淡江大學機構典藏:Item 987654321/20661
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 62797/95867 (66%)
造访人次 : 3737831      在线人数 : 469
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/987654321/20661


    题名: Loan portfolio swaps under capital regulation and deposit insurance: A bilateral pricing approach
    作者: 林志娟;Lin, Jyh-jiuan;Lin, Jyh-horng
    贡献者: 淡江大學統計學系
    关键词: loan portfolio swap;loan-rate setting;capital regulation;deposit
    日期: 2005-01
    上传时间: 2009-11-30 12:55:42 (UTC+8)
    出版者: Beograd:Ekonomski institut
    摘要: Using a bilateral approach, we document a loan portfolio swap for lending management. This swap provides insurance against credit-related losses through diversification. We find that the bank’s optimal non-swap-performing (swap-performing) loan rate is negatively (positively) related to its credit improvement, to its counterparty’s credit deterioration, to the capital-to-deposits ratio, and to the deposit insurance premium under strategic substitutes if the bank is sufficiently powerful in the two loan markets. The most obvious application of our result is to the theory of how a bank should select a lending portfolio to compete. The strategic effect on one lending market in another market must be considered. Our findings provide alternative explanations for loan portfolio swap transactions concerning bank loan-rate-setting behavior and regulation.
    關聯: Industrija 33(1), pp.29-44
    显示于类别:[國際企業學系暨研究所] 期刊論文
    [統計學系暨研究所] 期刊論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    index.html0KbHTML150检视/开启
    Loan portfolio swaps under capital regulation and deposit insurance A bilateral pricing approach.pdf127KbAdobe PDF1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