应用Logistic Regression分析住房抵押贷款风险管理因素分析之研究

An Empirical Study on the Logistic Regression of Mortgage Loan Risk Factors

摘要: 商业银行的消费性贷款中，承做住房抵押贷款业务一直是相当重要的业务。实务上会影响借款人风险行为的因素相当多，因此金融机构承做房屋贷款业务时，其所面临贷款者的可能违约决策而言，是一种不确定性的概念。本研究借由数据之分析，以找出影响借款人对于房贷行为违约的可解释因素，同时与先前国内外学者所做相关研究进行比较。以提出影响住房抵押贷款行为中普遍主要影响风险因素。而这些因素事实上也是金融机构在承做相关房贷业务时所需要考察的风险因子，以提供其授信决策之参考。

Abstract: Commercial bank consumer loan for housing mortgage loan business has been the important factor of business. Practically, plenty of reasons can influence browsers’ behaviors. Therefore, there is an uncertain concept that financial institutions that do housing loan may face browsers’ default. Data analysis, to find out the influence of the borrower for the mortgage default behav-ior can be explained with the previous factors, and at the same time, the domestic and foreign scholars do research. The study proposes main and general risky factors which affect behaviors of mortgage loan. These factors are in fact related financial institutions for mortgage business in the need of risk in order to provide the reference factor for credit decision.