소기업⋅소상공인 신용보증의 대위변제 리스크 결정요인 분석 (Default Risk Factors for Loans Guaranteed by the Local Credit Guarantee Foundation)

서지정보

· 발행기관 : 한국중소기업학회
· 수록지 정보 : 중소기업연구 / 44권 / 1호 / 93 ~ 118페이지
· 저자명 : 전계형

초록

본 연구에서는 지역신용보증재단(이하 지역신보)에서소기업⋅ 소상공인을 대상으로 제공하는 신용보증의 채무불이행 위험과 보증 특성 및보증 대상 업체의 특성 간 관계를 살펴보았다. 분석 결과, 보증 금액, 보증 유형, 업종, 개인신용등급(CB등급), 업력, 당기매출액, 매출액 증가율, 기보증액, 사업장 소유 여부가대위변제 확률과 통계적으로 유의미한 관련이 있는 것으로 확인되었다. 경기변동에 대한대위변제 확률의 민감도는 보증유형, 상환방식, 업종, 기업규모, 기업유형, 신용등급, 업력, 사업장 소유 여부 등에 따라 차이가 존재하였다.

영어초록

This paper examined the relationship between the default risk of loans guaranteed by Local Credit Guarantee Foundation(hearafter LCGF), and the characteristics of the guarantee/beneficiary. We analysed through logistic model and hazard model using individual-level data on credit guarantees provided by LCGF from 2006 to 2015. As a result, it was confirmed that the amount of guarantee, type of guarantee, type of business, personal credit rating (CB grade), firm age, current sales, sales growth rate, and whether business site is owned were statistically significantly related to the probability of subrogation. As a result of examining the effect of the GRDP growth rate on the probability of subrogation, it was confirmed that there was a significant relationship on average. Sensitivity to economic fluctuations differed depending on guarantee type, repayment method, industry type, company size, company type, credit rating, firm age, and whether a business site is owned.
Considering the results of this study, LCGF needs to develop a system to improve the credit evaluation system by guarantee characteristics and borrower characteristics, and also to select businesses that need intensive management according to the economic situation.

참고자료

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