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    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/987654321/24761

    題名: Bank risk and risk weights under risk-based capital standards
    作者: Chen, Chao-Liang
    貢獻者: 淡江大學經濟學系
    關鍵詞: 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
    上傳時間: 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
    顯示於類別:[經濟學系暨研究所] 會議論文





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