淡江大學機構典藏:Item 987654321/114045
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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/114045


    Title: 經濟政策不確定對不良貸款影響分析
    Other Titles: The impact of economic policy uncertainty on non-performing loans
    Authors: 林美芬;Lin, Mei-Fen
    Contributors: 淡江大學財務金融學系碩士在職專班
    邱建良;Chiu, Chien-Liang
    Keywords: Crisis;Economic Policy Uncertainty;Non-Performing Loans;不良貸款;金融危機;經濟政策不確定性
    Date: 2017
    Issue Date: 2018-08-03 14:39:52 (UTC+8)
    Abstract: 不良貸款為衡量銀行業極為重要的指標，從2008年全球的金融危機發生，對整體經濟和金融體系造成破壞性影響，證明了經濟政策不確定性對金融體系的影響性甚大。本文以2000年至2015年中國大陸金融機構之不良貸款資料進行探討經濟政策不確定對不良貸款影響。本文實證結果證明，經濟政策不確定性指數變動率越大，不良貸款率越高。因此透過關注EPU指數的波動變化，使各國金融監管機構能即時掌握金融市場，作為制定政策的參考。金融業受到金融危機的不利打擊，影響獲利及風險控管，本文也證實在金融危機發生時，加劇了經濟政策不確定對不良貸款率變動的影響。最後，本文也證明透過監管措施資本體質較佳的銀行，能避免系統性風險影響金融市場穩定，能抵減經濟政策不確定對不良貸款率增長的影響。
    Non-performing Loans (NPLs) is an essential indicator for evaluating the banking industry. The 2008 global financial crisis devastated the macroeconomics and the overall financial system, evidencing the massive influence of Economic Policy Uncertainty (EPU) on the financial system. This thesis employs the Non-performing Loan data of financial institutes in China from 2000 to 2015 to examine the effect of EPU on NPLs. Empirical results reveal that high EPU index volatility elevates rates of NPLs. By observing volatility in the EPU index, financial supervisory authorities of each country can gain real-time insight into financial markets and thus formulate relevant policies. Financial crises not only negatively influence earnings and risk control, but it also, as evidenced by this thesis, enhance the effect of EPU on non-performing loan rates. This thesis also verifies that banks can adopt capital supervisory measures to avoid the systematic risks from influencing the stability of financial markets, thereby mitigating the effect of EPU on the growth of NPLs rates.
    Appears in Collections:[Graduate Institute & Department of Banking and Finance] Thesis

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