本研究旨在探討銀行房貸借款人特質與貸款違約發生之關聯性。首先闡明研究動機及目的，繼而參酌相關理論並比較國內外相關研究文獻，復蒐集篩選資料建立樣本，時間範圍為1988年1月至2010年6月，空間範圍為基隆市、台北市、新北市、桃園縣、新竹市等五個縣市，以H銀行之借款戶個案資料，運用羅吉斯迴歸分析（Logistic Regression）找出借款人特性對違約行為的影響。實證顯示，教育程度、貸款是否有保證人、貸款是否有寬限期、借款人有否其他信用貸款及婚姻關係五項借款人特質對貸款違約有顯著影響。並希冀此研究結論能運用於銀行授信人員承辦房屋抵押貸款授信審核時之參考依據，以協助控管或設定授信條件，減少放款發生違約機率；或援引類似之觀念，提供銀行於制定授信政策之參考，提升銀行信用風險管理之效率。
This research is mainly discussing the relationship between the borrowers’ characteristics and the defaults of bank mortgage loan. Firstly, the motivation and purpose of the research are clarified, and then the rest relevant theory and research are taken into account. The research also compares domestic and foreign literature. And the data are collected to support the research. The range of time is from January 1988 to June 2010; the space of the research includes Keelung City, Taipei City, New Taipei City, Taoyuan County and Hsinchu City. This research uses the data files from H Bank’s mortgage loans. In addition, using Logistic regression statistical methodology, and find that the effects of characteristics of the borrowers toward default behavior. Evidence shows that education, the existence of guarantors, the grace period, the borrower’s other credit loans and marriage have a significant effect on default behavior. Hope the findings can be applied to bank mortgage loan by the auditing personnel in order to assist in credit control or set conditions to reduce the probability of default loans. Also, the findings can provide the reference for bank credit policy and enhance the efficiency of bank credit risk management.
