English  |  正體中文  |  简体中文  |  Items with full text/Total items : 51258/86283 (59%)
Visitors : 8031826      Online Users : 66
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/987654321/110728


    Title: 發行次順位金融債對銀行體質之影響
    Other Titles: The empirical research of the correlation between subordinated debt issuance and issuing bank capital structure in Taiwan
    Authors: 黃品勻;Huang, Pin-Yun
    Contributors: 淡江大學財務金融學系碩士在職專班
    林允永
    Keywords: 銀行次順位金融債;發行;事件研究;新巴賽爾協定;三因子;累積平均異常報酬;Debt;Issue;Insider;Event Study;Abnormal Returns;Basel Ⅱ;three factor model;Cumulative Average Abnormal Return Subordinated
    Date: 2016
    Issue Date: 2017-08-24 23:34:28 (UTC+8)
    Abstract: 目前銀行發行次順位金融債,以降低銀行放款風險,然而發行後對銀行體質是否改善?
    所以本文以銀行發行次順位金融債之基本發行條件、相關法令與市場實務現況為出發點,嘗試選出適當變數及模型,挑選十家本土銀行為樣本,來探討樣本銀行與發行次順位金融債間的關聯性,對該發行銀行是否存在短期的影響?如確實改善銀行體質,短期影響效果如何?再者,以發行次順位金融債之多項特徵變數(發行條件和發行期間)進行三因子及累積平均異常報酬分析的實證,找出可以解釋影響銀行體質之因素。
    Banks issue subordinated debt in order to reduce lending risk, however, is there any significant improvement in banks’ capital structure after the issuance?
    We select 10 local banks in Taiwan as sampling and use Fama-French 3-factor model and Cumulative Average Abnormal Return to evaluate the short-term effect in stock return.
    After that, the purpose of this study is to provide a comprehensively empirical review on the local regulatory, issuing condition, banks’ capital structure and asset quality and try to find out the correlation among each factor as aforementioned.
    Appears in Collections:[財務金融學系暨研究所] 學位論文

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML6View/Open

    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