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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/20076


    Title: Optimal Bank Interest Margin, Capital Regulation and Deposit Insurance under a Cap Valuation
    Authors: 林志鴻;Lin, Jyh-hong;李培齊;Lii, Peirchyi;張純萍;Chang, Chuen-ping
    Contributors: 淡江大學經營決策學系
    Date: 2005-07-01
    Issue Date: 2009-11-30 12:32:42 (UTC+8)
    Publisher: India : University of Allahabad
    Abstract: 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.
    Relation: Indian Journal of Economics 86(340), pp.35-48
    Appears in Collections:[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

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