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1
Cheng, Hsin-Ming, and 鄭新民. "An Empirical Study on Affecting Non-performing Loans Ratio of Banking Business Characters." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/48392081101856962741.
Full textAbstract:
碩士淡江大學
管理科學研究所企業經營碩士在職專班
94
The non-performing loans ratio, which represents a customer’s inability in repaying the principal and paying off interest to the bank, has been frequently referred as one of the important indexes for loan quality. This paper is conducted in a way of quantitative analysis using data published by Taiwan Banking Industry over the past three years. The paper is to examine the relationship between the non-performing loans ratio and important factors: capital structure of the bank, loan category, interest rate, related revenues and etc. by multiple regression analysis. The purpose of the study is to provide bank employees reference in relation to the key factors affecting the non-performing loans ratio when making credit appraisal and loan decisions. The empirical results of my study are as followings: 1.For the credit type (including consumer loan, small and medium enterprise loan, middle/long term loan and credit card loan), the empirical result presents that credit type has little connection with non-performing loans ratio. As long as bank employees can follow the Five Credit Administration Principles and process the credit appraisal carefully, banks can avoid losses caused by borrowers with poor finance structure, time risk and risk driven by law of large numbers of consumer loan. Banks can increase profits if bank employees always devote themselves to reduce the non-performing loans ratio and commit themselves to develop banking business. 2.There is no statistically significant relationship between the amount of credit card using revolving credit and non-performing loans ratio. Banks normally assume a higher risk of credit card loan by charging customers high interest rate (approx. over 15%). Thus, non-performing loans ratio of credit card loan tends to be higher. Based on the empirical result of year 2004, the amount of credit card using revolving credit and non-performing loans ratio are not significantly related. This indicates that the non-performing loans ratio of credit card loan remains in a reasonable range because banks control their credit card business effectively and successfully.
2
Chien-liang, Wu, and 吳建良. "The Effects of Capital Adequacy and Non-performing Loans Ratio on Bank’s Financial Performance." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/68241923943094625006.
Full textAbstract:
碩士世新大學
經濟學系
92
The purpose of this paper is to investigate the risk management and financial crisis in Taiwan’s local bank industry. Three variables are considered in this study, including financial crisis (i.e. non-performing loans ratio and IR index), the risk management (i.e. the CA ratio and price to book ratio) and the operation situation of banks (i.e. the ROA, ROE, Profit Margin, EBIT and EPS).We also use the operation scope, time, elements and government’s policy as control variables. The empirical samples are collected from 34 listed banks located in Taiwan’s area. The sample period is from 1995 to 2002. Using Panal Data model, this study finds some interesting results, and the main finding as following: To analyze the relationship between CA ratio and banks’ financial achievement index, they are positively related and significant i.e. the higher (lower) the CA ratio the better (worse) the financial achievement index of a bank. For the CA ratio of banks’ controlling, these two ratios were negatively related and significant i.e. the higher (lower) the CA ratio the worse (better) the financial achievement indicates of a bank after being controlled. The relationship between insolvency-risk index and banks’ financial achievement index show that the higher (lower) the insolvency-risk index the better (worse) banks’ financial achievement index after making all operation of bank open to public access or use. They show positively related and significant. The relationship between non-performing loans ratio and banks’ financial achievement index show that these two ratios were negatively related and insignificant. For this reason the lower (higher) the non-performing loans ratio the higher (lower) the banks’ financial achievement index of a bank. The relationship between price to book ratio and banks’ financial achievement index show that the higher (lower) price to book ratio the better (worse) the banks’ financial achievement index. They are positively related but insignificant. For the policy of government (the center government required all banks’ non-performing loans index must reduce to fewer than 5%), the non-performing loans index and the financial achievement index of a bank were negatively related and significant. In the other words, the financial achievement index became negative because all banks wrote-off bad debts strikingly in matching the policy of government.
3
Wu, Wei-Lun, and 吳維倫. "Determinants of the Non-performing Loans Ratio in Taiwan: (Privatized Government Banks versus Private Banks)." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/36uv57.
Full textAbstract:
碩士國立臺灣大學
經濟學研究所
103
The Banking Act of The Republic of China was revised in 1989. On the one hand make full liberalization of bank interest rates, on the other hand allow the establishment of private banks, letting new competitors entered the market. However, this also turned financial environment in Taiwan into a highly competitive situation. Due to the small market, small scale of Taiwan’s banks, lacking heterogeneity of the product and talent … the banks were unable to support innovation, leading all businesses are concentrated in corporate banking, retailing banking or mortgage business. Serious price competition between each other continued to narrow the interest rate spread. In order to win customers in such situation, banks will tend to lower credit standards, and then push up the ratio of non-performing loans. The stability of financial institutions will affect a nation''s economic, thus this study expect to use some quantitative indicators to summarize the cause of non-performing loans ratio in Taiwan, giving some suggestions to government concerned and banks in Taiwan. This study collected the first quarter of 2007 to the third quarter of 2014 of the commercial banks (private banks and privatized government banks) in Taiwan as study sample. Also, the model used for analysis is panel data model. Empirical results indicate that in financial ratios, the non-performing loans ratio are positive correlated with deposit loan ratio, capital adequacy ratio is negatively correlated with non-performing loans ratio, coverage ratio is negative correlated with non-performing loans ratio.As for the operating characteristics, earning from OBU plus overseas branches is not statistical significant, SME loans ratio presents negative correlation, while the loan market share shows significant negative correlation . As for corporate governance, directors and major shareholders pledge ratio presents negative correlation, manager shareholding ratio presented positive correlations, members of independent director presents significant negative relationship. Finally, as for economic indicators, GDP growth rate is not statistically significant, the unemployment rate presents positive correlation, financial and insurance accounted for the GDP ratio shows significant positive correlation.
4
CHIEN, MIN-LUN, and 簡民倫. "The Correlation between Legal Person Directors and the Non-Performing Loans Ratio and Capital Adequacy Ratio in Banking Industry." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/6q6hvs.
Full textAbstract:
碩士國立中正大學
會計資訊與法律數位學習碩士在職專班
107
The main purpose of this study is to investigate the legal person director system and corporate governance, whether affects the Non-performing loan ratio and the capital adequacy ratio variable for the Banking industry. The research sample include the domestic bank from 2008 and 2017. The final sample number is 305 observations. The multiple regression analysis method is used to test the relevant hypothesis. The research results show that: 1.The number of legal person directors has a significant positive correlation with the Non-performing loan ratio and a significant negative correlation with the capital adequacy ratio. 2.The legal person directors of private banks have a significant positive correlation with the Non-performing loan ratio and the capital adequacy ratio. 3.There is a significant negative correlation between the academic director's academic qualifications and the Non-performing loan ratio, and a significant positive correlation with the capital adequacy ratio. 4.The legal person shareholding ratio is significantly positive to the capital adequacy ratio, but isn’t significant to the Non-performing loan ratio. The results of the empirical analysis in this paper hope to help clarify whether the legal person director system can implement corporate governance and improve the efficiency of the company's operations to provide reference for the supervisory authority.
5
Chen, Chia-Lin, and 陳佳琳. "The influence of Macroeconomics,Bank-characteristics and Check Deposit to the Bank-Non Performing Loans Ratio." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/40895925164500845942.
Full textAbstract:
碩士國立中正大學
財務金融系研究所
105
Banks as the blood of the national economy, so that all economic behavior can flow, but the banking industry is much more profitable than the quality of the audit of the loan, resulting in the last century, the overall banking industry over the high rate, and into the 21st century , The financial industry began to carry out a series of reforms, in addition to the ratio of more than half of the ratio to change the general ratio, but also to the banking industry through the establishment of gold control to engage in diversified investment business, the impact of bank lending factors, It is not only related to the spread of the spread or the amount of commitment, may also be related to the overall economy or bank deposits, such as check deposits have a correlation, so the study taken from 2004 to 2016 a total of 13 years in Taiwan, the overall bank , The overall score of the domestic economy strategy, the Taiwan pain index, the overall bank lending balance growth rate in Taiwan, the overall bank deposit interest spread in Taiwan, the total bank check deposit in Taiwan and the monthly growth rate of monthly data for the study, To explore the relationship between the general bank and the above six variables. The empirical results show that there is a significant positive correlation between the comprehensive score of the domestic economic strategy, the growth rate of the loan balance and the interest rate of the deposit and the generalized ratio. The growth rate of the check deposit is significantly negatively correlated. The growth rate of the pain index and the check deposit balance There is no significant correlation, but the growth rate of the balance of the first tranche is lower than that of the generalized ratio after the regression of the independent variables and the generalized regression analysis. The check deposit is the amount of the deposit. Often need to advance in advance, resulting in changes in the balance of the balance of checks on the generalization of the relevance of its deferred, its influence to be a period after the fermentation, the other is different from the same period and backward one back to the model, And the regression results of the first-order difference independent variables, the variability of the respective variables are not significantly related to the number of variables.
6
Hung, Jui-Sheng, and 洪瑞生. "The study on how the rate of non-performing loans and coverage ratio are related to bank’s operating performance." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/99341519842888794589.
Full textAbstract:
碩士淡江大學
財務金融學系碩士在職專班
98
Banking is important as a financial intermediary, it gets profits through the asset conversion. Its main loan activity is the claims on credit assets, and the interest income is the most important profit of all. In the relevant literatures, the quality of credits may be related to the operation performance. Therefore, for the EPS, ROA and ROE of Banks, we use the Overdue Loan ratio and the Bad Debts-Overdue Loan ratio as the variables of the model to discuss if the quality of credits and the operation performance are related, and intend to find the balance between the maximum profit and risk control. Utilizing the panel smooth transition regression model developed by Gonza’lez, Teräsvirta and Dijk (2004-2005), The main empirical finding as below： 1.When the Bad Debts-Overdue Loan ratio is relatively low, it will reduce the efficiency of banking operations and decreases the EPS. 2.When the Bad Debts-Overdue Loan ratio is higher than the conversion ratio, it is a negative correlation between the Overdue Loan ratio and the EPS. 3.When the Bad Debts-Overdue Loan ratio is relatively high, and the Overdue Loan ratio is also high, it will reduce the efficiency of banking operations. 4.When the Overdue Loan ratio is relatively low, and we raise the Bad Debts-Overdue Loan ratio, it will reduce the EPS, ROA and ROE. It is a negative correlation to the operation performance. 5.Given that the quality of credits is good, if the Overdue Loan ratio is relatively low, it will improve the operation performance by decreasing the debt ratio and increasing the loan ratio, and make the EPS and ROE are negatively related to debt ratio. 6.In asset size, the Overdue Loan ratio is positively related to the ROA only when it is too high. 7.Among the financial and the electronic stock, when the turnover rate is low, it is negatively related to the return；and when the turnover rate raises, it becomes positively related to the return.
7
Lai, Yi-Fen, and 賴一芬. "The Effects of Non-Performing Loans Ratio on Bank''s Operational Performance-A Case Study of Taiwan Business Bank." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/91978817839906616127.
Full textAbstract:
碩士淡江大學
國際商學碩士在職專班
100
After financial liberalization, the opening of private banks, and revisions to financial regulations, competition in the domestic banking industry and for domestic bankers has become increasingly fierce, with an increasingly harsh business environment. This has reduced bank spreads and loosened credit conditions, thereby increasing non-performing loans (NPL) ratios, causing low asset quality, and further placing banks in danger of financial collapse. In this study, we investigate the influence of NPL ratios on bank performance. Our case subject is the Taiwan Business Bank, which was restructured as a private bank in 1998. The research period is from one year prior to privatization to 2010 to determine whether NPL ratios influenced this bank’s performance. In this study, we use data envelopment analysis, which has had high credibility for assessing banking efficiency in recent years, to measure the performance of the case bank. We also employ the Charnes, Cooper, and Rhodes (CCR) and Banker, Charnes, and Cooper (BCC) models and the Malmquist productivity index to analyze cross-sectional operational efficiency and longitudinal productivity changes and investigate the correlation between reasons for inefficiency and NPL ratios. We adopt an intermediate approach to select input and output variables. The input variables are deposits and equity. The output variables are NPL ratios and loans. We employ relative efficiency, reference set, and slack variables analyses to distinguish relatively efficient years and to understand areas that require improvement from the inputs and outputs of the relatively inefficient years. The results of this study indicate that NPL ratios influenced the performance of Taiwan Business Bank substantially during the research period. Regarding the bank’s long-term business objectives, reducing NPL ratios is a top priority. Banks have numerous methods for reducing NPL ratios, such as setting current surpluses against bad debt losses and increasing loan volume to increase denominator numbers. However, these methods all have negative effects on bank performance, such as profit derogation and increases in NPL ratio risk. Thus, to reduce the influence of NPL ratios on operational risk, banks should continue to start with credit policies, or strengthen available capital to adjust risky asset ratios. These are more sound practices.
8
Su, Hung-hsi, and 蘇鴻璽. "The Impact of Macroeconomic Factors on the Non-Performing Loans Ratio of Domestic Banking Industry: Evidence from the Global Financial Crisis." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/80230220873601947499.
Full textAbstract:
碩士國立高雄第一科技大學
金融研究所
100
This study investigates the impact of macroeconomic factors on non-performing loans (NPL) ratio of domestic banks. Additionally, this study uses the dummy variable to examine if a structural change concerning the influence of macroeconomic factors on the NPL ratio has occurred during the global financial crisis. The empirical results indicate that the unemployment rate and the weighted average interest rates of five banks have a significant and positive impact on the NPL ratio of domestic banks. This study also found that both the M1B and the total scores of monitoring indicators have a significant negative correlation with the NPL ratio. Finally, the influence of the unemployment rate, M1B and the weighted average interest rates of five banks on the NPL ratio seems to be more significant during the global financial crisis.
9
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.
10
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.
11
Hsieh, Dung-Shing, and 謝東興. "The Study of the Relationships among Non-performing Loan Ratio, Financial Ratios and Domestic Economic Factors." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/26097131795713933520.
Full textAbstract:
碩士銘傳大學
財務金融學系碩士在職專班
103
For a long time, banking system has played a role as the financial intermediary to absorb excess funds and lend those to fund demanders. However, since new banking law adopted in 1990, which gradually relaxes the financial control for opening new banks, commercial banks for increasing market share and profitability, coupled with poor management and credit quality of the bank''s internal oversight, have resulted in the deterioration of quality of commercial banks’ assets. Since the 1997 Asian financial crisis, non-performing loan ratio has increased, and the rates of return on assets and net worth have decreased, that is the result of excessive competition, due to large number of banks and small size of banks. In the highly competitive financial environment, the improvement of the financial quality and the maintenance of competitive advantage may be accomplished by reducing the adverse loans, in addition to pursuing a growth of business loans. This study examines the impacts of banks’ financial indicators and macroeconomic factors on the bank''s non-performing loan ratio, by utilizing panel unit root tests, panel VAR model, Granger causality tests and Impulse response functions. The sample for this study includes 31 commercial banks in Taiwan with the period of 2004 to 2014. The empirical results show that non-performing loan ratio and GDP have dual causality relationship; non-performing loan ratio Granger-causes size of banks; non-performing loan ratio have an indirect effect on ROE.
12
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.
13
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.
Full textAbstract:
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.
15
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.
Full textAbstract:
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.
16
Liu, Chaofeng, and 劉兆峯. "The analysis of non-performing loan and capital adequacy ratio in Taiwan’s Banks." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/44074917548021851857.
Full textAbstract:
碩士中國文化大學
國際企業管理研究所
99
This paper examines the impact of Taiwan’s bank on two indicators of bank riskiness, namely banks’ non-performing loans and capital adequacy ratio, by using around 16 banks from the first quarter of 2004 until the first quarter of 2010, a total of 25quarters. We employ regression model and panel data model, at the same time we use descriptive statistics to illustrate by adopting seven financial indicators to discuss the reason between non-performing loan and capital adequacy ratio for each bank-depth study. According to our data, we give positive suggestion to the banks as well as a reference for the implementation of the strategy.
17
Baptista, Henrique Maria Bruges Oliveira Ferreirinha. "Operações de venda de NPLs : uma visão geral ao abrigo do regime jurídico português." Master's thesis, 2020. http://hdl.handle.net/10400.14/33862.
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As operações de venda de portfólios de NPL têm despenhado um papel fundamental nas atividades de desalavancagem dos bancos europeus, com o volume de carteiras transacionadas durante o ano de 2019 a atingir o valor de 102.4 mil milhões de euros na Europa.
Embora as instituições de crédito disponham frequentemente de carteiras de NPL através de estruturas de venda bilateral, nos últimos anos tem-se registado um número cada vez maior de operações de titularização neste mercado. Tanto a venda direta de carteiras como a titularização têm características semelhantes e servem propósitos idênticos. No entanto, elas devem ser vistas como operações complementares à luz das suas diferentes características.
Neste trabalho proponho-me a analisar os principais aspetos das figuras da cessão de créditos e da titularização de créditos enquanto estruturas jurídicas subjacentes à transmissão de portfólios de NPL em Portugal, comparando-as sempre na perspetiva da particular natureza não produtiva dos ativos transacionados, e dos objetivos que as partes procuram atingir com a operação.NPL portfolios sales have been playing a key role in the deleveraging activities of European banks, with the volume of portfolios traded during the year of 2019 reaching 102,4 billion euros in Europe. Although credit institutions often dispose of their NPL portfolios through outright sales, in recent years there has been an increasing number of NPL securitizations. Both direct sales of portfolios and securitization have similar characteristics and pursue identical purposes. However, they should be seen as complementary structures in light of their different characteristics. In this paper I propose to analyze the core aspects of the assignment of credits and securitization as the underlying legal structure for the transfer of NPL portfolios in Portugal, comparing them from the perspective of both the particular non-performing nature of the assets to be transferred and the objectives that the parties seek to achieve with the operation.
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Lu, Hsiao-Hui, and 呂曉蕙. "The Effect of Capital Adequacy Ratios on Bank''s Non-performing Loan Ratios." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/35172604028978057326.
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碩士健行科技大學
財務金融所
101
In the experience of the global financial market interest rates decline and the Asian financial crisis, various domestic enterprises of poor management, leading to rising unemployment in the society, but also makes the overall non-performing loan ratio of domestic financial institutions also increased year by year. The Government is worried that a financial crisis, but also pay more attention to their bank the amount of overdue loans. This study uses Panel Smooth Transition Model, its main objective was to investigate the banks risk difference Taiwan domestic NPL ratio of influencing factors and to develop recommendations. The results show that its variable impact on that its non-performing loan ratio will have different results in different capital adequacy, Residential non-performing loan ratio is different from the other two results, this may be the people of Taiwan for residential loans importance than the other two, lead to the result of the different residential non-performing loan ratio.
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Shiao, Wei-long, and 蕭偉龍. "The Effect of Macroeconomic Variables on Foreign and Domestic Bank''s Non-Performing Loan Ratio." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/15404635023249159245.
Full textAbstract:
碩士國立高雄第一科技大學
金融營運所
97
Non-performing loan ratio is a key index for examining the business stability of bank sector, and high non-performing loan ratio will threaten financial strength and reliability. Due to the importance of this issue, this research will discuss the influence of macro economic factors on the non-performing loan ratio of local banks and foreign banks in Taiwan via investigating the data between June 2004 to August 2008. An empirical study is conducted through Unit Root Test, Co-integration Test, Vector Error Correction Model, Granger Causality Test, Variation Analysis and Impulse Response Analysis. There are three major findings in this research. First, the non-performing loan ratio of the local or foreign banks is co-integrated with the macro economic factors in Taiwan. Second, the non-performing loan ratio of local banks shows in a uni-directional way the relationship between customer loan and money supply, while that of foreign banks shows also in a uni-directional way the relationship leading indicator and stock prices and it is interrelated with inflation rate. Third, the impact of customer loan upon the non-performing loan ratio for the local banks is constantly negative, but for the foreign banks, the impact switches from negative to positive after a short period of time. It is also found that, the impact of the inflation rate and money supply on the non-performing ratio is positive for both the local and foreign banks. The leading indicate has negative impact on the non-performing ratio for the local banks, but for the foreign banks, the impact turns from negative to positive after a short period of time. The unemployment rate has constant positive responses on the non-performing ratio of the local banks, but has constant negative responses on that of the foreign banks. On the contrary, stock price index has constant negative responses on the non-performing ratio of the local banks, but has constant positive responses on that of the foreign banks.
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Lai, Chu-Tsung, and 賴竹崇. "Bank Market Share of the Ratio of Non-Performing Loan and Capital Adequacy Ratio Influence－The Role of Bank Governance." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/02004766270052069809.
Full textAbstract:
碩士亞洲大學
國際企業學系碩士在職專班
99
The main purpose of the study is to investigate the risk of marketing share on the impact of the bank. Further analysis of specific variables including bank management will affect the relationship between bank marketing share and risk. The study adopted data from the Taiwan Economic Journal (TEJ) database from 1996 to 2009 and collected samples of Taiwan's 32 banks, and 397 samples were obtained. The result of the basic model showed that when NPL ratio was measured by the risk, banks can effectively lower the marketing share of banking risk. When the bank marketing share is higher, the higher the banks will loan selectively. When the loans have better quality, the risk of the bank will be lowered. When the capital adequacy ratio of the risk is measured, the results indicated that banks cannot effectively reduce the risk. When the bank marketing share is higher, the better quality of the loans will be, which leads to lower equity capital of the escrow relationship and makes lower capital adequacy ratio. Derivative model, an NPL ratio of the risk measure, suggest board ownership rate and control ownership. The proportion of foreign institutional ownership share of banks with NPL ratios of a negative relationship with capital adequacy rate risk measure, the results show that board ownership rate and control ownership, the proportion of foreign institutional ownership share of banks with capital adequacy ratio has positively related effect. It is said that when board ownership rate, control ownership, the proportion of foreign institutional ownership increases, will increase the effect of bank marketing share, reduce risk. Seats in the shares of deviation from the poor, cross-shareholding structure of banks NPL ratio of market share are positively related. Seats deviated from the difference between shares, cross-shareholding structure of the banking market share and impact of capital adequacy ratio of a negative relationship. It deviated from the poor when the larger share of seats, a cross-shareholding structure of the situation, will reduce the risk of reducing the effect of bank marketing share. Derived from the model, the proportion of national government agencies holds non-performing loan ratio of bank marketing share. The effect was positively related to the banking marketing share .The impact of capital adequacy ratio of a negative relationship should be the proportion of national government agencies. The higher the bank support the government to provide policy loans leads to increased risk.
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Chang, Chuan-Shin, and 張傳欣. "A study of the relationship between non-performing loan ratio of domestic banks and business cycle." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/66253938058111238581.
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碩士中國文化大學
建築及都市設計學系碩士在職專班
102
Since the Asian financial crisis of July 1997, the domestic economy worse off, to the first quarter in 1999 the economy beginning gradually recovered. After the twists and turns, until the first quarter in 2009, according to data published by the CEPD, there were three distinct Taiwanese business cycles. During this period, but also because of the non-performing loan ratio of banks to improve the impact, prompting the government for financial reform. Therefore, this study will explore the relationship between the domestic bank's NPL ratio and the business cycle to identify the factors influenced business cycle. In this study, the non-performing loan ratio of domestic banks act as dependent variables, and then, using two kinds of taiwanese business indicators as independent variables, the monitoring indicators (total score) and the component series. We could establish two models. The object of 1999-2010, by using regression analysis to examine the relationship between the domestic bank's NPL ratio and the business indicators. The conclusions includes two parts: (1) there were negative linear regression relationship between the domestic bank's NPL ratio and the monitoring indicators, (2) four factors of the multiple regression model, they were monetary aggregates M1B, building permits, nonagricultural employment and index of producer's shipment for manufacturing, associated with changes in the domestic bank's NPL ratio. And two factors of them, which building permits and the nonagricultural employment, could reach significant levels.
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Yang, Yun Kuang, and 楊雲光. "A Study of the Determinants of Non-Performing Loan Ratios in Taiwan's Commercial Banking Industry." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/87820265002943863816.
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Lin, Hung-wei, and 林弘偉. "STUDY ON THE DYNAMIC RELATIONSHIP BETWEEN NON-PERFORMING LOAN (NPL) RATIO OF THE BANKING AND HOUSING PRICE INDEXES." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/34593176645689056198.
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碩士國立中正大學
財務金融研究所
98
This research discuss the dynamic relationship between the non-performing loan (NPL) ratio of the banking and housing price indexes、10-year government bond yields、consumer price index、taiwan TSEC weighted index. This research is from June 2003 to the March 2009 with monthly data. We use the unit root test, the maximum likelihood model of johansen and vector error correction model、vector autoregressive model、granger causality test、impulse response analysis、variance decomposition. The major findings of this research are as follow; 1. The study finds that: all coincident indicators, non-performing loan (NPL) ratio and housing price indexes、10-year government bond yields、consumer price index、taiwan TSEC weighted index are committed unit root problem. Therefore the first differences of variables are used in the following study. 2. The relationship between the non-performing loan (NPL) ratio and housing price indexes、10-year government bond yields、consumer price index、taiwan TSEC weighted index satisfy the fractional cointegration. 3. Through Granger Causality test, We find the housing price indexes leading non-performing loan(NPL) ratio of the one-way causal relationship. In addition, We also find the consumer price index leading non-performing loan(NPL) ratio of the one-way causal relationship. 4. Through impulse response analysis test, We find the relationship between the housing price index、10-year government bond yields、consumer price index、taiwan TSEC weighted index has significant negative correlation on the Non-performing loan(NPL) ratio .
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Jenq, Yih-Min, and 鄭逸民. "A study of the relationship between macroeconomic variable and non - performing loan ratio: for example land bank of Taiwan." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/60629696348418018707.
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碩士國立高雄第一科技大學
金融所
98
The non-performing ratio (NPR) of domestic banks of Taiwan reached 8 .16 % in 2001. For preventing the financial crisis due to high NPR, Financial Department limited applying for new branches and operating items for banks which owns high NPR, the policy succeeded in preventing the financial crisis. The Statute for Consumer Debt Clearance was implemented in 2008 , the obligatory rights were not guaranteed banks against loss and banks tended to keep loan policies more conservative, because risks were superior to profits. This study investigates the correlation between NPR of Land Bank of Taiwan and Macro Economic Indexes, the monthly data come from February 2005 to June 2009. The empirical result identified there exist balance relationships between all economic indexes of the study in long term. The Granger causality finds NPR of Land Bank of Taiwan leads unemployment rate and consumer price index (CPI). According to the result of impulse response, we find unemployment rate, consumer price index and money supply have a positive correlation with NPR of Land Bank of Taiwan. We find NPR of Land Bank of Taiwan will move upward in high unemployment rate , higher CPI and inflationary monetary policy environment . We suggest government to enhance in government the failure financial institutions, in the meantime, for decreasing the NPR of Land Bank of Taiwan , government should focus on the variations between risk management and macro economic indexes in order to provide lenders and investors for reference.
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Lin, Mei-Hua, and 林美花. "A Study on the Relationship of General Non-Performing Loan Ratios of Local Banks and Macro Economic Indexes." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/74919906718873958592.
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碩士國立屏東科技大學
財務金融研究所
96
This paper employed Johansen cointegration test, Granger causality test and impulse responses functions, using monthly observations from June 2003 to July 2007, to analyze the relationship between non-performing ratios of local banks and macro economic indexes. The empirical results show that there exist long-term cointergration relationships between variables. The unemployment rate and the non-performing loan ratios have a feedback relationship. Consumer price index, interest rates for new loans by five leading banks have Granger caused the non-performing loan ratios. The non-performing loan ratios have Granger caused the industrial production index and the average earnings of employees in industry and service sectors; However, causality test show non significant relationship between Taiwan stock index, leading indicator and non-performing ratios. As to the impulse response, the unemployment rate, consumer price index and the interest rates for new loans by five leading banks have a positive effect on the non-performing loan ratios. This study shows that non-performing loan ratios have a long-term relationship with macro economic indexes. We also recommend that the government should strengthen the financial monitor mechanism and should promote the upgrade of the economy. Financial institutions should strengthen the risk control and meanwhile should watch the changes of macro economic indexes for the reference of making loans and other investments.
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Tu, Chih-yuan, and 凃智元. "The Impacts Of Deposit, Loan, Net Present Value On Non-Performing Loan Ratio Between The Subprime Crisis In Taiwan Banking System─Pool Regression And VAR Approach." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/65842136553540016169.
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碩士僑光科技大學
管理研究所
98
Subprime Mortgage crisis since 2007 has hit the global financial markets. It’s also affect whole world economy, especially the most developed countries in Europe and America. Since 1999 the Internet bubble, it could be the largest economic impact. The key is the innovation of financial products, they packaged loans into derivatives. Few years ago in United States, low interest rate extend the loan and increase very quickly. The financial institutions were expanding operations to satisfy borrowers, but in recent years the default rates in sub-prime market has increase by rising interest rates. Derivatives spread through the world that is a chain reaction. This research targets on 45 domestic banks in 2006 May to 2010 April. In 2008 divided before and after the sub-prime, We discussed the impact on OLR by deposits, loans, NPV three variables. The research method use Pool regression, VAR, impulse response to analysis. We attempt to compare before and after the subprime mortgage in common and differences. The basic statistical information to show deposits, loans, NPV’s average and median are higher than the sub-prime before, except OLR. The effect of the loan to OLR is positive before sub-prime, then after the sub-prime is negative. It’s mean the loan increase and OLR will be reduce.
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Shih, Tse-chin, and 史哲慶. "The Credit Strategies for High Ratio of Non-performing Loan of Domestic Banks─The Analysis Based on the Small and Medium Business Credit Guarantee Fund." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/30091040682754407568.
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碩士世新大學
經濟學研究所(含碩專班)
94
Due to the Small and Medium Business Enterprises (SMEs) is the foundation of productivity in Taiwan; the statistics of the Small and Medium Business Credit Guarantee Fund (SMEG) shows that the SMEs in proportion to all Enterprises in Taiwan always held the level 97%~98% in recent 10 years, and the indirect finance of banks sorely supports the SMEs' development constantly. However, the average NPLs ratio of domestic banks has been increasing since 1994. In order to consummate the aspect of both enterprises and banks, the banking system should adjust credit policies becoming more efficient to avoid the SMEs from withdraw of bankroll. This study is including three parts. The first part of empirical study merges the 50 financial variables of domestic banks and 5 variables of SMEG, and uses the Linear Multiple Regression Model to analyze the impact of these variables on the NPLs ratio of domestic banks. The findings shows 4 variables, which are the bank allowance bad debt / bank loans, the bank urges collection ratio, the bank business income of each person and the balance growth rate of SMEG' guarantee fund each year, have the significant impact on the domestic banks' NPLs. The second part of empirical study investigates the relationship between 14 financial ratio variables of SMEs and the NPLs ratio of domestic banks with the Linear Multiple Regression Model. The findings demonstrates 4 variables which are the speed ratio of SMEs, the debt/equity capital ratio of SMEs, the account receivable cycling rate of SMEs and the business profit rate of SMEs, have the significant relationship with the domestic banks' NPLs. The third part of empirical study uses Probit model to examine and analyze the consequence of the difference between the domestic banks' NPLs and the ratio for SMEs' loan among the Small and Medium Business Enterprises banks, Commercial banks, Professional banks. Moreover, according to the empirical results of the research, the conclusion and suggestions are provided, which implies that it is crucial for the domestic banks to implement the credit strategies for the Small and Medium Business Enterprises.