English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 55023/89277 (62%)
造访人次 : 10604497      在线人数 : 19
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻

    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/116974

    题名: Optimal Bank Interest Margin Under Capital Regulation: Regret Aversion and Shadow Banking
    作者: Li, Xuelian;Lin, Jyh-Horng;Huang, Fu-Wei
    关键词: Regret;shadow banking;bank interest margin;capital regulation
    日期: 2019-06
    上传时间: 2019-09-13 12:10:18 (UTC+8)
    出版者: IJIMS
    摘要: This paper takes a contingent claim approach to the market valuation of a banking firm's equity. A model is presented that explicitly takes into account the following: (i) the bank is regret-averse; (ii) the earning-asset portfolio of the bank includes regular banking loans, default-free liquid assets, and shadow banking wealth management products; and (iii) imposing heightened capital requirements on the bank emerges. We argue that it may not be regretful for the bank to conduct the WMPs, implying that these activities have been increasing over time. Increases in WMPs or capital requirements decrease the bank interest margin, which makes the bank more prone to loan risk-taking, thereby adversely affecting banking stability.
    關聯: International Journal of Information and Management Sciences 30(2),頁169 - 184
    DOI: 10.6186%2fIJIMS.201906_30(2).0005
    显示于类别:[國際企業學系暨研究所] 期刊論文


    档案 描述 大小格式浏览次数
    Optimal Bank Interest Margin Under Capital Regulation Regret Aversion and Shadow Banking.pdf208KbAdobe PDF0检视/开启



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