※ 引述《liton (欧吉桑留学生)》之铭言： : : 推 McGyver:所以我的下一个疑问是 规定开始要采用差别利率 会不会其实 04/06 13:11 : : → McGyver:效果还是一样？ 还是只有那些高风险的人去借而已？ 04/06 13:11 : I think.. you are a student : you are asking a question which is not a question : In the real world, there are not economic theories everywhere. : And never try to put all phenomena into economic theories : ------------------------------------------------------------------- : The key risk factor is transformation. : Transform "application form" into "score card" : Transform "score card" into "interest rate spread" : If you have run any econometric model, : you would find that adjuested R square running up to 60% or 70% : already have powerful explanatory ability. : Suppose the adjusted R squre represtnts the forecasting : accuracy of bad debt ratio and we have a adjusted R square of 75%. : And the accurate bad debt ratio is 15%. : Therefore you forecast the bad debt ratio is 11.25% : How much margin spread should you charge if : the current (saving) interest rate is 1% : the recovery rate is 0%, and there is no friction cost? : 1+1%=(1+R)(1-15%) ---> R=18% : 1+1%=(1+r)(1-11.25%)---> r=13.8% 如果今天银行高估坏帐率，假设银行估的坏帐率为16% 那麽 1+1%=(1+r)(1-16%) ---> r=20.238% 这个利率相当接近一年20%的法定上限 在这个情况下，不就变成银行会超收? 如果银行在预估坏帐率准确的情况下，又若借方的讯息比贷方讯息多 那麽超收利率是绝对有可能的情形 我的问题是: 如果我是银行，如果预估坏帐率是"不准"的 那麽我会倾向低坏帐率还是高坏帐率? : The adverse selection exists because banks cannot : identify who is the lemon; therefore banks face only : downside risk and cannot enjoy upside benefit. : It's no surprise banks suffer from low forecasting accuracy. : How can you judge the credit of the debtor only by a paper? : But it should be the destiny of the cash card (and credit card) : Card card features its convenience and simplicity. : If banks want to increas its forecasting accuracy : of bad debt ratio and adopt different spread levels, : they would enhance the credit investigation process. : But if banks ehance the process, it is not cash card any more. : ------------------------------------------------------------------- : The key is not adverse selection. : Banks cannot forecast the bad debt ratio well now. : How can they adopt different spread levels? : So..forget the spread levels. It's only an unreachable gift. http://www.ettoday.com/2006/04/01/320-1924094.htm 根据新闻，每个月都按时缴款的人才能享受银行的优惠利率 所以一开始是银行去选择低利率的人，而不是借款人直接去找银行 不过就liton大所言，若真的adjusted R square已经具有70%左右的解释能力 那麽问题就变成是: 为什麽银行事先没办法解决现在所谓的"卡债问题" 什麽样的情形导致了现在的卡奴问题? 是银行的错还是card holder的问题? 除了从application form 到scored card到interest rate spread外 借方事前少做了什麽，或做了什麽不该做的事，让借方的坏帐风险提高? -- 谦 虚 --

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