簡易檢索 / 詳目顯示
| 研究生： |
何太山 He, Tai-Shan |
|---|---|
| 論文名稱： |
運用區別分析建立商業放款信用評分制度 無 |
| 指導教授： | 夏霽成 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
商學院 - 企業管理學系 Department of Business Administration |
| 論文出版年： | 1977 |
| 畢業學年度： | 66 |
| 語文別： | 中文 |
| 論文頁數： | 147 |
| 中文關鍵詞： | 無 |
| 相關次數： | 點閱：142 下載：0 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
無
序言 壹
圖表目錄 肆
附錄目錄 陸
第一章 導論1
第一節 研究的動機和目的1
第二節 研究的方法和範圍4
第三節 資料的蒐集及其限制5
第四節 信用分析模式之基本觀念6
第二章 區別分析13
第一節 區別分析之簡介13
第二節 區別分析之目的16
第三節 區別分析幾何圖形之描述17
第四節 區別分析之應用20
第五節 區別分析之方法23
第三章 商業放款信用評分制度49
第一節 商業放款之定義49
第二節 信用之本質61
第三節 信用分析與風險評估56
第四節 信用評分制度之理論基礎62
第四章 實例研究75
第一節 原始資料之分類和抽樣75
第二節 區別變數之選定及群體平均數、離散程度之檢定77
第三節 區別函數之產生及臨界點之決定87
第四節 區別分析效果之檢討96
第五節 商業放款信用評分制度之建立98
第五章 結論與建議107
第一節 結論107
第二節 建議111
參考書目115
附錄119
圖表目錄
圖
1-1信用分析模式之基本結構9
2-1區別分析幾何圖形描述18
3-1信用交易之過程52
3-2商業放款之決策過程65
3-3信用分析兩階段決策之模式67
3-4信用等級之分類69
4-1信用分析模式—實例研究103
表
4-1借款戶樣本分組表77
4-2個別變數顯著性檢定85
4-3自變數間相關係數表86
4-4區別變數之分組87
4-5巴特雷特（Bartlett）之X2檢定88
4-6標準化區別函數88
4-7優良與不良信用群體區別函數之平均值89
4-8因素模型89
4-9標準化區別函數之平均值及標準差90
4-10各組區別變數臨界點及區分結果之比較95
4-11計算臨界點之嘗試錯誤法97
4-12原始樣本及驗證樣本信用評分結果100
附錄目錄
一、多變數變異數分析電腦程式—MANOVA 119
二、區別分析電腦程式—DISCRM 127
三、決定臨界點及區分效果之電腦程式—TOMHO 140
1. Abate, Robert P. “Numerical Scoring System for Commercial Loans.” The Journal of Commercial Bank Lending (July 1969): 32-36.
2. Altman, Edward I. “Financial Ratio , Discriminant Analysis and The Prediction of Corporate Bankruptcy.” The Journal of Finance vol. XXIII ,No.4 (September 1968):589-609.
3. Altman, Edward I. “Corporate Bankruptcy Prediction and Its Implication for Commercial
Loan Evaluation.” The Journal of Commercial Bank Lending (December 1970):8-22.
4. Blank, Barry W. “ LEAR: Loan Evaluation and Review-A Formal Program for Small and Medium- Sized Banks,” The Journal of Commercial Bank Lending (August 1966):695-697.
5. Cannellys, Nicholas. “Automation and Computers in Commercial Lending.” The Journal of Commercial Bank Lending (September 197)21-27.
6. Cohen, Kalman J., Gilmore, Thomas C., and Singer, Frank A. ” The Use of A Computer in
Credit Evaluation of Bank Loan Application.” The Journal of Commercial Bank Lending (
December 1965) :206-208.
7. Cole, R. H. Consumer and Commercial Credit Management. Richard D. Irwin, Inc., 1976.
8. Cooley, William W., and Lohnes, Paul R. Multivariate Data Analysis . John Wiley & Sons, Inc., 1971.
9. Edmister, Robert O. “Financial Ratios and Credit Scoring for Small Business Loans.” The Journal of Commercial Bank Lending (September 1971):10-23.
10. Green, Paul E., and Tull, Donald S. Research for Marketing Decision . Englewood Cliffs, N. J. Prentice-Hall Inc., 1970.
11. Hammer, Frederick S., and Orgler, Yair S. “ Development in Credit Scoring for Commercial Loans.” The Journal of Commercial Bank Lending (July 1969) :25-31.
12. Hettenhouse, George W., and Wentworth, Jack R. “ Credit Analysis Model-A New Look For Credit Scoring. “ The Journal of Commercial Bank Lending (December 1971) :26-32.
13. Hoskin, Graydon J. “Some Aids to Establishing a Grading System for Commercial Loans.” The Journal of Commercial Bank Lending (May 1968):24-32.
14. Klise, Eugene S. Money and Banking . South-Western Publishing Co., 2d ed.
15. Kreps, Clifton H., Jr. Credit Quality as a Factor in Commercial Bank Lending to Business.”
The Journal of Commercial Bank Lending(March 1965) : 279-291.
16. Lapin, Lawrence L. Statistics for Modern Business Decision. Harcourt Brace Jovanovich
Inc., 1973.
17. Long, Robert H., Overton, Spencer M., and Holt, James B. “ Automation Guidelines for
Designing an Automated Commercial Loan Information System and the Use of Computers
in Loan Decision Making. “ The Journal of Commercial Bank Lending (January 1969):13-31.
18. McMillian, David. “Loan Review and Data Processing-A Practical Program for a
Medium-Sized Bank. “ The Journal of Commercial Bank Lending(June 1968).2-15.
19. Morrison, Donald G. “On the Interpretation of Discriminant Analysis.” Journal of Marketing Research vol. VI(May 1969):156-163.
20. Peters, William S., and Summers, George W. Statistical Analysis for Business Decision. Prentice-Hall, 1968.
21. Prather, C. L. Money and Banking. Richard D. Irwin, Inc., 1965.
22. Pritchard, Leland J. Money and Banking. Houghton Mifflin Company, 1964.
23. Reed, Edward W. Commercial Bank Management. Harper & Row Publishers, 1963.
24. Sangster, Bruce F., and Raguso, Sam, Jr. “An Implementation of Computerized Credit Analysis.” The Journal of Commercial Bank Lending (March 1973): 55-63.
25. Snedecor, G. W., and Cochran, W, G. Statistical Methods. 6th ed.
26. Steiner, W. H., Shapiro, E., and Solomon, E. Money and Banking , Holt, Rinehart and Winston, Inc.
27. Van Home, James C. Financial Management and Policy. Englewood Cliffs, N. J. : Prentice-Hall Inc., 1974.
28. Weston, J. Fred, and Brigham, Eugene F. Managerial Finance .Holt, Rinehart and Winston, Inc., 4th ed.
(限達賢圖書館四樓資訊教室A單機使用)