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1
Wu, Xiaojun Allan 1973. "An examination of China's non-performing loan issue." Thesis, Massachusetts Institute of Technology, 2002. http://hdl.handle.net/1721.1/32235.
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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 2002.Includes bibliographical references (leaves 61-62).
Non-performing loans (NPLs) are essentially a product of the irrational allocation of resources. Different from other Asian countries, China's NPL issue resulted primarily from a transitioning economy dominated by the triangular relations of state-owned enterprises (SOEs), state-owned commercial banks (SOBs) and the fiscal system. Even though the total amount of NPLs in 1999 was estimated to be around 30% of the total outstanding loans of SOBs, the NPL problem in China would not lead to an immediate financial crisis as the NPL problem is more a stock problem than a flow one. However, the huge amount of overhanging bad debts has become one of the bottlenecks for China's further reform, particularly, in the banking sector. The establishment of four Asset Management Companies (AMCs) was an innovative approach to provide an instant relief of the bad debt burden of SOBs, to recover distressed assets and to restructure SOEs. Despite facing many challenges, the AMCs have been continuously seeking new NPL workout approaches and made substantial progress. A series of workout approaches have been introduced including debt-equity swap, discounted payoff, loan pool sale and property auction, etc. The process, however, will become increasingly difficult because the high quality assets have been disposed of first and the more troubled ones still remain in the portfolio. Furthermore, if the government cannot make a creditable commitment that the current NPL transfer and debt-equity swap is a once-off policy, new NPLs will be encouraged through soft lending by the SOBs and strategic default by the SOEs. There are also several obstacles ahead to the AMCs including China's immature capital market, the AMCs' internal structural problems as well as China's weak legal enforcement mechanism. Fortunately, the Chinese government has made a great commitment to tackle the NPL issue not only from the surface but also from the fundamental structure, evidenced by the Chinese government's efforts to improve the corporate governance of SOEs and institutional infrastructures. China's accession to the WTO in 2001 will further force the government to seriously reform the banking sector in order to build up the competitive advantage to face the imminent competition from foreign banks. With more international practices introduced and corporate governance improved, China's banking system could be more resilient and healthier in the near future. The AMC scheme would hopefully be a once-off prescription.
by Xiaojun Allan Wu.
S.M.
2
Dadoukis, Aristeidis. "Loan loss provisions, non-performing loans and cost efficiency : evidence from Greece." Thesis, University of Nottingham, 2017. http://eprints.nottingham.ac.uk/42178/.
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This Thesis is a both timely and warranted examination of ‘risk management behaviour’ in Greek banking inter-linking cost efficiencies with loan loss provisioning practices during 2005 to 2012. Firstly, utilising Stochastic Frontier Analysis, we construct numerous cost efficiency frontiers and examine the evolution of cost efficiency in the banking system. Secondly, we investigate the risk management behaviour and the dominant loan loss provisioning practises in the domestic banking sector. These include capital management, efficiency hypotheses and the cyclicality of loan loss provisioning. Finally, we investigate the evolution of non-performing loans and if they are Granger caused by bad management or cost skimping within our construct of risk management behaviour. During 2005 to 2012 the ‘four core’ banks record strong performances and operate at higher levels of cost efficiency than their domestic competitors. This gap was reduced after the 2008 and 2010 financial crises, thus indicating an adverse impact due to the Private Sector Involvement. Overall, despite the so called bond haircut, the Greek banking system still recorded a strong performance where many banks operated close to the optimal efficiency levels, despite the ongoing deepening economic recession. In addition risk bank management behaviour presents loan loss provisioning practices that are counter cyclical to the Greek business cycle. These results suggest that banks have engaged in capital adjustment via their loan loss provisioning resources. In addition, we present evidence to support that low cost efficient banks reported higher levels of loan loss provisioning indicating difficulties in raising additional external capital. Finally, with respect to the development of non-performing loans we present evidence of cost skimping and little support concerning moral hazard in Greek bank risk management behaviour.
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Nordlinder, Elias, and Oliver Sundell. "Non-performing loans : An analysis of the relationship between non-performing loans and profitability among European banks." Thesis, Linköpings universitet, Institutionen för ekonomisk och industriell utveckling, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-142356.
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During the last decade, many European banks have been troubled with low profitability, while the amount of non-performing loans (NPLs) has increased. This thesis investigates and analyses how the increasing amount of NPL affects banks profitability and the financial system. With econometric models using panel data we examined the relationship between NPL, banks profitability and the economic cycle (GDP-growth). This combined with qualitative economic theories provided a solid analysis of this relationship. We found strong evidence the NPL-ratio has a negative correlation with both the profitability of banks and the economic cycle. With these results in mind we think the NPLs need to be dealt with by the banks and authorities soon. In accordance with our result and analysis we came up with recommendations for the banks and authorities to deal with the issue. We recognize they need to improve the secondary markets for non-performing loans, lifting the loans from their balance sheets, increase the use of Asset Management Companies and improve the NPL-management within banks.
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Seagraves, Philip. "A Multi-Factor Probit Analysis of Non-Performing Commercial Mortgage-Backed Security Loans." Digital Archive @ GSU, 2012. http://digitalarchive.gsu.edu/real_estate_diss/13.
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Commercial mortgage underwriters have traditionally relied upon a standard set of criteria for approving and pricing loans. The increased level of commercial mortgage loan defaults from 1% at the start of 2009 to 9.32% by the end of 2011 provides motivation for questioning underwriting standards which previously served the lending industry well. This dissertation investigates factors that affect the probability of Non-performance among commercial mortgage-backed security (CMBS) loans, proposes conditions under which the standard ratios may not apply, and tests additional criteria which may prove useful during economic periods previously not experienced by commercial mortgage underwriters. In this dissertation, Cap Rate Spread, the difference between the cap rate of a property and the Coupon Rate of the associated loan, is introduced to test whether the probability of Non-performance can be better predicted than by relying on traditional commercial mortgage underwriting criteria such as Loan to Value (LTV) and Debt Service Coverage Ratio (DSCR). Testing the research hypotheses with a probit model using a database of 47,883 U.S. CMBS loans from 1993 to 2011, Cap Rate Spread is found to have a significantly negative relationship with loan Non-performance. That is, as the Cap Rate Spread falls, the probability of Non-performance rises appreciably.
A numerical model suggests that among loans which would have passed the standard ratio tests requiring loans to have values of LTV less than .8 and DSCR greater than 1.25, a Cap Rate Spread criteria requiring loans to have a value greater than 1% would have prevented the origination of an additional 1,798 CMBS loans reducing the rate of Non-performance from 14.9% with only the LTV and DSCR criteria to just 11.6% by adding the Cap Rate Spread criteria. Of course, adding additional criteria will also lead to errors of rejecting loans which would have performed well. Back testing with the same sample of CMBS loans, this Type I error rate rises from 19% with only the LTV and DSCR criteria to 34% with the addition of the Cap Rate Spread.
Ultimately, CMBS loan underwriters must individually determine an acceptable level of Non-performance appropriate to their business model and tolerance for risk. Using intuition, experience, tools, and rules, each underwriter must choose a balance between the competing risks of rejecting potentially profitable loans and accepting loans which will fail. This research result is important because it helps deepen our understanding of the relationships between property income and loan performance and provides an additional tool that underwriters may employ in assessing CMBS loan risk.
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Кічова, В. В. "Проблемна заборгованість в банківській системі: фактори впливу та інструментарій врегулювання." Master's thesis, Сумський державний університет, 2021. https://essuir.sumdu.edu.ua/handle/123456789/81743.
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В роботі розглянуті теоретичні та практичні аспекти управління проблемною заборгованістю банківських установ та розроблено рекомендації щодо підвищення його якостіВ работе рассмотрены теоретические и практические аспекты управления проблемной задолженностью банковских учреждений и разработаны рекомендации по повышению его качества
The paper considers theoretical and practical aspects of problem debt management of banking institutions and develops recommendations for improving its quality.
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Mixão, Hugo Miguel Pedreira. "Non-performing loans : the portuguese case." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20701.
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Mestrado em FinançasO objetivo deste trabalho final de mestrado é identificar e analisar quais as variáveis que têm maior impacto na evolução de Empréstimos não produtivos em Portugal (Non-Performing Loans). O período de análise será entre 2009 e 2019, tendo início após a crise de "subprime" de 2008. Neste âmbito, foram identificadas variáveis macroeconómicas, para capturar o impacto do estado do país, e também microeconómicas, específicas do setor bancário em Portugal. Os resultados obtidos demonstram que há evidências de uma correlação entre as variáveis selecionadas e a evolução de NPL's em Portugal, no entanto, o impacto destas variáveis está dependente da estabilidade económica do país em análise. Tendo em conta o facto que a definição de NPL's como é atualmente conhecida ter sido apenas definida pela Autoridade Bancária Europeia em 2015 foi realizada uma análise para dois períodos distintos, o primeiro após crise financeira, de 2009 a 2015, e o segundo período entre 2015 e 2019. Os resultados obtidos sugerem que as variáveis específicas do setor bancário, refletem a estabilidade e aversão ao risco do sistema bancário e/ou dos bancos de forma individual (se analisados singularmente), enquanto as variáveis macroeconómicas a estabilidade económica do país.
The objective of this final master's work is to identify and analyze which variables have the greatest impact on the evolution of non-performing loans in Portugal. The analysis period will be between 2009 and 2019, starting after the 2008 subprime crisis. In this context, macroeconomic variables were identified to capture the impact of the country's state, as well as microeconomic, specific to the banking sector in Portugal. The results obtained demonstrate that there is evidence of a correlation between the selected variables and the evolution of NPL's in Portugal, however, the impact of these variables is dependent on the economic stability of the country under analysis. Since the definition of NPL's as it is currently known was only defined by the European Banking Authority in 2015, an analysis was carried out for two different periods, the first after the financial crisis, from 2009 to 2015, and the second period between 2015 and 2019. The results obtained suggest that the specific variables of the banking sector, reflect the stability and risk aversion of the banking system and / or banks individually (if analyzed singularly), while the macroeconomic variables the economic stability of the country.
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Гапонько, О. Ю. "Управління портфельним кредитним ризиком банку." Master's thesis, Сумський державний університет, 2020. https://essuir.sumdu.edu.ua/handle/123456789/81715.
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Brenner, Petra Josephine. "Non-performing Loans eine Analyse aktueller Rechtsfragen." Berlin Duncker & Humblot, 2009. http://d-nb.info/999631942/04.
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Lu, Yunxuan S. M. Sloan School of Management. "Study of non-performing loans in China." Thesis, Massachusetts Institute of Technology, 2020. https://hdl.handle.net/1721.1/127068.
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Thesis: S.M. in Management Studies, Massachusetts Institute of Technology, Sloan School of Management, May, 2020Cataloged from the official PDF of thesis.
Includes bibliographical references (pages 46-49).
This thesis aims to provide an overview of the history, market landscape, and trend of investment in China's non-performing loans (NPLs). It starts by comparing the definitions of non-preforming loans by ECB, IMF, and CBRC. The focus in this section is on the change and process of NPL definition in China. Next, this thesis studies the historical trend of historical NPL balances and NPL ratios across industries and geographic locations. It then pictures the market landscape in China to introduce the market structure and participants followed by the handling and workout strategies of NPLs used in China. Lastly, it analyzes the pros and cons of investing in the China NPL market.
by Yunxuan Lu.
S.M. in Management Studies
S.M.inManagementStudies Massachusetts Institute of Technology, Sloan School of Management
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Manz, Florian [Verfasser]. "Non-Performing Loans : Determinants - Default - Divestiture / Florian Manz." Baden-Baden : Nomos Verlagsgesellschaft mbH & Co. KG, 2019. http://d-nb.info/1204708959/34.
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Falk, Soylu Denniz. "Recovery Rate Modelling of Non-performing Consumer Loans." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-322495.
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Thießen, Friedrich, and Patrick Fricke. "Non-Performing-Loans, Korruption und die Europäische Union." Universitätsbibliothek Chemnitz, 2018. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-233572.
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Die europäische Union hat Programme installiert (EFSF, EFSM, ESM) oder ist dabei dies zu tun (Europäische Einlagensicherung EDIS), die darauf hinauslaufen, dass Kapital von weniger korrupten Ländern in Länder mit höherem Korruptionsgrad transferiert wird. Die Literatur deckt einen deutlichen Zusammenhang zwischen Kreditgeschäft und Korruption auf. In korrupteren Regionen verzeichnen Banken mehr Kreditausfälle und verbuchen mehr Non-Performing-Loans. Korruption im Kreditgeschäft ist sowohl auf der Schuldnerseite (i), wie auch auf der (ii) Gläubigerseite wie auch auf der (iii) Seite der Regierung bzw. Regulatorik anzutreffen. Korrupte Länder zeichnen sich durch schwache Rechtssysteme aus, die es Gläubigern erschweren, ihre Rechte durchzusetzen. In Griechenland spricht man von „strategischen“ Kreditnehmern, die es von vornherein darauf anlegen, Kredite nicht ordnungsgemäß zu bedienen. Außer privaten Schuldnern zeigen auch öffentliche Schuldner in korrupteren Ländern eine höhere Ausfallquote ihrer Kredite („Moratorium“). Im Ergebnis bedeutet dies, dass es für Kapitalgeber ein großes Risiko darstellt, finanzielle Hilfen an korrupte Länder zu leisten. In Zukunft sollten bei allen europäischen Projekten, die mit rückzahlbaren Geldtransfers in Länder mit hohem Korruptionsgrad verbunden sind oder sein können, eine Korruptionsauswirkungsanalyse („corruption impact assessment“) angefertigt werden, welche die voraussichtlichen Folgen der Korruption für das Projekt darlegt. Außerdem sollten Banken in korrupteren Ländern mehr Eigenkapital halten. Die Europäische Einlagensicherung sollte aufgeschoben werdenThe European Union installed financial programs that enable the transfer of money from less corrupt countries into countries with higher corruption grades (EFSF, EFSM, ESM, European deposit insurance EDIS). This is a risk for lenders in less corrupt countries. The scientific literature proofs that there is a significant correlation between the corruption grade of a country and the Non-Performing-Loan-quota (i) and loan losses (ii). Corruption can be traced back to actions of debtors, of lenders and of regulators. The latter refuse to install strong legal systems that would enable it lenders to enforce their rights. In corrupt countries a collaboration of many parties at the expense of outsiders and especially foreigners can be observed. In Greece the term “strategic borrower” has been established to describe the phenomenon that borrowers systematically try to evade the redemption of their loans with the help of the weak legal system. Taken altogether it is risky for European lenders to transfer money into corrupt jurisdictions. It seems to be necessary to complement European financial projects with detailed impact assessments of the corruption-problem. Banks in corrupt countries should hold higher equity ratios. The European deposit insurance should be suspended
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Guilherme, Miguel Ângelo Brito. "Gestão da formação numa empresa non-performing loans." Master's thesis, Instituto Superior de Economia e Gestão, 2021. http://hdl.handle.net/10400.5/21693.
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Mestrado em Gestão de Recursos HumanosA digitalização da formação e desenvolvimento, permitiu repensar na fórmula como se deve satisfazer as necessidades dos indivíduos e da organização, neste processo de fusão do mundo físico com o tecnológico. As empresas, hoje, necessitam de continuar a confiar em práticas de formação eficientes e eficazes para ajudar a reter colaboradores que reforcem ou aumentem as suas competências.O objetivo central do presente Trabalho Final de Mestrado pretende descrever as atividades formativas realizadas na Servdebt, Capital Asset Management, reconhecendo e aplicando as diferentes etapas do ciclo formativo: diagnóstico, conceção,implementação e avaliação, na execução de uma ação de formação.Este trabalho na modalidade de estágio curricular, possibilitou ao aluno um contacto mais próximo e direto com uma realidade organizacional, promovendo, assim, uma aprendizagem, participação e intervenção inerentes ao papel de um profissional de Recursos Humanos.
The digitalization of training and development has made it possible to rethink the formula for meeting the needs of individuals and organization in this process of merging the physical and technological worlds. Companies today need to continue to rely on efficient and effective training practices to help retain employees to reinforce or increase their skills.The main goal of this Master's Final Work is to describe the training activities performed at Servdebt, Capital Asset Management, recognizing and applying the different stages of the training cycle: diagnosis, design, implementation and evaluation, in the execution of a training action, This work a curricular internship enabled the student to have a closer and more direct contact with an organizational reality, thus promoting learning, participation and intervention inherent to the role of a Human Resources professional.
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Petersson, Jessica, and Isac Wadman. "Non Performing Loans - the markets of Italy and Sweden." Thesis, Uppsala University, Department of Business Studies, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7004.
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A1207
Many countries are suffering from Non Performing Loans (NPLs), which are defaulted loans that banks are unable to profit from. There are two general ways to secure NPLs. One is for banks to handle them themselves, which is common in Sweden where the NPL market is not so widespread. The alternative is for banks to auction them in public to Asset Management Companies (AMCs), which purpose is to dispose of the assets as profitably as possible. This procedure is used at the vast Italian NPL market.
Our purpose is to describe how these countries secure their NPLs from three aspects; the market, legal and financial aspect. We investigate how Svenska Handelsbanken (Handelsbanken) in Sweden and Morgan Stanley Real Estate Fund (MSREF) in Italy handle their NPLs. The study has been made through interviews at respective companies.
Our study reveals that historic actions of the government, credit culture and management decisions have shown to be crucial causes to the spread of NPLs. The Swedish legal system allows banks to secure their own defaulted loans in a fast and efficient way, while the Italian is more unwieldy and does not give banks any incentive to work out their NPLs. From a financial perspective, neither one nor the other method can be stated better since the companies operate in different fields. The main reasons that affect the financial result are the specific national conditions. Credit culture and legal system are two vital factors that benefit Handelsbanken while they obstruct MSREF. However, both Italian and Swedish AMCs respective banks must continue to review their routines and adaptation ability in order to excel in the future.
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White, Saira Sultana. "Banking Crisis in Japan: Prediction of Non-Performing Loans." Thesis, Virginia Tech, 2002. http://hdl.handle.net/10919/43758.
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Japan is currently suffering its third economic downturn of the past decade. While Japan suffers from a variety of structural problems, the most acute is the crushing burden carried by the banks. They still suffer under the weight of thousands of billions of yen of bad loans resulting from the collapse in asset prices a decade ago. Japan's still unsolved banking crisis constitutes a threat to a large component of the global financial system.Some economists believe that these events were avoidable. Better underwriting by Japanese banks and more prudent monetary policies by the Central Bank of Japan could have prevented the subsequent downturn and losses. It may be impossible to prove that sound policies could have avoided the persistent crisis altogether, but it seems unarguable that better professional underwriting by Japanese banks and more prudent monetary policies by the Central Bank could have mitigated the severity of the economic downturns and reduced huge losses.
The model I have constructed analyzes whether the events leading Japan into financial crisis could have been anticipated. The model is a simple multivariate econometric equation estimated monthly data between 1980 and 1990. This model appears to explain much of the variation in non-performing loans during this period. The model simulated during the period 1990 to 2001 indicates that the non-performing loans could have been anticipated.
This model or one like it could have given bank regulators basic tools to anticipate the incidence of non-performing loans during the 1990s. Had regulators done so, it might have been possible for them to take those remedial actions that would have limited the subsequent numbers of poorly underwritten loans during the 1990s.
Master of Arts
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Lou, Jianbo. "China state commercial banks' non-performing loans : workout and prevention." Thesis, Queen Mary, University of London, 2001. http://qmro.qmul.ac.uk/xmlui/handle/123456789/25125.
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The purpose of this thesis is to examine the very significant problem of State bank nonperforming loan (NPL) in China. NPLs undermine the stability of China's banking system and the efficient operation of its markets. This thesis will make recommendations for developing better workout procedures to deal with existing NPLs and explore the role of banking regulation and supervision in NPL prevention, as well as in avoiding impacts of NPLs on the stability of banking system, drawing on experiences at national, regional and international levels. The accumulation of NPLs in China has been caused by the dominant role of State banks in China's financial markets, policy loans to state owned enterprises (SOEs), unnecessary administrative controls on banks' lending activities, weak internal controls within State banks and inappropriate banking regulation and supervision. All these have seriously ruined the conditions of market discipline in China and resulted not only in large amount of NPL stock, but also the constant creation of new NPLs on State banks' balance sheets. The NPL problem in China is not limited to individual banks. It is a systemic problem closely connected to the SOE problem. The existing bank NPLs cannot be worked out without debt and enterprise restructuring. The balance sheets of banks and firms must be cleaned up by, first, recapitalizing banks to write off and make provision for existing NPLs, and, second, setting up independent asset management companies to purchase and manage bank NPLs. To prevent the increasing accumulation of new NPLs, unnecessary administrative controls on banks must be removed; prudential banking regulation and supervision much be enhanced; appropriate internal control systems must be promoted within banks, especially with regard to the proper risk evaluation systems and internal decision-taking structures. To avoid the damaging impacts of NPL problem on the stability of the banking system, ' an explicit limited deposit insurance system should be introduced; the central bank's lender of last resort facilities must be properly defined; bank insolvency resolution mechanisms must be put in place. In a word, the proper functioning of market discipline must be restored in China.
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Brenner, Petra Josephine [Verfasser]. "Non-performing Loans. : Eine Analyse aktueller Rechtsfragen. / Petra Josephine Brenner." Berlin : Duncker & Humblot, 2010. http://d-nb.info/1238363954/34.
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Tsumake, Gertrude Kgalalelo. "What are the determinants of non-performing loans in Botswana?" Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/22917.
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The maintenance of asset quality, efficiency and profitability is a vital requirement for the survival and development of banks. Loans are the main asset class from which banks generate their major portion of income and also signify the greatest risk to banks. There has been significant indication that the financial crises in the USA, Sub-Saharan Africa and East Asia were signalled by high levels of non-performing loans (NPLs). Due to the detrimental effect that these loans have on a bank's revenue and the economic welfare of a country, it is essential to examine and investigate the determinants of NPLs in the banking industry of any country. This study examines Botswana, a developing country in Southern-Africa and is stimulated by the assumption that both the industry level variables and macroeconomic variables have an effect on NPLs. Secondary data of the banking sector was obtained from Botswana's central bank, the Bank of Botswana. Correlation and regression analysis were carried out over a period of ten years (2005-2014), using quarterly data. It was found that the following industry level variables (i.e. credit growth, industry size and profitability) and macroeconomic variables (i.e. real gross domestic product (GDP) growth, inflation, real interest rates and the unemployment rate) have a statistically significant impact on the NPL rate. On the other hand, capitalization and diversification had a statistically insignificant relationship with NPLs. The banking industry in Botswana should carefully monitor the household loan portfolio as well as their credit advancement policies with regard to the aforementioned variables to help lower their NPL ratios. This study is the first of its kind in the Botswana banking industry and therefore will provide scholars with the opportunity to enrich their knowledge and serve as a reference for other researchers in the related area while also providing a foundation for further studies.
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Lin, Tsung-Ren, and 林宗仁. "Non-performing Loan Residential Housing Loan." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/fnfywt.
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碩士銘傳大學
財務金融學系碩士在職專班
96
Given the highly competitive environment, risk management ability is the key to a successful business operation for the domestic bank. Housing loans make up in excess of 30% of the overall lending amount for the entire banking industry, therefore the effective assessment of default possibilities in housing loan applications has become the most urgent task faced by the industry. This paper uses data from a bank with its housing mortgage cases that completed loan processing between 2003 and 2005 as the population, with a random sample of size 1,484, and performs a logistic regression empirical analysis. The results show that the higher the loan-to-value and relative lending rate and the lower the revenue/expense ratio and the relative loan amount, the lower possibility of loan default. In addition, loan targets located in northern Taiwan has a significantly lower default probability than those located in central and southern Taiwan, other factors being equal. Finally, the bank may weigh the advantages and disadvantages between the costs of risk management and the desire for rapid acquisition of loan businesses by adjusting the default determination threshold in its credit rating practices.
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Li, Yu Chih, and 李育智. "The Effect of Non-Performing Loan for bankingPerformance The Effect of Non-Performing Loan for bankingPerformance The Effect of Non-Performing Loan for banking Performance." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/46794066411041077442.
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碩士真理大學
財經研究所
97
It has been found that there is a decreasing trend in the profitability of domestic banks. The foreign banks still maintain high profitability and low overdue loan ratios. Nevertheless, the drastically increasing numbers of bank in the recent years have caused a vicious competition in this industry. Meanwhile, the global economic recession also leads to the continuous rise of the percentage of nonperforming loans, ever-reducing profit earning as well as the financial chaos and crisis in the banking industry.It is therefore important for domestic banks to improve their operational performance in order to remain competitive advantages in international banking market. This study is aimed at the banks within the territory of Taiwan, 33 domestic and 27 foreign commercial banks are included. The period of time of study is chosen between the 2005 to the 2007.This study adopts a more reliable efficiency evaluation method------ Data Envelopment Analysis(DEA) to judge the operation performance of banks.
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Lin, Li-hsing, and 林利興. "NON-PERFORMING HOUSE LOAN FORECAST MODEL." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/98020999062247102765.
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碩士南華大學
財務管理研究所
93
The purpose of this study is to reduce non-performing loans which may be unrecoverable and to provide simple rules for credit sieving and approving for the purpose of reducing bad debts resulted from unrecoverable loans that damage the capital of banks, which may indirectly lead to the possibility of financial crisis for the entire financial system. Therefore, this study plans to probe relevant issues concerning non-performing loans for banks’ reference when they examine and approve their credit applications. This study adopts Logistic Regression model for analysis. One branch in the north and one branch in the south of a selected bank were chosen as the subjects of this study. The population is the hosing loans made in the two branches during the period between 1995 and 2001. Random sampling is adopted for 200 samples from normal customers and 110 samples from overdue customers, which totals 310 samples. The results find that the variables which lead to non-performing loans are whether jointly and severally liability hold by spouse, whether a project loan approved, borrowing amount, borrowing interest rate, whether a parking space included, and whether a loan approved beyond the region, all of which showed significant influences. Accounts with normal repayments reaches 86.5% and the accuracy of prediction for overdue repayments reaches 77.3%.
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Pao, Chang Chin, and 張清保. "Case Analyses of Non-Performing Loan Investments." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/26888114626630766588.
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碩士東海大學
高階經營管理碩士在職專班
101
This study explores benefits and costs of investments in non-performing loans (NPLs). Specifically, this study aims to help potential investors understand gains and risks in investing NPLs by analyzing the investment processes and resale models of the case company’s three NPL investments. Nonperforming loans are classified into bad debts in which financial institutions cannot collect the debts; therefore, the capital costs in investing NPLs are relatively high. Accordingly, NPL investments are regarded as high-risk investments with high returns. As the three NPL investments shown in this study, the first two cases earn highly positive profits, but the third one suffers a big loss. NPL investments could not obtain profits in a short period of time; instead, they are long-term investments. For example, each of three NPL investments in this study lasts for more than five-years waiting duration. Moreover, since the financial costs are so high that investors without certain financial capitals are not able to invest in NPLs. In other words, the features of high risks, long investment periods, and high financial costs of NPL investments limit the number of potential investors, but also present the opportunities of high returns.
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Chi-Chuan, Chang, and 張綺娟. "Factors Influencing the Non-performing Loan Ratios." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/28190615742028074571.
Full textAbstract:
碩士國立交通大學
經營管理研究所
93
This paper studies 43 banks from Taiwan during the 1999-2004 period. The panel data regression and Wilcoxon rank sum test are used to analyze the factors influencing non-performing loan (NPL) ratios of Taiwan’s commercial banks. We compare the NPL ratios between banks controlled and not controlled by financial-holding companies, held and not held by the government, and established before and after 1990. Our major findings are as follows: (1) The effects of economic growth rate, loan at consumer ratio, real asset size ranking, and capital adequacy ratio on NPL ratio are significantly negative. (2) The effects of loan ratio to small- and medium-sized enterprises and bank age on NPL ratios are significantly positive. (3) Other things being equal, control by financial holding company significantly helps reduce NPL ratios. (4) Relaxing the definition of NPL to general NPL will not change our major findings.
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Liao, Nien-Ching, and 廖年靖. "Farmer and Fisherman Association Non-performing Loan Management." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/70268963897514414856.
Full textAbstract:
碩士國立高雄第一科技大學
金融營運所
92
The worst problem of the farmers and fisherman association is the non-performing loan of its credit department. This research studied the financial ratios of the farmers and fisherman associations to separate them into different credit categorizes. Every category is assigned a unique method to deal with its non-performing loan. Monthly financial data of 83 association credit departments from May 2002 to November 2003 in Taiwan is collected. Based on the equity to asset ratio, 83 credit departments are separated into A to E five groups. There are 4, 28、40、11、0 credit departments in A to E groups. A group has the highest performance and has the highest probability to collect its non-performing loan. B group has enough time to collect most of its non-performing loan while in the same time has to consider its financial structure and growth rate. C group is not likely to fail. However, some credit departments were in C group in 2002 fell into D group in 2003. Therefore, collecting time is the main concern of the C group. Some of the D group will fail within one year. Thus, it is very important to reclaim the bad debt as soon as possible while in the mean time try to avoid declining credit rating and falling to E group. The only way for E group is liquidation.
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盧金松. "Non-Performing Loan Solution and Management Company Development." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/91809129816088486152.
Full textAbstract:
碩士輔仁大學
金融研究所
91
Financial crises resulted from large amount of non-performing loans (NPL) occurred in the States and Japan and even Korea and southeast Asian countries in the Asia financial crisis in 1997. As a result, many of these countries established NPL-disposal institutes to facilitate the NPL disposal for the financial institutes and to maximize the value of NPL return. Though the NPL-disposal institutes, NPL of the financial institutes could be disposed quicker and with more return value so that the financial institutes could remain their function as capital media for the economy stabilization. The Legislative Yuan of the Republic of China had passed the Financial Institution Mergence Law on November 24, 2000. The fifteenth article of the law provides the legal base for the establishment of private asset management Companies, also called AMC and began the NPL disposals in Taiwan. The first successful NPL transaction was between the First bank and the team made of by Cyberlus and Taiwan securities on March 27, 2002, a deal of one trillion and thirty thousand millions book value. After more than one year, NPL of more than ten trillions were transacted either through bidding or though negotiation, which is a new and quick way of NPL disposal for the financial institutes. However, since there are no big changes in the financial environment and the law system, is selling NPL to AMC a solution to NPL issue? And how does AMC dispose of these huge amounts of NPL? This essay will briefly define NPL and compare the definitions of overdue loans in different countries. Besides, it will introduce the development of AMC in other countries and their NPL disposal process. In this way, we could have a better understanding of the development and the operation conditions of AMC in Taiwan for the past year and moreover compare the disposal mechanism. In the end, it will summarize the practical and legal problems that AMC fronts now and put forward some suggestions for the reference of the authority concerned.
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Sun, Hung-Ta, and 孫宏達. "The Discussion about Bank Non-Performing Loan ＆ Practical." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/48658135570438895270.
Full textAbstract:
碩士大葉大學
事業經營研究所碩士在職專班
94
Ever since the banking deregulation took place in 1991, the number of commercial banks has increased enormously, which, in turn, has resulted in an intensive competition in Taiwan banking industry. Furthermore, the continuous economic downturn contributed to the worsening non-performing loans (NPL). Thus, the relation between NPL and a bank performance or even a bankruptcy has been taken seriously. The fast-growing NPL in Taiwan has worsened the asset quality of banking industry and inevitably invade the profitability. An enormous amount of NPL not only make banking institutions become more conservative in granting a loan, but also impose a negative effect on a nation’s economic development. Therefore, if NPL can be recovered efficiently and managed effectively, then the banking industry will be healthier and, in turn, are more capable of making contributions to the financial stability and business developments.
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Ｗａｎｇ, Rｙａｎ, and 王潤台. "A Study of Non-performing Loan Disposal Strategies." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/50936968699552732320.
Full textAbstract:
碩士國立臺灣大學
財務金融學研究所
92
The non-performing loan (NPL) disposal mechanism could be government organizations (such as KAMCO in Korea, or RTC in Taiwan), asset management companies (AMC) or financial institutions themselves. This study aims at providing a model of NPL disposal strategies for financial institutions via empirical cases studied both domestically and abroad. In coping with NPL, financial institutions can resort to legal process, auction to AMC or securitization. The current study introduces these three methods and makes a comparison between them. Finally, in dealing with NPL, how to select the best modes is the first step towards achieving efficient NPL disposal for financial institutions. Therefore, the current study suggests that in coping with NPL, financial institutions need to have systematic analysis of their NPL as well as careful evaluation of these three methods. It is only after cross-examination that applicable strategies in dealing with NPL can hereafter come out.
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Hung, Shih-han, and 洪詩涵. "The Investigation of Non-performing loan and Business cycle." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/67901941828972456485.
Full textAbstract:
碩士世新大學
財務金融學研究所(含碩專班)
101
Credit loan is the main revenue source for Banks, and overdue loan ratio can be a crucial index for credit loan quality. Recently, the domestic overdue loan ratio reaches all times record high due to uncertainty of worldwide economy, global financial crisis, and domestic credit cards storm, which severely damages assets of banks and threaten survival space. Seemingly, business cycles ties with overdue loan ratio closely. There are total 40 domestic banks. In considering establishment and operational period and other factors of each bank, this study is applied time sequential analytical method to analyze data on the basis of 29 banks in the period of Jan., 2007 to Dec., 2012. This research uses ADF Unit Root test, Johansen Co-integration test, Error-Correction Model (ECM), and Granger causality methodologies to examine relationships among variables. The findings of this study demonstrates, (1)In view of Granger causality, overdue loan ratio and industry productivity have nothing to do with business cycle. Overdue loan ratio is one pre-factor to industry productivity. Money aggregate M1B is an important element to overdue loan ratio under both scenarios. (2)Within banks variance, capital adequacy ratio has no relation with overdue loan ratio. However, the shares of board of directors can influence on overdue loan ratio; moreover, on price-book ratio. The fluctuations of business monitoring indicator can project future overdue loan ratio, and both of M1B and shares of BOD can be a reference to banks profitability. (3)In a long term view of balance sheet, overdue amount has positive relation with overdue loan ratio. Should banks have higher overdue amount, the net assets would be less; so overdue loan ratio has negative impact on net assets. The higher capital adequacy ratio, the less riskiness in assets. In other words, overdue loan ratio obviously has adverse effect to shares of BOD.
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Li, Cheng-Hsi, and 李承羲. "The Factors of Non-performing Loan in Banking Industry." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/12979321864577544511.
Full textAbstract:
碩士義守大學
財務金融學系碩士班
99
Financial deregulation and internationalization caused fierce competition within domestic financial system. Subsequently, East Asian financial crisis and the financial crisis of local enterprises occurred, and thus made the overall NPL (non-performing loan) ratio of financial institutions reach its peak in 2001. In 2008, the most serious financial tsunami appeared, while the overall NPL ratio of the financial system declined instead of increasing. To find out what are causes and predictive symptoms of NPL as well as whether differences exist between overdue loans of different periods, this study investigates NPL cases of 12 branches of a large domestic bank from 1991 to 2010 and 300 valid samples are obtained. According to professional lending personnel’s interpretations of these cases, this study uses questionnaires to find out variables influencing NPL and several main factors are summarized through factor analysis. Year 2001 is adopted as the cut-off point to divide the samples into two subsamples. T test and nonparametric test are used to examine whether significant differences exist between variables and factor scores of two periods. Our results indicate that NPL factors can be divided into six types, bank loans management, bank credit decision, corporate finance management, moral and ethics of the management, company governance, and external and environmental factors. The factor scores of bank loans management as well as external and environmental factors have decreased significantly after 2001. The factor score of moral and ethics of the management has significantly increased after 2001, while scores of other factors don’t show significant increase. For predictive symptoms of NPL, there is significant difference between two periods.
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Liu, Ya-Feng, and 劉雅鳳. "The Effect of Bank’s Loan Concentration on Business Performance and Non-Performing Loan." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/64137409793270754937.
Full textAbstract:
碩士淡江大學
財務金融學系碩士在職專班
101
The article try to explore the relationship between loan concentration and business performance, NPL of eight domestic public shares of banks that loan to 3D1S industry. In empirical study, I firstly obtained the loan concentration of eight banks to the 3D1S industry, then apply the panel regression model to discuss the relationship between loan concentration and business performance, NPL, respectively. The empirical results show that loan concentration of 3D1S industry has a positive significant affect on the bank''s business performance and the NPL ratio. This means that the loan concentration does help to improve return of asset (ROA) and return of equity (ROE) through receive a lot of interest income. However, the loan concentrated in certain industries will result a high credit risk concentration and relatively high NPL ratio. The allowances for bad debts and business performance shows a significant positive relationship. It implies that the better quality of bank assets, the better business performance. The loan-to-deposit Ratio and NPL ratio presents a significant positive relationship, which means that higher loan-to-deposit ratio, the chance of occurrence of non-performing loans may be greater. Whereas the scale of asset and return of equity (ROE), NPL also shows a significant positive relationship, which implies that when the scale of bank is larger, will has a relatively high amount of loan and interest income, respectively. It will causes a relatively higher chance of bad debt.
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Chen, Chien-Yu, and 陳建宇. "A Study of Reducing Non-Performing Loan on Cash Card." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/11987181754946422713.
Full textAbstract:
碩士淡江大學
資訊管理學系碩士在職專班
100
After the Ministry of Finance permitted private banks in 1992, Taiwan''s financial markets started to become competitive. As the result of Asia Financial Crisis in 1997, credit over-expansion, bankruptcy of many enterprises, assets inflation, rapid increment of overdue loans (which caused serious impact on profits), and the dual-card debt event in 2005, many financial-related issues has been changed to social problems, moreover, had harmful influence on economic development. In the period of economic recession with meager profit, the reduction of non-performing loan and bank’s bad debts become the main goal of this study. This thesis is aiming at investigating the characteristics of those cash card holders with overdue payment issue. The studying is conducted based on the data of Joint Credit Information Center as well as the 6,039 client records in Bank C (from Jan 2009 to Dec 2010) with valid and used cash cards. From these two data sources, 17 predictive variables, which cause the breach of contract, have been identified. Furthermore, by the means of Logistic Regression statistical analysis, several important factors resulting in overdue payments are classified as well. There are six significant variables that will influence the possibility of overdue payments, i.e. education, company type, marriage, age, gender, and occupation. After the statistical analysis, it has been found that there is higher risk for those unmarried men under 29 years old with education below high school, work in construction or service industry to defer the cash card payment. The study also discovers another customer pool with punctual payment. Therefore, banks are suggested to focus more on the long-term relationships and marketing strategies with such clients in order to strengthen the profitability. The characteristics of this customer pool are: 1.Married women 2.Age between 30 to 39 years old 3.Have real estate 4.Work in financial industry, electronics industry, or educational institutions 5.Work for listed or OTC companies or other well-known companies The conclusions of this study provide a reference of bank management and risk management, moreover, strengthen the bank''s overall business performance and competitive advantage.
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Huang, Tsui-Wan, and 黃翠婉. "Study of relationship between non-performing loan index and macroeconomics." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/86006760622606392338.
Full textAbstract:
碩士銘傳大學
財務金融學系碩士在職專班
100
The non-performing loan ratio at local banks has been increased all the way since the financial storm in Asia from 1997 and reached a record high peak at 8.16% after the 911 terrorist attacks in 2001. The latter incidences of twin cards storm in 2006 and global financial tsunami in 2008 have drawn government’s attentions to the issues of non-performing loan ratio from the banks. Hence this study will explore the relationship between macroeconomic parameters and non-performing loan index from local banks; and further understand the impact and perspective of macroeconomic to the index of non-performing loans from the banks. The sampling period of this research is from June 2003 to December 2011. The analysis focused on the impacts of business cycle indicators and other macroeconomic variables to the parameters such as non-performing loan from the banks, non-performing loan ratio, allowance for uncollectible accounts, and coverage. Major conclusions are 1) there is a negative relationship between business cycle indicator index in Taiwan to non-performing loan and non-performing loan ratio. 2) M1B, GDP, and stock price index in Taiwan have negative relationship with non-performing loan and non-performing loan ratio, while it has positive relationship with the coverage of allowance for uncollectible accounts. 3) the consumer index has negative relationship with non-performing loan and non-performing loan ratio, while it has positive relationship with the coverage of allowance for uncollectible accounts. 4) Interbank call loan rate, average interest rate of new loans from five major banks have positive relationship with non-performing loan and non-performing loan ratio, while it has negative relationship with the coverage of allowance for uncollectible accounts. 5) Industrial productivity index, custom export value, manufacturing sales index have negative relationship with non-performing loan and non-performing loan ratio, while it has positive relationship with the coverage of allowance for uncollectible accounts.
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Chen, Chen Shu, and 陳淑真. "The Effect of Market Competition on Bank Non-Performing Loan." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/h2t5mw.
Full textAbstract:
碩士國立高雄應用科技大學
財富與稅務管理系碩士在職專班
103
The franchise value plays a key role in mitigate bank risk-taking. As the market power is the primary source of franchise, the reduced competition of bank industry has been an important mean to promote banking stability. The research samples are banks consisting of 555 observations in Taiwan during 1995-2013. This paper investigates whether the relationship between competition and risk-taking is linear which argued by “franchise value” or “risk-shifting” paradigm or is nonlinear argued by Martínez-Miera and Repullo (MMR, 2010). This paper uses the non-performing loan ratio of bank to proxy bank risk-taking, and uses the HHI index and the share of the 5 largest banks to measure the bank concentration in loan market and deposit market, respectively. The empirical results indicate that exist a nonlinear relationship between market concentration and bank risk-tanking in both the loan and deposit markets. Moreover, the relationship between bank concentration and bank risk-taking is inverse U-shaped in the loan market. The results find that a U-shaped relationship exists between bank concentration and risk-taking in the deposit market. The results also support the empirical relevance of the MMR model.
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Chen, John-Fu, and 陳仲富. "The Study of Taiwan Domestic Bank Non-Performing Loan Factors." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/as6byy.
Full textAbstract:
碩士國立高雄第一科技大學
財務管理所
96
Loan credit quality is any bank’s important concern for continuous operation. This research shows that banks can reduce the amount of non-performing loans by establishing valid credit criteria and use them to evaluate customers’ credit status more accurately. This study finds that credit policy, evaluation criteria, and loan procedures of Taiwan domestic banks have many rooms to improve. This research adopts the multiple-regression approach and incorporates bank’s credit granting practices to analyze key variables which may result non-performing or past-due loans when bank grant credit to their customers. The result of study may provide future reference for domestic bank loan credit audit. The empirical study use samples data taken from the cases of some branches in Kaohsiung and Pingtung of one Taiwan domestic bank. The research findings show that: enterprise years in operation, real estate provided by borrowers and associated guarantors, and different business profession are significant variables which have positive correlation with sales revenue- to-loan ratio .Credit granting factors such as collaterals, the amount of revolving credit card, and cash borrowing in advance have insignificant but negative correlation with sales revenue- to-loan ratio indicating that their relation are still uncertain and suggested for future study.
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Chen, Hsin-Hung, and 陳信宏. "A Study on the Variance of Non-performing Loan Ratios between Metropolitan and Non-metropolitan Housing Loans." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/j6zgvd.
Full textAbstract:
碩士銘傳大學
財務金融學系碩士在職專班
96
The traditional 5P model of credit authorization by the banking industry is susceptible to influence by the credit evaluator''s subjective opinions. On the other hand, the more objective quantitative rating models often ignores the location factor of the object under consideration, especially the difference between metropolitan and non-metropolitan areas. The present paper adds geographical variable to the rating model generally employed by banks in credit evaluation to assess the impact of geography on non-performing loan ratios, so that banks may be able to estimate the possibility of default by loan customers more accurately. This paper uses data from a bank with housing mortgage cases that completed loan processing between 2003 and 2005 as the population, with a random sample of size 1,484, and performs a backward stepwise logistic regression empirical analysis. The results show that the loan customer''s probability of default is positively correlated with the collateral loan-to-value and relative contract rate, but negatively correlated with the size of loan. Moreover, the probability of default associated with objects located in metropolitan areas is significantly lower than in non-metropolitan areas, other factors being equal. In addition, since competition among banks is generally more intense in metropolitan areas, underestimation of default probability is more likely to happen. However, lowering the threshold for determining default can reduce the risk of misjudging actually defaulting target as lendable target.
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Wang, Bao-Cheng, and 王寶晟. "Two Essays on Non-Performing Loan of Banking Industry in Taiwan." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/25135661486172380225.
Full text
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Ou, Chien-Chi, and 歐建祺. "A Study of Non-performing Loan –Examples of Small Medium Enterprises." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/9e6k4s.
Full textAbstract:
碩士國立臺灣科技大學
管理研究所
102
This study focuses on cases discussion of the reasons of NPL (non-performing loan) in banking industry based on SMEs in Taiwan. According to the persistent financial reform from 1911 in Taiwan, the completely competitive markets and open-up toward foreign finance and banking have put a huge threat to the domestic banking industry in Taiwan; therefore, many problems occur, for example, over-banking making a price war in banking industry among the banks, cutting down the price of lending rates, and the looseness of the risk criteria in order to get new clients. Such aggressive actions of taking risks to reach the maximum revenues will probably lead to banks’ poor profitability and the deteriorated quality of lending. With the increasingly serious situation of NPL (non-performing loan) these years, the quality of lending assets is the key significant and influential factor for banks’ operational risks. Due to the migration of domestic industries and enterprises, unemployment rate and high house price in Taiwan, the U.S QE (Quantitative Easing) policy has resulted in high house prices in many countries; according to the tradition, banks in Taiwan prefer taking properties as collateral, so in order to prevent the high house prices from being worse, the Taiwanese government has taken action to limit the loan business with properties as collateral in several domestic banks. Despite of the rising profit recently of banks in Taiwan, all banking related departments, staff and so on should save it for a rainy day. Therefore, as bank lending personnel, people should have a proper management of risk control which emphasizes the most on the credit checks before a case was submitted. Especially now all the financial institutions pay a lot attention to KYC (Know Your Customer) and DD (Due-diligence), the bank lending personnel should strengthen the customer relationship management more to prevent banks from the risks. By the above rules and practical experiences, the bank lending personnel could naturally improve the ways of credit checks and adjust the lending strategies to enhance the lending quality and eventually make good profits for banks.
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You, Hong-Sheng, and 游宏生. "The Relationship Between Bank’s Non-performing Loan Ratio and Operational Performance." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/78032094171256307537.
Full textAbstract:
碩士嶺東科技大學
高階主管企管碩士在職專班
102
Due to the uncertainty of global financial market is increasing and the effect of Quantitative Easing, the competition between banks in Taiwan is worsening and lead to the rise of non-performing loan ratio. Generally, non-performing loan ratio is long been considered as an important indicator of bank’s quality of loans, and the quality of bank’s loans can reflect its operational performance. Therefore, the purpose of this study is to understand the relationship between bank’s non-performing loan ratio and operational performance. This study collected a 9 years (during the 2005-2013 period) longitudinal data from 27 Taiwanese banks to test my hypotheses. The results show that bank’s non-performing loan ratio have significantly negative effect on bank’s operational performance. Specifically, the result of present study indicate that bank’s non-performing loan ratio have significantly negative effect on bank’s ROE, ROA, net operating profit before tax, and net employee profit before tax.
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JHANG, SHU-CHUN, and 張舒淳. "The Effect of Bank Internationalization on Performance and Non-performing Loan." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/80138321639042693500.
Full textAbstract:
碩士國立高雄第一科技大學
金融系碩士班
105
Taiwan's local banks seem to reach a saturation point; their spreads have shrunk, resulting in less profit than in the past. Thus, more banks have begun to internationalize, establishing overseas branches in order to earn spreads from foreign countries. Therefore, this study attempts to investigate the impact of bank internationalization on bank performance and non-performing loan. The sample consists of 32 banks in Taiwan over the period 2009 to 2016. The empirical method uses panel data regression model. The results show that the bank internationalization has significantly positive effect on bank performance, and significantly negative effect on non-performing loan.
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Chiang, Kuo-Hsien, and 江國賢. "The Study of Factors for Credit Cooperative Non-Performing Mortgage Loan." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/sxu2z7.
Full textAbstract:
碩士國立東華大學
國際企業學系
100
Loan interest is one of main incomes of financial institution, but overdue loan sets off their revenue. The overdue loan has more adverse impact to rural and small financial institutions than large one, as their business model, target customers differ from bank, and business scope is limited by relevant laws. This research investigated and forecasted the main causes for overdue loans of the studied domestic credit cooperative bank. We sampled house loans of year 2006 with total 165 samples which consist of 110 normal cases and 55 overdue loan cases. By means of Logistic regression model, this research analyzes ten variables, including gender, age, education, career, years of working , annual income, ratio of monthly payable capital and interest account for monthly income, location of collateral, loan amount, load interest. The empirical results illustrate that five variables, such as education, career, annual income, loan interest and ratio of monthly payable capital and interest account for monthly income, are significantly related to overdue loans. Three of five variables, including career, loan interest and ratio of monthly payable capital and interest account for monthly income, have positive correlation to overdue loans, and the other two variables, education and annual income, have negative correlation to overdue load. In addition, this research applied Logistic regression analysis to model the default event and found the accuracy of this forecast modeling reaching 84.2%. This result can be a guidance of rural financial institutions while assess loaning and reduces the potential of loan default, and lower down the ratio of overdue loan. On the other hand, this research aims to provide reference for improving the quality of loan and performance of management for Taiwan’s domestic credit cooperative banks.
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Huang, Hsiao-hsi, and 黃孝熙. "The Action Plan on Non-Performing Loan for Taiwan’s Banking Industry." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/99899697017579709949.
Full textAbstract:
碩士國立臺灣科技大學
管理研究所
98
After opening up Taiwan's banking industrial market for establishing new private banks in 10 years, it has been dramatic changes in the overall mode of operation since internal and external environmental changes. In 2000, to legislate the "Financial Holding Company Act", the domestic financial institutions operate more integrated for economies of scale. However, it become derived from a large number of nonperforming loans and a serious erosion of profit due to excessive competition in the domestic financial institutions, Asian financial crisis, domestic financial crisis, network technology bubble, double card crisis and the sub prime mortgage crisis. And all of these can affect the domestic banking industry. Competent authority want to make the banking industry be stronger, it legislate "Financial Six Laws" completely in 2000, includes: Law of setting up the Act for the Establishment and Administration of the Financial Restructuring Fund, the Deposit Insurance Act to amend some provisions, Business Tax Act to amend certain provisions, the Financial Holding Company Act, the Act Governing Bills Finance Business, Insurance Act to amend certain provisions and so on. In the same year in December, it legislate "Financial Institutions Merger Act" so that financial institutions can deal with bad debts and resolve the problem financial institutions according to the law. In July 2002, it pronounced "258 Financial Reform Program", that requires all banks should below 5% in NPL ratio, and higher than 8% or more in required capital adequacy ratio in the two years. Under the guidance of the laws and policies, it accelerated domestic financial institutions to deal with bad debts to adjust their own constitution. Since the second half of last year, the consumer credit defaults increase suddenly resulting in the bad effects, such as the Debtors suicide and the violent debt collection. Adapting to the social problems emerging in endlessly, the Financial Supervisory Commission (FSC) has coordinated the Bankers Association along with all of the Bankers Association’s members to implement the Consumer Finance Unsecured Debt negotiation Mechanism of The Bankers Association of R.O.C. in November 2005.The Debt Negotiation Platform is not only solve the social problems but also cut credit limit of the consumer finance and make the credit policy seriously. The Consumer Debt Resolution Act came into force as from 11 April 2005 providing the resolution to the consumers deal with outstanding loans. In the current years, it develop the diversity business in financial institutions, and the types of non-performing loans are changed generally. Domestic and foreign financial institutions have their commonality and relevance in non-performing loans. We can learn from foreign experience so that banks can heal and return to normal operating system by itself and also avoid becoming a so-called "zombie banks."
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Su, Li-Shan, and 蘇麗香. "On Financial Institutes’ Dealing with Non-performing Loan and Its Securitization." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/60834972040397304624.
Full textAbstract:
碩士國立高雄第一科技大學
金融營運所
93
This paper explores the dealing with non-performing loan via examining foreign cases. Securitization of non-performing loan could create cash flow and investment gains. On the other hand, the price of those assets may recover when the economy makes progress. By looking at some cases of securitization of non-performing loan, we may find a mechanism with that kind of asset, improving the asset quality of financial institutes and enhancing the development of industries.
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Chen, Pin-Han, and 陳品涵. "The analysis of the effective factors to N.P.L. (Non-Performing Loan) of residential housing mortgage loan." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/61360731184123292694.
Full textAbstract:
碩士銘傳大學
財務金融學系碩士在職專班
100
Since the financing market of Taiwan release custody after 1991, the banks in Taiwan bump out and cause ferocious competitions and lower profit return. In order to create better operating preformance, the banks have to cut the price or lower financing terms and qualities. However, ignorance of risk control results in enormous non performing loan and operation crisis; therefore, the banks face the dilemma under the over-competing environment. For the permanent operation and reasonable performance, it’s the best policy to surely control financing quality, lower NPL rate and reduce overdue loan. The search focuses on “Residential housing mortgage loan,” a lower-risk loan among the other bank’s mortgage loans. The research sample included 562 data is chosen randomly from the residential mortgage loan of a commercial bank in Taiwan from 2003 to2009; the ration between NPL and normal residential mortgage is about 1:2.5. One-third is reserved as verifying sample in order to establish credit evaluation sample and to verify the correctness of prediction of evaluation sample. The motivation of this study is to analyze the main variable factors of NPL by using the logistic regression analysis. The result shows that marriage, earnings, working experience and liabilities rate significantly affect the default variable and the correct rate of all sample is 78.5%.
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LIU, MENG-HSUN, and 劉孟勲. "An Empirical Study on Non-performing Loans and Loan Loss Provisions of Banking Industry in Taiwan." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/20958832217483616604.
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Hao, Hsiao Tzu, and 蕭子豪. "The analysis: Can Basel II Improve Taiwan Banking Non-performing Loan System?" Thesis, 2006. http://ndltd.ncl.edu.tw/handle/49731475262621179063.
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碩士佛光人文社會學院
經濟學系
94
ABSTRACT We have sufficient reasons to believe that reduce Non-performing loan（NPL）and advance Minimum Capital Requirement is of great importance to all of us. The issue has lately attracted widespread attention throughout the country and it deserves our careful discussion. This can be expressed as follows： From my point of view, we must take steps in two ways though the government and through the banker. For one thing, the government has to set up effective rules to maintain Minimum Capital Requirement or even improve it. For another, the general banker must obey the laws and be educated to become more aware of this issue. In conclusion, only through the government and the bankers’ cooperation can the Non-performing loan reduction and the Minimum Capital Requirement be improved immediately. I believe Basel II will turn out successful.
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Chun-YiLin and 林君宜. "Using the M5' Model Trees for Analyzing Causes of Non-Performing Loan." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/6e4f97.
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碩士國立成功大學
高階管理碩士在職專班(EMBA)
103
Abstract SUMMARY This study focuses on the loan review problems encountered by the case bank. Drawing upon this bank’s new overdue loan accounts reported at the end of each month from Jan 2007 to Sep 2014, this study attempts to capture the risk factors for non-performing loans (NPL). The independent variables are 16 “risk factors for NPL”, and the target variable is “the difference of the date of reporting NPL from the due date”. Based on the concept of decision tree, this study uses the M5' model trees to identify key risk factors and establish 7 and 8 rules for corporate NPLs and individual NPLs, respectively. The results can be a reference for the loan review department in adjusting the scope and frequency of credit reviews. From both corporate and individual loan accounts, it is found that “the difference of the date of reporting NPL from the due date” is most correlated with “loan type”. In other words, by adding “loan type” into the criteria for determining the review frequency, the case bank can save unnecessary labor cost and also improve the effectiveness of their review operation. Keywords: Non-performing loan (NPL), loan review, decision tree, M5' model trees INTRODUCTION This study focuses on NPLs, a common problem encountered by banks. Factors of NPLs are numerous. Previous research of causes of NPLs has paid more attention to credit review before lending, and little research has explored the remedial measures for managing NPLs. Motivated to fill this gap, this study will investigate if the credit review scope and frequency required by the case bank are effective for detecting early signs of NPLs and further reducing occurrence of NPLs or they are so over-stressed that they have caused a burden to credit reviewers? By capturing the associations among the key risk factors for NPL from a dataset of overdue loan accounts, this study attempts to provide the credit review department of the case bank an effective approach to reduce NPLs. METHOD In order to analyze the case bank’s NPLs, this study employs the concept of decision tree to capture the key risk factors for corporate NPL and individual NPL and then develop a forecast model. This model will be compared with the current review rules, and overfitting will be avoided. The M5' model trees, an improved extension of CART decision trees, will be adopted for analysis. The M5' model trees involves five procedures, including tree-growing, tree-pruning, tree-smoothing, dealing with enumerated attributes, and dealing with missing values. EXPERIMENTAL RESULTS The following experiments are using regression trees, using the K-fold to show the experimental results, and the experiment was repeated for 30 times, Table 4-3 and Table 4-4 in parentheses represents the Standard Deviation after 30 times different experimental results . To calculate the difference between the valuation and the actual value of the estimated value and the actual value and the description of the dispersion of the sample, using the mean absolute error (MAE) and mean square error (RSME) compare two indicators to assess the quality of the model Collocation. Based on the dataset of corporate NPLs, the following experiment results and model tree can be created: Table 1. The experiment results of corporate NPLs 2-fold 3-fold 5-fold 10-fold MAE 217.60(54.81) 192.11(48.36) 181.84(59.39) 174.33(78.57) RMSE 376.18(122.81) 334.16(123.25) 307.06(137.33) 277.97(164.83) Figure 1. The model tree for corporate NPLs Based on the dataset of individual NPLs, the following experiment results and model tree can be created: Table 2. The experiment results of individual NPLs 2-fold 3-fold 5-fold 10-fold MAE 975.07(111.62) 895.64(97.41) 840.30(137.73) 801.25(188.13) RMSE 1251.50(136.31) 1151.17(122.53) 1080.40(183.25) 1019.53(254.24) Figure 2. The model tree for individual NPLs CONCLUSION In this study, the independent variables are 16 “risk factors for NPL”, and the target variable is “the difference of the date of reporting NPL from the due date”. The analysis with the M5' model trees reveals 6 key risk factors for corporate NPLs, including “loan type”, “amount secured by other accounts in the bank-1”, “collateral”, “total amount of loans from the bank”, and “the difference of the date of reporting NPL from the lending day” and 4 key risk factors for individual NPLs, including “loan type”, “the difference of the date of reporting NPL from the lending day”, “total amount of loans from the bank”, and “amount of cash lending”. Based on the above risk factors, this study develops 7 and 8 rules for corporate NPLs and individual NPLs, respectively, which can be an important reference for the bank’s loan review department. From these factors and rules, it can be observed that particular attention should be paid to three types of corporate loans, including a52 (medium-term unsecured loan), a53 (medium-term secured loan), and a55 (long-term secured loan). As for individual loans, particular attention is required for a55 (long-term secured loan) with a loan duration shorter than 2,799 days (approximately 7.6 years). The statistical classification method and consideration of more non-financial variables in the review of corporate NPLs can be improved in subsequent research.
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CHANG, CHANG-YUNG, and 張永昌. "A study on the relationship between ownership structure and non-performing loan ratio." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/22175242917300016400.
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Yu, Ya-Chun, and 游雅珺. "The relationship between internal control and non-performing loan ratio in banking industry." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/u8645j.
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碩士國立臺中科技大學
會計資訊系碩士班
107
The purpose of this study is to examine whether the quality of internal control has association with the bank''s non-performing loan ratios. In this study, the bank''s internal control quality is measured by whether the bank has internal control weaknesses. In addition, the study further explores whether new banks have higher non-performing loan ratios. The empirical results show that banks with internal control weaknesses will have higher non-performing loan ratios, compared with banks without internal control weaknesses, supporting the hypothesis that poor the lending quality is affected by banks’ internal control leads. However, no evidence shows that there is a significant correlation between new banks and the non-performing loan ratios, indicating that the control of risk is the key factor for the quality of the loan. Sensitivity analysis also shows that, the above conclusion remains for pubic banks as well as for private banks.
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Wu, Yi-Fen, and 吳怡芬. "The Impact of Macroeconomic Variables on Non-Performing Loan Ratio Of The Banking." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/52665283400403644370.
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碩士世新大學
財務金融學研究所(含碩專班)
95
The aggregate non-performing loans ratio of domestic banks declines from 8.16% as of 2001 to current 2.33%, suggesting an improvement of the soundness of financial institutions. Because of the 2005 “cash card and credit card storm,” many banks sold their bad debt, significantly reducing their profitability. In 2006 RTC took over Taitung Business Bank and Enterprise Bank of Hualine as a consequence of these banks’ too high non-performing loans ratio and failed tries of capital injection. After the 2007 Rebar storm, RTC takes over the Chinese Bank. As of 2006, the surplus amount of the cash card and credit card of the Chinese Bank was NT$280 billion, but only NT$17 billion alone turned to be sold as bad debt. Due to the bad constitution of the Chinese bank, it loses the depositors’ confidence; and any small issue may trigger a bank run. Non-performing loans ratio is one important index in inspecting bank constitution. It is not exaggerated that a financial storm may impact the whole economy. This study investigates the interactive relationship of macroeconomic variables on non-performing loans ratio of domestic banks. The macrovariables under research include the economic growth rate, the increasing rates of consumer price index, of currency supply (M1B),the stock market return, the unemployment rate, the change rate of consumer credit loans. I take care of the potential unstability or cointegration of variables by ADF tests. Then, VAR regression and Granger causality are run on the seasonal data from 1989/1 through 2006/3. I find no evidence on long-term cointegration between variables. In the short term, the non-performing loans ratio of domestic banks is under the influence of the macrovariables in question. Specifically, the unemployment rate, economic growth rate, and increase rate of M1B Granger lead the non-performing loans ratio of domestic banks.
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Chung, Chen-Hsien, and 鍾承憲. "Analysis on the Factors of Non-Performing Loan and their Relationship in Bank." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/28978264947498947113.
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碩士輔仁大學
金融研究所
97
In Taiwan under the limited market size, the banking environment has became high competition. The deposit interests between banks are eliminates and became a throat-cut competition. In order to secure more customers and gain more profits, banks will lower credit quality, the expansion of credit. This is one of the reasons for the excessive expansion of credit by financial institutions. With the expected mines detonated, most of business failures and non-performing load ratio in financial institutions rose rapidly and it serious erosion their profit. In order to spread risks and increase margin, developing high profits consumer finance business has become the first priority of the domestic banks. The topic is to study factors which impact unreasonable mortgage credit evaluation. The quality of credit evaluation relate to the sustainable bank operation. In recent years, economy recession of international economy, Bank in Taiwan are facing “double-card” violence under the over-expansion consumer credit. A rapid increase in non-performing loan ratio, profit has been seriously eroded, and even threaten the orders of financial markets. It causes the bank to cut the unsecured loans and increase the tendency for housing loans. Therefore, doing a good job in credit risk management has become a critical subject. However, under the increasing of house mortgage, banks have to be more correct and effective credit line to examination. In order to fast and objective checking applicants’ credit risk, this study base on one of domestic commercial banks’ house mortgage from 1999 to 2008 and samples of 185 individual cases and 189 corporation cases for scope of the study . By empirical estimates, and multiple regression models to explore the main factors which impact of individual cases in house mortgage and company credit default risk. Not studying the factors from extraction and practical reference in the major difference from this paper. The study shows for the individual-income, age and length of working experience has significant impact to non-performing load ratio; For the companies- current ratio, total asset turnover ratio and corporate capital the company are non-performing loan ratio also has significant impact to results.