頁籤選單縮合
題 名 | 房地產貸款、資產規模與銀行風險承擔=Mortgage Loan, Asset Size and Bank Risk-Taking |
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作 者 | 楊文捷; 朱順和; 楊文捷; | 書刊名 | 澳門科技大學學報 |
卷 期 | 9:1 2015.06[民104.06] |
頁 次 | 頁44-54 |
分類號 | 562.29 |
關鍵詞 | 房地產貸款; 銀行資產規模; 銀行風險承擔; 面板數據模型; Mortgage loans; Bank size; Bank risk-taking; Panel data model; |
語 文 | 中文(Chinese) |
中文摘要 | 2008年次貸金融危機對中國的銀行經營風險影響不容忽視。近年來隨著銀行資產規模和房地產貸款規模不斷的擴增的影響,銀行風險承擔在不斷的增加。因此,本研究主要目的為探究資產規模和房地產貸款對銀行風險承擔的影響。本研究實證結果顯示:1.企業房地產貸款與總貸款比率與不良貸款率有顯著負相關關係;與風險性資產與總資產比率則有顯著正相關關係;2.個人住房貸款與總貸款比率與不良貸款率顯著負相關關係;3.銀行資產規模與不良貸款率有顯著正向相關關係。 |
英文摘要 | The sub-prime mortgage crisis of 2008 affecting the operation risk management of China's banks should not be ignored. Following a significant increase in the asset size and real estate loans, risk-taking of banks has continuously increased in recent years. Thus, the study aims to explore the impact of asset size and mortgage loans on the bank risk-taking. The empirical results of this study show that ratio of business real estate loans to total loans has a significantly negative relationship with the ratio of non-performing loans to total loans and positive relationship with ratio of risky assets to total assets. Secondly, ratio of personal mortgage loans to total loans has a significantly negative impact on the ratio of non-performing loans to total loans. Finally, bank assets size has a significantly positive relationship with the ratio of non-performing loans to total loans. |
本系統中英文摘要資訊取自各篇刊載內容。