| dc.contributor.advisor | 吳文傑 | zh_TW |
| dc.contributor.advisor | Wu, Jack | en_US |
| dc.contributor.author (Authors) | 李貞慧 | zh_TW |
| dc.contributor.author (Authors) | Lee, Demi | en_US |
| dc.creator (作者) | 李貞慧 | zh_TW |
| dc.creator (作者) | Lee, Demi | en_US |
| dc.date (日期) | 2010 | en_US |
| dc.date.accessioned | 29-Sep-2011 18:20:25 (UTC+8) | - |
| dc.date.available | 29-Sep-2011 18:20:25 (UTC+8) | - |
| dc.date.issued (上傳時間) | 29-Sep-2011 18:20:25 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0098933017 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/50971 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 國際經營管理英語碩士學位學程(IMBA) | zh_TW |
| dc.description (描述) | 98933017 | zh_TW |
| dc.description (描述) | 99 | zh_TW |
| dc.description.abstract (摘要) | The study attempts to apply the DEFCON Concept as an early alert system to Non-Performing-Loan (NPL) Management in Taiwan’s Banking Industry. The recent financial crises in South East Asia have stimulated a significant body of empirical research on the subject of potential leading indicators for banking crises. Specifically, a number of statistical models have been developed to provide early warning signals of impending risks and also the relationship between the NPL and those leading indicators. The purpose of this study is to 1) Explain the definition of DEFCON and the application of DEFCON in the banking industry, 2) The literature review is on the correlation between Non-Performing Loans and Macroeconomic variables, giving particular importance to regression models. 3) The methodology of DEFCON Planning includes the data used, variables selection via the coefficient analysis, a simple regression model and usage of the selected variables to set the DEFCON triggers 4) Ultimately, to help aid in what Bank’s can undertake under different levels of DEFCON to prevent potential loss. Our empirical results show that 1) Economic Growth Rate 2) the Leading Index 3) Bounced Check Rate, 4) Shinyi Housing Index 5) Unemployment Rate 6) Consumer Price Index 7) Consumer Debt 8) M1B currency supply and 9) Unemployment Rate, are the leading indicators that predict Taiwan’s NPL ratio; however, it is prudent to note that the NPL ratio may be manipulated by banks, and may result to inaccurateness in some indictor’s prediction of the model. It is imperative that constant monitoring be the practice to ensure the effectiveness of the model. The Banks in Taiwan should monitor the overall DEFCON status periodically and use it as early alert system and take proactive actions based on the level of economic deterioration (DEFCON level) to well manage their asset and reduce NPL. | en_US |
| dc.description.abstract (摘要) | 1. INTRODUCTION 1 2. LITERATURE REVIEW 3 3. THE DEFCON PLANNING MODEL 6 3.1. MODEL DESIGN 7 3.1.1. DATA PREPARATION 7 3.1.2. CORRELATION ANALYSIS 7 3.1.3. SINGLE REGRESSION TEST 8 3.1.4. THE DEFCON TRIGGERS SETTING 8 3.1.5. FINAL DEFCON MODEL 8 3.1.6. PROPOSED ACTION STEPS 8 3.2. CORRELATION ANALYSIS 8 3.3. SINGLE REGRESSION MODEL 10 3.4. THE ZONING OF DEFCON TRIGGERS 17 3.5. THE OVERALL DEFCON TRIGGERS AND STATUS 22 3.6. PROPOSED ACTION STEPS 24 3. THE DEFCON PLANNING MODEL 26 REFERENCE 27 APPENDIX 28 A. Correlation Analysis 28 B. Data source 29 C. Regression Model 30 | - |
| dc.description.tableofcontents | 1. INTRODUCTION 1 2. LITERATURE REVIEW 3 3. THE DEFCON PLANNING MODEL 6 3.1. MODEL DESIGN 7 3.1.1. DATA PREPARATION 7 3.1.2. CORRELATION ANALYSIS 7 3.1.3. SINGLE REGRESSION TEST 8 3.1.4. THE DEFCON TRIGGERS SETTING 8 3.1.5. FINAL DEFCON MODEL 8 3.1.6. PROPOSED ACTION STEPS 8 3.2. CORRELATION ANALYSIS 8 3.3. SINGLE REGRESSION MODEL 10 3.4. THE ZONING OF DEFCON TRIGGERS 17 3.5. THE OVERALL DEFCON TRIGGERS AND STATUS 22 3.6. PROPOSED ACTION STEPS 24 3. THE DEFCON PLANNING MODEL 26 REFERENCE 27 APPENDIX 28 A. Correlation Analysis 28 B. Data source 29 C. Regression Model 30 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0098933017 | en_US |
| dc.subject (關鍵詞) | DEFCON | zh_TW |
| dc.subject (關鍵詞) | 總體經濟 | zh_TW |
| dc.subject (關鍵詞) | 銀行 | zh_TW |
| dc.subject (關鍵詞) | 預警系統 | zh_TW |
| dc.subject (關鍵詞) | DEFCON | en_US |
| dc.subject (關鍵詞) | Macroeconomics | en_US |
| dc.subject (關鍵詞) | Banking | en_US |
| dc.subject (關鍵詞) | Alert System | en_US |
| dc.title (題名) | 如何運用DEFCON建立銀行放款品質之預警系統 | zh_TW |
| dc.title (題名) | The application of DEFCON as an alert system to non-performing-loan management in the banking industry | en_US |
| dc.type (資料類型) | thesis | en |
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