A note on bank default risk and delivery channel strategy under deposit insurance fund protection

機構典藏 > College of Business and Management > Graduate Institute & Department of International Business > Thesis > Item 987654321/105133

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Title:	A note on bank default risk and delivery channel strategy under deposit insurance fund protection
Other Titles:	存款保險基金保護政策下銀行技術選擇與違約風險的關係
Authors:	葛培勤;Keh, Kevin P.
Contributors:	淡江大學國際企業學系碩士班林志鴻;賴錦璋
Keywords:	障礙選擇權;美國聯邦存款保險公司;零售金融服務;Barrier Option;FDIC;Delivery channel choice
Date:	2015
Issue Date:	2016-01-22 14:48:36 (UTC+8)
Abstract:	在金融環境不穩定的狀態下,相對科技成本,銀行增加對人力資源的投資使零售銀行減少違約風險並增加銀行利差。增加監管障礙導致的銀行權益報酬轉移至聯邦存款保險公司增強了上述增加人力資源的投資對兩項影響的關係。人力資源的投資在存款保險基金政策的保護下,使銀行在面對風險承擔的決策上更為謹慎,增加金融環境的穩定性。 Increasing investment in human resource relative to information technology system in retail banking delivery channels increases the optimal bank interest margin and decreases the default risk in the bank’s equity returns during a financial crisis. Raising the regulatory barrier inducing a wealth transfer from shareholders to the Federal Deposit Insurance Corporation reinforces both the effects above. Human resource investment with regulatory deposit insurance fund protection as such make the distressed bank more prudent to risk-taking, thereby contributing to the stability of the banking system.
Appears in Collections:	[Graduate Institute & Department of International Business] Thesis

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