561 |
noneLin, Ya-lan 03 July 2005 (has links)
none
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562 |
noneShin, Trey 10 February 2006 (has links)
none
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563 |
The pricing of CDO based on Incomplete Information Credit modelLien, Wei-chih 21 June 2006 (has links)
Credit risk and market risk have already been explored intensively and the reliable models of credit risk and market risk have also been developed progressively. This study try to find a method pricing the CDO (Collateralized Debt Obligation) based on Incomplete information credit model. For the various approaches to CDO valuation, the most widely accepted is the Copula approach. The Copula approach is considered suitable for describing default correlation. Combining with Monte Carlo Simulation, it can price CDO effectively.
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564 |
A study on borrower¡¦s background condition related to the risk of home loanLin, Ch-ye 01 August 2006 (has links)
ABSTRACT
This research aims at evaluating the risk of home loan, financial institutions generally think that makes enterprises to grant the loan and have a big risk in recent years , turning to and developing consumption financial transaction one after another, the personal home loan has already become the strategic point of every financial institution. The characteristic of the home loan is small for amount of money , there are many pieces , need to spend a large amount of manpower maintaining business operation , so it is fast and clear to verify the way , avoid lacking subjectively and reduce the risk , namely become one of the keys whether this business could be succeeded in promoting. So, the financial institution should set up a set of objective just awarding the way of evaluating the risk, is it verify personnel check and ratify loan amount fast, interest rate and award creed one while being other to help, reach the quantity, the goals of the standardization and automation.
This research regards a domestic commercial bank as the main research object, and owe the parent in order to sample of case that is put of all loans now at present with this bank , 2431 normal samples , 381 bad samples of the above three months overdue , total 2812, and award the basic materials of the borrower of forms contained of letter application , and Joint Credit Information Center seek the credit materials that letter in the center inquires is the research range , analyse the background of different borrowers and overdue relation that make loans.
Research this real example result can be summed up for as follows.
The parameter of risk of showing of the loan is the sex, the age, academic credentials, grace period, family's annual income, round number of the borrowed money, the number of the cash card, interest rate, guarantee debts, whether it is the housing loan of a large number of types, collateral kind
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565 |
The Influence of Consumers' Risk Attitude and Personal Capital-Spending Behavior on the Credit Card Business of BanksLai, Shin-Yi 29 June 2000 (has links)
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A utility function model of individual credit card holder based on their spending behavior is constructed in this research. An accumulation of the individual utility of three different risk attitudes of cardholders may be useful for promoting the profits of credit card business for banks.
Due to the privacy of cardholders and the lack of real data, a questionnaire sampling is used to collect data for this study. A result of this experimental study indicates that credit card holders with a different sex, age, level of education, asset condition, seniority, and occupation have different risk tendency. Based on 249 effective samples in this research, credit card holders who belong to females, teenagers, relatively low educated, without real estate, middle seniority, and relatively volatile occupation are more risk seeking. Relatively risk seeking credit card holders have the tendency to make use of their revolving credit and to borrow cash or to buy financial products with their credit cards. For those with three different risk attitudes, their default of credit card loans are not significantly different. The finding indicates relatively risk seeking cardholders may contribute more profits to the credit card business for banks.
A risk attitude classification model built by artificial neural network has also been developed. The model may assist banks' administrators using their applicants' demographics to distinguish their risk attitude for approving an appropriate credit limit for a cardholder's expenditure to promote the total credit card profit for banks.
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566 |
Estimating the credit risk of consumer loan by decision treeLu, Chin-Pin 21 June 2001 (has links)
No description available.
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567 |
Respond of The New Basel Capital Accord and undertake the research of the lowest capital that credit risk need---Take certain a commercial bank as an exampleLin, Chih-Kang 25 August 2003 (has links)
The New Basel Capital Accord implementation, is similar to announced the bank management manages approaching of the new century. The money market globalization tendency, the bank surface risk management focal point changed the globalization risk management, covers the different physiographic region and the different product category, the risk management just like becomes the core ability and the strategy superiority is at. Modern finance risk management, some several tendencies:
1.The financial risk management by board of directors direct supervising and managing, and formulates a set of risk management strategy by it.
2.The risk management overhead construction and the organization, have highly the independence, does not subordinate any administrative department, but is directly operates by the board of directors.
3.The present risk management of, performs the different department the conformity, by quota processing, needs massive technology of aspect the and so on uses measurement, statistics.
4.When in 2006 The New Basel Capital Accord execution, the financial overseeing unit proposed the risk management overseeing mechanism, and request financial organ itself also must have overhead construction of the overseeing.
5.Weeding through the old to bring forth the new of the growing commodity, the risk controls the tube to be allowed to borrow by the growing commodity design or the reform, is dispersible the risk.
6.The risk management and the IT technology unify, also for inevitable trend.
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568 |
noneLiu, Hao-Hsiang 24 January 2008 (has links)
none
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569 |
To Evaluate the SME's Default Probability and Credit Guarantee Schemes--The Case of F Bank in TaiwanChang, Li-wen 27 June 2008 (has links)
none
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570 |
The study of momentum and credit ratings in Taiwan stock marketLiu, Yu-tien 13 July 2008 (has links)
This paper attempts to find the relationship between momentum and firm¡¦s credit rating.
According to Avramov¡¦s (2007) finding, there is a strong link between momentum and firm
credit rating in US. In this paper, the similar phenomenon is proven existing in Taiwan stock
market. Momentum profitability is large among low-grade firms, but it is insignificant among
high-grade firms. The source of momentum profits is from operating performance, financial
performance, volatility and illiquidity. For loser (winner) stocks in the low rating category,
profit margins, sales growth, operating cash flows, and interest coverage decrease (increase)
over the formation and holding periods, while illiquidity and volatility increase (decrease). As
the market observes the deteriorating (improving) conditions, there is a pressure to sell (buy)
losers (winners), which enhances gains among high risk winners and losses among high risk
losers.
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