| dc.contributor.advisor | 姜堯民 | zh_TW |
| dc.contributor.advisor | Chiang, Yao-ming | en_US |
| dc.contributor.author (Authors) | 鍾岳昌 | zh_TW |
| dc.contributor.author (Authors) | Chung, Yueh-chang | en_US |
| dc.creator (作者) | 鍾岳昌 | zh_TW |
| dc.creator (作者) | Chung, Yueh-chang | en_US |
| dc.date (日期) | 2003 | en_US |
| dc.date.accessioned | 17-Sep-2009 19:14:50 (UTC+8) | - |
| dc.date.available | 17-Sep-2009 19:14:50 (UTC+8) | - |
| dc.date.issued (上傳時間) | 17-Sep-2009 19:14:50 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0091357021 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/34048 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 財務管理研究所 | zh_TW |
| dc.description (描述) | 91357021 | zh_TW |
| dc.description (描述) | 92 | zh_TW |
| dc.description.abstract (摘要) | 房屋貸款借款人對於其所負貸款債務的處分有兩種潛在風險行為，分別是提前清償及違約。這兩種借款人風險行為不管是對金融機構的資產管理，或是對近年在財務金融領域的不動產證券化而言，都是相當重要的探討議題，原因在於提前清償及違約帶來了利息收益與現金流量的不確定性，進而影響不動產抵押債權的價值。也就是為貸款承作機構、證券化保證機構及證券投資人帶來風險。 借款人決定提前清償及違約與否，除了與借款人自身特性及貸款條件有關外，尚受到隨時間經過而不斷變動的變數所影響，亦即許多影響因子並非維持在貸款起始點的狀態，而是會在貸款存續期間動態調整。進一步影響借款人行為，而這類變數即為時間相依變數(time –dependent variables，或time-varying variables)。因此，本研究利用便於處理時間相依變數的比例危險模型(Proportional Hazard Model)來分析借款人提前清償及違約風險行為，觀察借款人特徵、房屋型態、貸款條件及總體經濟等變數與借款人風險行為的關係。 實證結果顯示，借款人特徵部分的教育程度對提前清償及違約風險影響最為明顯，教育程度越高，越會提前清償，越低則較會違約。房屋型態則透天厝較非透天厝容易提前清償及違約。貸款條件中的貸款金額及貸款成數皆與違約為正相關，亦即利息負擔越重，借款人違約風險升高。總體經濟方面，借款人對利率變動最為敏感，反映利率代表借款人的資金成本，是驅動借款人提前清償及違約的財務動機與誘因。 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論..................................................1 第一節 研究動機..........................................3 第二節 研究目的..........................................5 第三節 研究架構..........................................6第二章 相關理論基礎與文獻回顧................................8 第一節 理論基礎介紹......................................8 第二節 文獻回顧.........................................12第三章 研究方法.............................................27 第一節 存活分析介紹.....................................27 第二節 比例危險模型.....................................33 第三節 資料來源.........................................40 第四節 變數說明.........................................41第四章 實證結果分析.........................................48 第一節 基本統計量.......................................48 第二節 實證結果分析.....................................53第五章 結論與建議...........................................67 第一節 研究結論.........................................67 第二節 研究建議.........................................70參考文獻.....................................................71 一、中文部分.............................................71 二、英文部分.............................................72 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0091357021 | en_US |
| dc.subject (關鍵詞) | 提前清償 | zh_TW |
| dc.subject (關鍵詞) | 違約 | zh_TW |
| dc.subject (關鍵詞) | 比例危險模型 | zh_TW |
| dc.subject (關鍵詞) | 競爭風險 | zh_TW |
| dc.subject (關鍵詞) | 時間相依變數 | zh_TW |
| dc.subject (關鍵詞) | 存活分析 | zh_TW |
| dc.subject (關鍵詞) | prepayment | en_US |
| dc.subject (關鍵詞) | default | en_US |
| dc.subject (關鍵詞) | proportional hazard model | en_US |
| dc.subject (關鍵詞) | competing risk | en_US |
| dc.subject (關鍵詞) | survival analysis | en_US |
| dc.subject (關鍵詞) | time-varying variables | en_US |
| dc.subject (關鍵詞) | time-dependent variables | en_US |
| dc.subject (關鍵詞) | Cox | en_US |
| dc.title (題名) | 以比例危險模型估計房貸借款人提前清償及違約風險 | zh_TW |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 一、中文部分 | zh_TW |
| dc.relation.reference (參考文獻) | 1. 王琮生，民國九十二年，房貸保險之費率結構分析－競爭風險模型之應用，朝陽科技大學財務金融學系未出版碩士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 2. 陳文達、李阿乙與廖咸興，民國九十一年，資產證券化 理論與實務，智勝文化出版。 | zh_TW |
| dc.relation.reference (參考文獻) | 3. 郭姿伶，民國八十八年六月，住宅房屋抵押貸款之提前清償與逾期放款，國立中正大學財務金融研究所未出版論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 4. 黃文啟，民國九十一年，以LOGIT模型研究借款人特性與不動產抵押貸款提前償還之關係，國立政治大學財務管理學系未出版碩士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 5. 劉展宏，民國九十年，我國一般購屋貸款提前清償之實證研究，2001年中華民國住宅學會第十屆年會論文集，頁393-415。 | zh_TW |
| dc.relation.reference (參考文獻) | 6. 劉展宏，民國九十一年，我國購屋貸款提前清償機率之研究，2002年中華民國住宅學會第十一屆年會論文集，頁46-58。 | zh_TW |
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| dc.relation.reference (參考文獻) | 8. 劉展宏與張金鶚，民國九十年二月，購屋貸款提前清償行為之研究，住宅學報，第十卷第一期，頁29-49。 | zh_TW |
| dc.relation.reference (參考文獻) | 二、英文部分 | zh_TW |
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