English  |  正體中文  |  简体中文  |  Items with full text/Total items : 51931/87076 (60%)
Visitors : 8475815      Online Users : 76
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/105162

    Title: Bank default risk in a cap option framework : human resource versus information technology management in delivery channels
    Other Titles: 零售金融服務技術選擇與違約風險 : 上限選擇權評價模式分析
    Authors: 黃玫樺;Huang, Mei-Hua
    Contributors: 淡江大學國際企業學系碩士班
    Keywords: 違約風險;零售金融服務;上限選擇權;零售銀行;default risk;Delivery channel;Cap options;Retail banking
    Date: 2015
    Issue Date: 2016-01-22 14:49:16 (UTC+8)
    Abstract: 權益報酬評價之上限選擇權理論適用於零售銀行金融服務技術選擇之或有請求權,特別著重在人力資本管理(保守型技術)相對於資訊科技管理(先進型技術)的部分。本篇論文試圖證明增加保守型技術相對於先進型技術會使銀行利差與銀行權益報酬的違約風險增加。以及當銀行貸款風險增加時,增加保守型技術相對於先進型技術會擴大銀行利差增加的程度以及縮小銀行違約風險增加的程度。本論文最後得到的結論是在金融環境不穩定的狀態下,於零售金融服務中投入人力資本有助於增加銀行的獲利能力以及零售銀行業務的穩定性。
    The cap options theory of corporate security valuation is applied to the contingent claims of a retail bank with delivery channel choices, particularly focusing on human capital management (a backward technology) relative to information technology management (an advanced technology). We show that an increase in the degree of a backward technology relative to an advanced technology increases bank interest margin and the default risk in the bank’s equity return. When the loan risk is increased, the positive impact on profitability increases but the positive impact on default risk decreases. We conclude that human capital investment in delivery channels contributes bank profitability and stability in retail banking activities in a turmoil state.
    Appears in Collections:[國際企業學系暨研究所] 學位論文

    Files in This Item:

    File Description SizeFormat

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback