由於新巴塞爾資本協定的施行，使得銀行逐漸重視信用風險的相關議題，本地銀行於爆發雙卡風暴後，遂將重心由無擔保品的消費性金融貸款業務轉至有不動產作為擔保品的住宅抵押貸款業務。面對占消費性貸款達6成以上的住宅抵押貸款做更進一步的了解與風險控管著實是當今一個重要的議題，故本研究主旨在於探討影響住宅抵押貸款違約與提前清償的因素。文中採用比例危險模型表示借款人的違約與提前清償行為，模型除了顯示出貸款年齡對於提前清償或違約的影響，也包含隨時間改變的解釋變數對於提前清償或違約的影響。隨後則利用卜瓦松迴歸估計在比例危險模型中影響提前清償或違約變數的參數，以分析借款人提前償還與違約的行為。從實證結果得知提前清償與違約不僅只受利率的影響，非利率因素(如：貸款規模、相對貸款成數、相對支付款收入比等)的影響也十分顯著。透過本研究除了能對於住宅抵押貸款的信用風險更加了解外，銀行更可藉此計算出精確的風險權數，進而減少資本成本，使銀行能更妥善地分配資產組合、落實風險管理機制。

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