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來源資料
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題 名 | 我國中小企銀存款保險風險轉嫁行為之探討=Deposit Insurance and Risk-Shifting at Small and Median Commercial Banks of Taiwan |
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作 者 | 邱哲修; 張清模; 陳妍如; | 書刊名 | 風險管理學報 |
卷 期 | 2:2 2000.11[民89.11] |
頁 次 | 頁57-76 |
分類號 | 562.34 |
關鍵詞 | 存款風險; 風險轉嫁; Deposit insurance; Risk-shifting; |
語 文 | 中文(Chinese) |
中文摘要 | 本文係利用Hovakimian and Kane所整合之Ronn and Verma(1986)與Saunders and Wilson(1995)之研究來探討資本管制對台灣之商業銀行的影響。實證結果發現:一、資本管制沒有提供風險抑制制約的效果。二、風險轉嫁誘因確實存在。三、當非存款負債視為次順位求償時,要保銀行會將風險轉嫁給中央存款保險公司。四、有問題的銀行,其風險轉嫁誘因較強烈。五、本文最後探討在1993年實施存款保險改革後的影響,結果發現這些改革雖使要保銀行風險轉嫁行為沒有發生,但其效果卻比1993年之前來得差。 |
英文摘要 | This study adopted Hovakimian and Kane model to investigate risk-shifting behavior among Taiwan's small and median banks during 1986 to 1998. The results of the empirical studies based on the sampled banks indicate the followings: 1. Capital requirements supplied no risk-restraining discipline. 2. Risk-shifting incentives do exist. 3. Assuming non-deposit debt is subordinated, we found risk-shifting incentives still exist. 4. Focus on the magnitude of incentives for risk-shifting at troubled banks, we found that troubled banks have strongest incentives to make risk-shifting. 5. After investigating the impact of the deposit-insurance reforms which phase-in began in 1993, we found the effect worse than that did before 1993, although the reforms eliminate risk-shifting incentives. |
本系統中英文摘要資訊取自各篇刊載內容。