※ 引述《liton (歐吉桑留學生)》之銘言： : : 推 McGyver:所以我的下一個疑問是 規定開始要採用差別利率 會不會其實 04/06 13:11 : : → McGyver:效果還是一樣？ 還是只有那些高風險的人去借而已？ 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% 如果今天銀行高估壞帳率，假設銀行估的壞帳率為16% 那麼 1+1%=(1+r)(1-16%) ---> r=20.238% 這個利率相當接近一年20%的法定上限 在這個情況下，不就變成銀行會超收? 如果銀行在預估壞帳率準確的情況下，又若借方的訊息比貸方訊息多 那麼超收利率是絕對有可能的情形 我的問題是: 如果我是銀行，如果預估壞帳率是"不準"的 那麼我會傾向低壞帳率還是高壞帳率? : 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 根據新聞，每個月都按時繳款的人才能享受銀行的優惠利率 所以一開始是銀行去選擇低利率的人，而不是借款人直接去找銀行 不過就liton大所言，若真的adjusted R square已經具有70%左右的解釋能力 那麼問題就變成是: 為什麼銀行事先沒辦法解決現在所謂的"卡債問題" 什麼樣的情形導致了現在的卡奴問題? 是銀行的錯還是card holder的問題? 除了從application form 到scored card到interest rate spread外 借方事前少做了什麼，或做了什麼不該做的事，讓借方的壞帳風險提高? -- 謙 虛 --

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