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    ASIA unversity > 管理學院 > 財務金融學系 > 期刊論文 >  Item 310904400/112369


    Please use this identifier to cite or link to this item: http://asiair.asia.edu.tw/ir/handle/310904400/112369


    Title: 外部信評報告對P2P借貸平台是否具有資訊價值?/Does the external credit report has the information value in a P2P lending platform?
    Authors: 楊淑玲(Shu-Ling Yang);陳獻儀(Hsien-Yi Chen);張巧宜(Chiao-Yi Chang);蕭宇倫(Yu-Lun Hsiao)
    Contributors: 財務金融學系
    Date: 2019-03
    Issue Date: 2019-11-08 10:32:20 (UTC+8)
    Abstract: 本文旨在探討外部信用機構報告,對於新型態P2P線上借貸交易是否具有資訊內涵。透過全球最大線上P2P借貸平台Lending Club作為研究對象,並有別於過去文獻探討靜態信用分數與借款人違約機率之關聯性,本文聚焦於借款期間FICO信用分數變動,對借款人違約機率與違約比率之影響。實證結果顯示,在控制了借款人之信用風險等級、風險特徵與原始信用分數等因素後,FICO信用分數變動傳遞出富有價值的訊息內涵。當借款人信用分數遭調降時,其違約機率與比率會顯著增加;相對的,對信用分數被調升的借款人而言,其違約機率和比率都有顯著減低的現象。上述結果表示借款人之履約行為對於FICO信用分數的升降,具有對稱性的反應型態。
    Relation: 管理學報
    Appears in Collections:[財務金融學系] 期刊論文

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