頁籤選單縮合
| 題 名 | 臺灣新商業銀行存款保險費率與風險移轉行為研究=Deposit Insurance Rate and Risk-Shifting Behavior of Taiwan's New Commercial Banks |
|---|---|
| 作 者 | 徐守德; 蔡明憲; | 書刊名 | 中山管理評論 |
| 卷 期 | 8:4 民89.冬 |
| 頁 次 | 頁691-708 |
| 分類號 | 562.34 |
| 關鍵詞 | 存款保險; 風險基準; 風險移轉; Deposit insurance; Risk-based; Risk-shifting; |
| 語 文 | 中文(Chinese) |
| 中文摘要 | 本文利用選擇權的評價方法,探討台灣新銀行風險基準下的存款保險費率,並與當時回定費率比較,結果發現存保費率整體而言偏低。另一方面,本文分別同時考量資產價值報酬的瞬息、標準差與負債比率及每元存款保險費率間之互動來檢視新銀行風險移轉的現象,結果發現,樣本中的新銀行皆存在將風險移轉給存保公司的現象。 |
| 英文摘要 | This study adopts option's pricing model to estimate the risk-based depository insurance premium for Taiwan's new commercial banks. It compares the result with the fixed rate in Taiwan and finds that Taiwan's depository insurance premium is quite too low. Beside, this study takes the instantaneous standard deviation of an asset value's return, its debt ratio and deposit insurance premium per dollar to detect the risk transfer effect. The findings indicate that risk transfer phenomenon significantly exists for Taiwan's new commercial banks. |
本系統中英文摘要資訊取自各篇刊載內容。