English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 49200/83641 (59%)
造訪人次 : 7096953      線上人數 : 40
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    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/987654321/20076


    題名: Optimal Bank Interest Margin, Capital Regulation and Deposit Insurance under a Cap Valuation
    作者: 林志鴻;Lin, Jyh-hong;李培齊;Lii, Peirchyi;張純萍;Chang, Chuen-ping
    貢獻者: 淡江大學經營決策學系
    日期: 2005-07-01
    上傳時間: 2009-11-30 12:32:42 (UTC+8)
    出版者: India : University of Allahabad
    摘要: This paper derives the bank’s optimal interest margin and relates it to the regulatory parameters under a cap valuation. This valuation helps the bank handle the volatilities so characteristic of lending markets. We find that the bank's interest margin is an increasing (decreasing) function of the capital-to-deposits ratio, the deposit insurance premium, and the actual number of days during the cap period if both the bank's marginal equity effect and the risk effect are positive (negative). The bank's optimal interest margin is an increasing (decreasing) function of the strike price if its marginal equity with expiration at the end of the period is negative (positive). Our findings demonstrate the important effects that regulatory parameters and cap pricing have on the bank's optimal interest margin.
    關聯: Indian Journal of Economics 86(340), pp.35-48
    顯示於類別:[管理科學學系暨研究所] 期刊論文
    [國際企業學系暨研究所] 期刊論文

    文件中的檔案:

    沒有與此文件相關的檔案.

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

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