淡江大學機構典藏:Item 987654321/19123
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 62797/95867 (66%)
造访人次 : 3731677      在线人数 : 638
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: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/19123


    题名: Miltor Transactions Under Capital Regulation and Deposit Insurance
    作者: 林志鴻;Lin, Jyh-horng;許英傑;Hsu, Yin-chieh
    贡献者: 淡江大學國際貿易學系暨國際企業研究所
    日期: 2002-03-01
    上传时间: 2009-10-22 15:39:10 (UTC+8)
    出版者: India:University of Allahabad
    摘要: We use an option-based valuation to examine mirror transactions of loan portfolio swaps between a parent bank and its structured derivative product company (DPC). The transactions are governed by capital regulation and deposit insurance. We model the risk premium compensation on the parent bank's loan portfolio swaps that reflect the magnitude of potential default risk of its structured DPC. We show that under strategic complements, the parent's optimal non-swap-performing and swap-performing loan rates are a decreasing function of the defaulting of the DPC's collateral and capital-to-deposits ratio, and an increasing function of the DPC's customer bank's loan rate and deposit insurance premium.
    關聯: Indian Journal of Economics 83(331), pp.489-502
    显示于类别:[國際企業學系暨研究所] 期刊論文

    文件中的档案:

    档案 大小格式浏览次数
    0KbUnknown378检视/开启

    在機構典藏中所有的数据项都受到原著作权保护.

    TAIR相关文章

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