English  |  正體中文  |  简体中文  |  Items with full text/Total items : 55176/89445 (62%)
Visitors : 10658993      Online Users : 15
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/987654321/116974


    Title: Optimal Bank Interest Margin Under Capital Regulation: Regret Aversion and Shadow Banking
    Authors: Li, Xuelian;Lin, Jyh-Horng;Huang, Fu-Wei
    Keywords: Regret;shadow banking;bank interest margin;capital regulation
    Date: 2019-06
    Issue Date: 2019-09-13 12:10:18 (UTC+8)
    Publisher: IJIMS
    Abstract: 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.
    Relation: International Journal of Information and Management Sciences 30(2),頁169 - 184
    DOI: 10.6186%2fIJIMS.201906_30(2).0005
    Appears in Collections:[Graduate Institute & Department of International Business] Journal Article

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML20View/Open
    Optimal Bank Interest Margin Under Capital Regulation Regret Aversion and Shadow Banking.pdf208KbAdobe PDF0View/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