English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 55208/89501 (62%)
造訪人次 : 10716792      線上人數 : 27
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/987654321/24406

    題名: Optimal bank loan rate and default risk in equity return under capital regulation and deposit insurance
    作者: Pao, Shih-heng;Yi, Min-li;Lin, Jyh-horng
    貢獻者: 淡江大學國際貿易學系暨國際企業研究所
    日期: 2005-01
    上傳時間: 2009-11-30 18:20:35 (UTC+8)
    出版者: New Delhi: TARU Publications
    摘要: This is a study that uses Merton’s (1974) option pricing model to value default measures for a bank and assess the effects of regulatory parameters on the bank’s equity return and default risk. We find that an increase in the capital-to-deposits ratio or in the deposit insurance premium results in a reduced the bank’s interest margin (and thus the bank’s equity return) under the negative elasticity effect. An increase in either regulatory parameter has a positive effect on the default risk in the bank’s equity return. Our findings provide alternative explanations for the theoretical argument concerning the bank interest margin and default risk in equity return under regulations.
    關聯: Journal of Statistics & Management Systems 8(3), pp.587-600
    DOI: 10.1080/09720510.2005.10701181
    顯示於類別:[國際企業學系暨研究所] 期刊論文


    檔案 大小格式瀏覽次數



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