house mortgage market. In addition to the 11 categorical variables, the study included five additional continuous variables. In the thesis, I found that whether the household registration address and communication address are same or not, whether the borrowers’ salaries are transferred to the bank account, and the borrower’s employed company's industry category are important variables. I addition, I employed other important variables including guarantor, grace period, children in family, gender, education, working experience in service years, marital status, job titles in the risk assessment model. The research results show that in the financial and insurance service industry is higher than that of the national trade and capital industry. The borrowers who ask for a grace period are more likely to default than those who do not ask. In addition, women have a higher chance of default than men. The financial industry has been fined because of violating the law on money laundering prevention and control. Financial institutions are enforcing privacy protection. Therefore, it is quite time-consuming and more difficult to obtain the borrowers’ data. Finally, the study did not consider the overall effects of macroeconomic variables on the mortgage risk assessment such as the trend of the real estate market and the economic cycle variable. These macroeconomic variables may be considered in future research. Keywords: the mortgages loan assessment model, the pledged value of the estate, the estimated value of the estate, Logistic regression model
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Wang, Jhih-Hao, and 王志豪. "A Study on Risk Assessment Factors of Bank Mortgage Loan." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/kvbcnk.
Full textAbstract:
碩士國立中山大學
經濟學研究所
107
There are two main types of income sources in the banking industry - operating income and non-operating income. And the operating income mainly comes from the daily business activities of the bank. The main source of income in business activities is interest income. The largest piece of interest income in personal interest loans is mortgages loans. Therefore, the proportion of housing loans overdue has a significant impact on the banking industry. This research method uses a logistic regression model to assess the risk of overdue mortgages. Trying to find the main factors that can explain the overdue risk of mortgages loans. In this study, we chose eleven categories of variables and five continuous variables to explore. In this study, we found that variables such as “whether to have the grace periods”, “gender”, and “educational level” are significantly related to whether credit is defaulted. Those with grace periods, women, and high school titles have higher rates of credit default. In addition, variables such as "have no child support", "age", "loan ratio (application amount / initial valuation of collateral)", "revenue income and other income" are important predictors for whether or not the credit default prediction model is used. Among them, there are higher rates of credit defaults for raising children, older ages, larger loans, and lower annual tax returns and other income. Therefore, in the future, bank loans can increase the proportion of these key factors, as a reference for credit, in order to reduce the occurrence of default.
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Yeh, Hsu-hung, and 葉許宏. "A Case Study of Mortgage Loan Strategy on Domestic Bank." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/75269245710182568659.
Full textAbstract:
碩士國立臺灣科技大學
財務金融研究所
98
In this research, the housing loans of the sample bank will be analyzed by three different aspects, which are volume, price, and quality. The result of this research could be used to make strategies in response to different financial conditions and scenarios of real estate market. This research paper is consisted of three topics; first of all, the pricing model, which could measure the impact of its pricing strategies to its revenue. Secondly, optimal volume, which could derive the correlation between the changes of market share, operating conditions and the overall or regional policies. The 3rd one is about risk management, executing pre-and post management plans to control the credit quality. Due to the cross-effect of the policy implements, multi-variables are adopted in this paper, which are “average interest rate”, “interest income”, “profit contribution”, ”market share”, “balance of housing loans”, “the amount of new loans”, and “non-performing rations”. Finally, the benefit of these policies will be categorized by the changes of each variable and the conclusion will be drawn.
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Chung, Ya-chiao, and 鍾雅喬. "A Case Study of Mortgage Loan Strategy on Domestic Bank." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/50841138559916651822.
Full textAbstract:
碩士國立臺灣科技大學
財務金融研究所
98
During the second half of 2008, the government implemented some policies aiming to solve the financial problems for people. From June 27th 2008 to February 19th 2009, the Central Bank continuously reduced the rediscount rate, account for 2.9%. At the same period, the rates of accommodations to secured loans and temporary accommodations were also decreasing. Due to the fluctuation of real estate market and the unpredictable situation of the international financial market, the risk of mortgage loans has been increasing. Base on the background of credit crunch, in this research some strategies of mortgage loans and their benefit will be introduced with the intent to provide a direction of strategies implement. The sample company in this paper is a state-run bank which specializes in real estate market. Its core business contains not only land-purchasing loans, construction financing, and working capital loans for the building industry, but also household loans in bulk general mortgage and policy mortgage loans. Nevertheless, some latest products such as wealth management, the real estate trust, and derivatives are also under developed. All kinds of the housing loans for 41.6% of the total lending business, therefore, the cycle of real estate market plays and important role on the bank’s credit quality and revenues. In this research, the housing loans of the sample bank will be analyzed by three different aspects, which are volume, price, and quality. The result of this research could be used to make strategies in response to different financial conditions and scenarios of real estate market. This research paper is consisted of three topics; first of all, the pricing model, which could measure the impact of its pricing strategies to its revenue. Secondly, optimal volume, which could derive the correlation between the changes of market share, operating conditions and the overall or regional policies. The 3rd one is about risk management, executing pre-and post management plans to control the credit quality. Due to the cross-effect of the policy implements, multi-variables are adopted in this paper, which are “average interest rate”, “interest income”, “profit contribution”, ”market share”, “balance of housing loans”, “the amount of new loans”, and “non-performing rations”. Finally, the benefit of these policies will be categorized by the changes of each variable and the conclusion will be drawn.
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Lin, Ta-Chun, and 林大鈞. "The Study of Mortgage Securitization - From Bank Managers'''' Viewpoints, and the Effect on Bank Business Risk." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/71907956867275241803.
Full textAbstract:
碩士朝陽大學
財務金融系碩士班
88
The Study of Mortgage Securitization - From Bank Managers'''' Viewpoints, and the Effect on Bank Business Risk This study employs factor analysis to investigate Taiwan banks managers'''' viewpoints on mortgage securitization in Taiwan. Survey sample contains 974 branch managers of 7 Provincial Banks. The empirical findings can be summarized as follows: 1. Regarding bank management, managers consider that mortgage securitization can reduce business risk and increase profitability. 2. Concerning the other related complementary measures, managers conclude that an objective appraisal system is necessary, and the systems of mortgage guarantee, insurance and trust to stimulate investors interest on MBS before securitization are desirable. 3. Mortgage securitization can raise banks'''' capital adequacy and current ratio. In sum, this research suggests that the authorities may accelerate mortgage securitization to increase the efficiency of financial institutions and markets for economic growth.
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rong, Chen ping, and 陳品蓉. "The study of competitive strategies for Bank mortgage business-- A Case Study for First Commercial Bank." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/zc63vq.
Full textAbstract:
碩士正修科技大學
經營管理研究所
103
Due to financial liberalization and internationalization of situation, makes bank products more diversification and competition; are because so Taiwan of banking more faced with severe of environment, in excessive competition of market (over banking) in the, produced has card debt, and secondary mortgage and global financial storm, and in compression of Lee poor and the changes of regulations and financial policy, banking who face of no longer is a stable of market structure. In the mortgage business is a national consumer finance business, the highest proportion of single and the maximum amount of loans ' main products. Banks have invested in the real environment where capital is rampant snatch home loan market to stabilize long-term yields. However faced with changes in the larger environment, banks will not be able to stay in a rut, and should take advantage of opportunities presented by the new century, adjusting business strategies. This study is hoping that the case study method and SWOT analysis method, according to case banks and its competition in the industry, practical analysis and concept summed up the mortgage industry to understand Taiwan's housing loan business environment changes, and submit its conclusions and recommendations.
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Huang, Shih-Hao, and 黃士豪. "The impact of the subprime mortgage crisis on financial performances of investment bank and commercial bank." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/y9htdg.
Full textAbstract:
碩士銘傳大學
財務金融學系碩士在職專班
97
This study aims to examine the differences and changes in the business performance of investment banks and commercial banks worldwide in markets at varying stages of development. We use five major financial variables associated with the financial operations of banks – equity ratio, operating cost ratio, return on equity, return on asset, and Tobin Q to take into account the bank’s capital adequacy, management capability and profitability. This study explores the changes in the performance of representative investment banks and commercial banks worldwide after the financial tsunami. Our empirical results show that before the subprime credit crisis, the capital adequacy of investment banks were markedly inferior to those of commercial banks, whereas their management capability and return on equity were markedly superior to those of commercial banks and their risk levels were not significantly higher than those of commercial banks. We also find that after the occurrence of subprime credit crisis, the capital adequacy of investment banks were still markedly inferior to those of commercial banks, and although their management capability, profitability and going-concern value were not significantly inferior to those of commercial banks, their risk levels were significantly higher than those of commercial banks. In addition, after the occurrence of subprime credit crisis, the management ability, profitability and going-concern value of both investment banks and commercial banks turned for the worse, while their management ability and profitability risks rose. Our study finds that the sizes of capital and total assets do not have a bearing on the relative financial performance of investment banks and commercial banks or their respective financial performance both before and after the subprime credit crisis. However, after the subprime credit crisis, the management capability, return on equity and going-concern value of investment banks in developed markets were significantly inferior to those of commercial banks in the same markets. On the other hand, the financial performance of commercial banks in the emerging markets was not significantly worse and their risk levels did not rise after the subprime credit crisis. With respect to the implied meaning of changes in financial performance, we can tell from the sample cohorts in developed markets that after the subprime credit crisis, the operating cost ratios of investment banks and commercial banks escalated significantly, while their profitability tumbled markedly. Meanwhile, the capital adequacy and profitability of investment banks were significantly inferior to those of commercial banks and their operating cost was significantly higher than that of commercial banks, indicating that investment banks have in general sustained huge investment loss and asset impairment during the subprime credit crisis that led to sharp drop in profits. The significantly inferior capital adequacy, higher operating costs and profit decline of investment banks after the subprime credit crisis imply that investment banks that used to run their business with high degree of financial leverage, non-transparent pay structure, high bonus, and less investment restrictions were far more seriously impacted by the subprime credit crisis than commercial banks.
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Peng, Miin-Yu, and 彭敏瑜. "Constructing The Mortgage Loan Prepayment Early Warning System of Commercial Bank." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/8j25aj.
Full textAbstract:
碩士銘傳大學
經濟學系碩士在職專班
95
Abstract The bank operation is not only the finance copiously and loan strictly, but also expanding the consumer credit market diligently, the competition of bank industry is more fiery. The borrowers prepayment would terminate the loan period, and increase the reinvest risks of bank; therefore, the maturity date is a risk factor. This study applies the Logit model, artificial neural network (ANN) model and decision tree model to construct the prepayment early warning system.This study anticipates to forecasting the weights of prepayment impact factors, and provides a valuable reference for banks in controlling their credit risk. The results are showed as follows: 1. While appliant’s age increase, career stable, higher loan amount, use the own house to be a guarantee, and via index type to repayment of loan will significantly in prepayment probability. 2. According the forecasting impact factors rank, loan purpose is the most important factor, second factor is guarantee location in which county, first loan amount, guarantee category, job, age are followed, finally is gender. 3. The ratio of cumulative accuracy profile (CAP) and receiver operating characteristic (ROC) of ANN shows highest performance, indicates the ANN is the best scoring model, decision tree C4.5 followed, finally is Logit model. Keywords: Prepayment, Decision tree model, Artificial neural network model, Logit model.
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Ou, Wen-Chih, and 歐文智. "A Study of Commercial Bank Mortgage Loan Default Early Warning System." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/76418391940088157212.
Full textAbstract:
碩士國立雲林科技大學
財務金融系碩士班
99
Mortgage loans are both the major services and an important profit source in domestic commercial bank credit business. Recently, due to mortgage loan competition and the accompanying narrower spreads, the NPL ratio becomes the determinant indicator of credit business performance. This study examines the main factors on the defaults of mortgage loans and establishes an early warning system to effectively avoid the credit risk involving in mortgage loans. This study collects mortgage sample from a local branch of a commercial bank. The sample comprises 158 mortgage loans, among them, 55 default cases and 103 normal cases respectively in the year of 2006. The Logistic regression is employed in the prediction model of sixteen relevant variables on the mortgage loans. The empirical results indicate that gender and collateral types exhibit significantly positive effect on the mortgage loan default. Moreover, Logistic regression shows highly reliable prediction power of the early warning system. Specifically, for out-sample prediction, the accuracy ratios of default cases and normal cases reach 77.425% and 87.946%, respectively. Contrastingly, for whole in-sample prediction, the accuracy ratios even amount to 83.6364% and 94.1748% respectively for default cases and normal cases.
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Liu, Chiung-Wen, and 劉瓊文. "A Comparative Study of Predictive Models for Bank Mortgage Loan Default." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/32948830571648911916.
Full textAbstract:
碩士輔仁大學
應用統計學研究所
96
In general, the house mortgage loan is one of the main businesses of banks and the most important income in our banking industry. Therefore, the risk of the banking businesses and the robust management of bank really have the pivotal influence. In 2006, the US sub-prime mortgage crisis has lead to credit crunch. Because the property thriving in Taiwan in the last few years and the domestic banking industry intensely competes, the bank has the loose policy in order to increase banking businesses. The Financial Supervisory Commission, Executive Yuan, announced the uncollected accounts receivable to the cover ratio of Non-Performing Loans was 65.15% at the end of January in 2008. So it is important to build an optional predictive model for the bank. The object of this research is the customers of the house mortgage loan in a bank. The ratio of default is 2.41%. In order to build the model, this study uses the default data and the undefault data to construct the model with the rate 1:2. It repeats 10 times sampling in 1:2 proportion and builds models with Logistic Regression and Cox Regression. Finally, this study builds an optional predictive model for the house mortgage loan. The conclusion is as following: 1. In the method of the study, the optional predictive model is Logistic Regression because the predict index of Logistic Regression is better than Cox Regression. 2. In the analysis of Logistic Regression, the Ensemble model is better than any one of the 10 models. Besides, the optional point cut off the ninth percentile. The accuracy rate is 92.56%, the recall rate is 81.88%, true negative rate is 92.82%, and the precision rate is 21.94%.
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Li, Chian-Huei, and 李芊慧. "A Study of Delegation and Performance Appraisal on Bank Mortgage Loan." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/35187903377225512931.
Full textAbstract:
碩士國立臺灣科技大學
企業管理系
96
To facilitate the coordination among the employees in the mortgage loan department, we apply the decision rights assignment theory (Brickley, Smith & Zimmerman, 2004) to design an optimal organizational architecture for the mortgage loan processing. To align the interests between agent and principle, this thesis also apply the incentive contract theory to devise a performance management system (Milgrom & Roberts, 1992) for employees in the mortgage loan department. Three empirical results are derived in the followings. First, the mortgage’s profit would be higher if banks adopt specialized task assignment between salesmen and credit analyzer, same as the business and operation units. Second, the mortgage’s profit would be better if banks use the relative measure for passed rate and the absolute measure for customer’s satisfaction to measure salesmen’s performance. As to credit analyzer, it would be better to use the absolute measure for the quality of credit reports. Third, the weight of each performance measure should be in the following decreasing order: (1) the amount of loan, (2) passed rate, (3) customer’s satisfaction. The fitter of the actual intensity of incentive of salesmen’s performance measures to ideal one, the better performance of mortgage loan.
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Chai, Tsai-yu, and 蔡采育. "A Study on Bank Teller’s Willingness for Marketing Mortgage Life Insurance." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/55015025093988267891.
Full textAbstract:
碩士朝陽科技大學
保險金融管理系碩士班
102
Abstract The banking industry in Taiwan has faced low-interest-rate lending environment in recent years. Furthermore, the soaring of domestic housing prices leads to the increase of the loan amount, hence the risk exposures of the banks’ borrowers and creditors. It is even harder for those institutions whose business focuses mainly on traditional lending, since the spread is shrinking. Kotler, Long&;Tan, (1999) propose that the costs of getting new customers are five times to retaining old ones. It is more cost efficient for banks to increase current customers’ satisfaction and expand the scope of business with them. Although the market share of mortgage life insurance (MLI) policies in Taiwan has room for improvement, there’s nothing novelty in the product. In essence, MLI policies are designed to pay out upon the death of the insured like traditional term life. People carrying a mortgage on their home need MLI. And banks can explore the possibility of expanding the scope of business with their current mortgage carriers, without incurring the high costs of acquiring new customers. When customers purchase a policy for MLI, the policy will pay off the mortgage on their home if he/she should die. It protects the homeowner’s family from economic distress. Banks also feel more secure about loaning money to a homeowner with MLI since this type of policy basically pays off the balance owed on the mortgage to the banks. It’s a win-win situation. Bank tellers play an essential role in the marketing of MLI because they are the ones who have direct contact with customers. Due to the intangibility of insurance products, the salesperson is very important in the process of marketing the MLI policies. This study believes that the motivations and marketing behavior of bank tellers can influence the customers’ decision, hence the outcome of the banks’ MLI sales. The object of this study is the bank tellers from two banks in their central Taiwan branches. Analysis is based 200 valid samples, which are obtained from questionnaire investigation. After conducting the T-test, ANOVA and correlation analysis, the findings are as follows: 1. The factors affecting bank tellers’ marketing motivations for MLI are significantly different in two banks. 2. Demographic variables significantly affect bank tellers’ marketing motivations for MLI. 3. Bank tellers’ marketing motivations for MLI significantly affect their performance.
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ting, Cheng chih, and 程誌廷. "Bank mortgage credit risk assessment of related factors ─ A Case Study of a commercial bank in Tainan." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/26281155969385348255.
Full textAbstract:
碩士南台科技大學
企業管理系
98
This study aims to assess the consumer mortgage loan default decrease the quantity of influence factors. Commercial banks by the credit business has gradually reduced the proportion of profits, in a competitive environment, in order to seize the market, easing credit review, resulting in low credit quality, settlements, eroded profitability, credit risk management is therefore a financial institutions important aspect of business strategy. Risk management must first make the best of the audit before the loan decision-making; that is provided by loan applicants in accordance with basic information, assessment of credit risk rating Jiekuan households, as balance amount of the loan criteria. This study of a domestic commercial banks from Tainan, Republic of China Republic of China 98 years 94 years until the housing loans between the loans to the case study sample, the normal payment of interest and normal household items 375, default users have 45 non-normal conditions, giving a total of 420. Variables in this study a total of 15 variables, in order to understand the variables of loans have significant effect on the success or failure, to assist the right to credit officers to efficiently determine the most precise data to correct credit decisions. On empirical estimates, and use logistic regression model and decision tree analysis to explore the impact of consumer housing loans to credit default risk of the main features of factors, logistic regression models in the empirical results, income, guarantor, the borrower into a few, grace the five a significant explanatory variable of 0.01 standard, and in the decision tree analysis Zeyi node 2 (with grace) of the forecast default rates of 36.8%. To not use the grace of the borrowers concerned, but also by the impact of annual income, annual income by 50 yuan forecast default rate was 21.7% households with annual income of over 50 million borrowers default rate forecast is only 3.1%. To establish as future consumer mortgage credit assessment based on quantitative models, as well as future loans approval or rejection based on reference.
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Wang, Ming-Chun, and 王銘君. "An Evaluation of Credit Risk in Bank Crediting—Take Mortgage Loans in C Bank as an Example." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/71527938354845266009.
Full textAbstract:
碩士樹德科技大學
金融與風險管理所
96
Consumer Finance (CF) business is one of the most important income sources in domestic banks. The boom and decline in Consumer Finance business often affects the quality of a bank’s performance significantly. In 2007 the crisis of the sub-prime mortgage problem in the USA spread worldwide and the core of subprime mortgage problem is the matter of credit risk in nature. Therefore credit risk has been the most crucial part of bank risk management ability. The New Basel Capital Accord (Basel II) permits a bank to build its internal credit risk model. The needs of connection between model theory and model practice will be the key point for improving financial institutions’ credit risk management ability. This research modifies Merrick (2001) and analyzes one bank’s mortgage loan data in Taiwan. From the analysis of the data about principle and interest’s cash flow of loan repayments, the conclusion can be drawn as following: 1. The estimated default probability of this study is very close to the actual probability of default (2.51%) of the bank. It’s obvious that this research model shows considerable estimation ability. The empirical results show that the proposal model is reliable to estimate default probability. 2. The implied recovery rate estimated in this research model is 95.69%, which is very close to the sample bank. 3. This study also estimates four risk factors of Basel II, including Probability of Default (PD), Loss Given Default (PD), Exposure at Default (EAD), Maturity (M). On the whole, this study proposes a model that is expected to be helpful for financial institutions.
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Kim, Jung-Eun active 2013. "Essays on banks' resolutions of problem mortgage loans." 2013. http://hdl.handle.net/2152/21958.
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This dissertation examines banks' resolution of distressed commercial mortgage loans. Following the introduction in the first chapter, the second chapter reviews the literature on banks' resolutions of distressed loans. In chapter 3, I present a model of banks' resolution decisions under information asymmetry. The model shows that banks prefer to renegotiate instead of foreclosing problem loans when there is a cost associated with revealing the quality of their mortgage portfolios. The fourth chapter presents empirical findings that are consistent with the model, i.e., that banks' resolution decisions are affected by their concerns of revealing negative information through large foreclosures. I find that larger loans are more likely to be renegotiated than smaller loans and that banks take a shorter amounts of time to renegotiate rather than to foreclose on problem loans. Secondly, the impact of loan size on the propensity to renegotiate is magnified for banks with superior past performance and for banks with lower local mortgage distress. In addition, I find that banks that raised new equity capital exhibit a stronger tendency to renegotiate larger problem loans in the previous year. In chapter 5, as a falsification test, I compare the bank-held sample with a Commercial Mortgage Backed Securities (CMBS) sample that does not share banks' mimicking motives, because special servicers of problem loans are not the originators of those loans. I find that the results are weaker or not present for CMBS, in contrast to the bank loan sample. In chapter 6, I study banks' resolution of problem loans while considering their problem loan portfolios. I consider two aspects of banks' problem loan portfolios -- their relationships with borrowers and the degree of regional diversification. Empirical results suggest that the sample banks choose to act "tougher", i.e., foreclose more, as they have more loans with a borrower. Finally, the degree of geographical diversification in problem loan portfolios may affect banks' resolution decisions. I find that as banks have geographically concentrated problem loan portfolios, they are more likely to renegotiate larger loans, measured either absolutely or relatively. Chapter 7 concludes.text
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Chen, Li-Chen, and 陳麗珍. "A Study on the Real Estate Mortgage Loans of Bank Credit Quality-Using xx Bank as an Example." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/59590187201175006539.
Full textAbstract:
碩士朝陽科技大學
財務金融系碩士班
99
In this study, the domestic central bank of a public contract of the 613 cases the borrower''s real estate mortgage loans for the study, through cross-analysis and chi-square, logistic regression analysis and then to establish an empirical model, analyze the impact of bank mortgage-credit potential quality factor of the borrower''s age, sex, marital status, whether their own residence, education level, annual income, years of service, job title, contact person, whether the borrower has been renamed to ensure that the number of loan, grant way, property type, property located in the region, with or without other credit, and the period between the Bank and other relevant variables affecting credit quality. Empirical results found that when the borrower is a male, was renamed the borrower, the borrower''s loan to the bank to set the longer the maturity, the borrower unmarried, lower income person-years loan, the borrower did not fill in contact person, the borrower''s property mortgage Block off the area of non-local, borrowers, when no other bank credit, as an exception to predict the probability of higher household borrowing.