頁籤選單縮合
題 名 | 銀行跨業兼營保險之模擬分析=A Simulation Study on the Entrance of Banks into the Insurance Industries |
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作 者 | 蔡政憲; 王為倩; | 書刊名 | 風險管理學報 |
卷 期 | 3:1 2001.05[民90.05] |
頁 次 | 頁71-97 |
分類號 | 562.29 |
關鍵詞 | 銀行; 壽險; 產險; 金融整合; 金融合併; Bank; Life insurer; Property-casualty insurer; Financial integration; Hypothetical merger; |
語 文 | 中文(Chinese) |
中文摘要 | 本研究以模擬合併的方法,以銀行與保險公司的歷史資料,分析銀行跨業兼營保險可能的風險與獲利性。我們發現以股價資料及產業資料所模擬出來的結果,相當支持銀行兼營保險:獲利性會增加,標準差會降低,每單位風險的報酬率也會升高,更重要的是破產機率會降低。此外,若要有最大的整合效益,適當比例的產險業務是不可或缺的。以公司的會計資料所做出來的結果,也發現保險業務,尤其是產險業務,會降低銀行的破產機率。 |
英文摘要 | We use hypothetical mergers between banks and insurance companies to analyze the "would be" risks and returns of bancassurance in Taiwan. The mergers using the stock price data and industry-level data show that the insurance business would have increased the returns of banks, and decreased the bank risks as a whole Furthermore, appropriate portion of business in the property-liability insurance is indispensable to achieve the optimal integration. The results using companies accounting data also show that the business of insurance, especially the property-liability insurance, would have decreased the bankruptcy probability of banks. |
本系統中英文摘要資訊取自各篇刊載內容。