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    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/987654321/24761


    题名: Bank risk and risk weights under risk-based capital standards
    作者: Chen, Chao-Liang
    贡献者: 淡江大學經濟學系
    关键词: 風險權數;風險;資本;穩定性;銀行風險;Risk Weight;Risk;Capital;Stability;Bank Risk
    日期: 1996-07
    上传时间: 2009-11-30 18:35:56 (UTC+8)
    摘要: This article empirically investigates whether the risk weights assigned according to the risk-based capital standards can be justified across sample banks in Taiwan and the stability of this risk relation over time. A market beta approach is adopted to construct the empirical model for the relation between bank risk and the asset categories to estimate the relative risk weights. Our empirical results do not support for the relative ranking of assigned risk weights. However, we cannot reject the stability of the relationship between bank risk and asset categories over the sample years.
    關聯: Proceedings of 1996 APFA/PACAP Finance Conference CFA Annual Meetings Volume II, pp.[41]1-12
    显示于类别:[經濟學系暨研究所] 會議論文

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