Cross-Border Lending, Government Capital Injection, and Bank Performance

淡江大學機構典藏 > 商管學院 > 國際企業學系暨研究所 > 期刊論文 > Item 987654321/117967

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题名:	Cross-Border Lending, Government Capital Injection, and Bank Performance
作者:	Lin, Jyh-Horng;Lii, Pei-Chi;Huang, Fu-Wei;Chen, Shi
关键词:	cross-border lending;bank interest margin;government capital injection;barrier option
日期:	2019-04-09
上传时间:	2020-01-07 12:10:40 (UTC+8)
摘要:	In this paper, we develop a contingent claim model to examine the optimal bank interest margin, i.e., the spread between the domestic loan rate and the deposit market rate of an international bank in distress. The framework is used to evaluate the cross-border lending eciency for a bank that participates in a government capital injection program, a government intervention used in response to the 2008 financial crisis. This paper suggests that government capital injection is an appropriate way to recapitalize the distressed bank, enhancing the bank interest margin and survival probability. Nevertheless, the government capital injection lacks eciency when the bank’s cross-border lending is high. Stringent capital regulation, suggested to prevent future crises by literature, leads to superior lending eciency when the government capital injection is low.
關聯:	International Journal of Financial Studies 7(2), 21
DOI:	10.3390/ijfs7020021
显示于类别:	[國際企業學系暨研究所] 期刊論文

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