English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 56568/90363 (63%)
造訪人次 : 11873946      線上人數 : 75
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/987654321/31445

    題名: 銀行業授信資產品質與經營績效之關聯 : 應用縱橫平滑移轉模型
    其他題名: The relationship between quality of credit asset and operation performance for banks : by using panel smooth transition regression
    作者: 林育宏;Lin, Yu-hong
    貢獻者: 淡江大學財務金融學系碩士在職專班
    聶建中;Neih, Chien-chung
    關鍵詞: 縱橫平滑移轉迴歸模型;縱橫平滑移轉效果;銀行授信資產品質;銀行經營績效;逾期放款比率;panel smooth transition regression models;panel smooth transition effect;credit extension on asset quality;banking operation performance;overdue loan ratio
    日期: 2009
    上傳時間: 2010-01-11 00:42:22 (UTC+8)
    摘要: 本研究探討我國銀行業授信資產品質與經營績效之縱橫平滑移轉效果,運用Gonza’lez, Teräsvirta and Dijk(2004, 2005)之縱橫平滑移轉迴歸模型,驗證銀行授信資產品質對經營績效是否存在縱橫平滑移轉效果。並進一步對銀行經營績效受控制變數之影響進行評估與衡量。
    This study is to investigate the panel smooth transition effect associated with quality of asset credit extension and operating performance of banks in our country. Utilizing the panel smooth transition regression model developed by Gonza’lez, Teräsvirta and Dijk (2004-2005), we test whether the quality of banking credit extension can cause panel smooth transition effect on management performance. We further extend the model strategy for evaluating effects of the controlling variables on bank operating performance.
    The results showed that a transition period is generated when the overdue loan ratio falls between 3.233% and 2.939%. Therefore, overdue loan ratio does affect earning per share (EPS) and return on equity (ROE) of banks, and reveal the characteristic of panel smooth transition effect.
    We also examine the influence of controlling variables on banking performance. For the banks with lower overdue loan ratio, higher covering rate results in reduction of EPS and ROE. On the contrary, expanding business or capital estate scale leads to the opposite consequences.
    For the banks with higher overdue loan ratio, the higher equity growth rate or D/A is, the better performance (evaluated by EPS and ROE) they have. This reflects why the banks running at high loan risk and high financial leverage can still promote their EPS and ROE.
    Regardless of high or low overdue loan ratio, banks with greater asset scale perform unsuccessfully in terms of EPS and ROE. This result conforms to the current situation of banking industry in our country. Therefore, our studies suggest that administration authority and bank managers adopt appropriate control machinery or operating strategies according to different overdue loan ratios, in order to come up with the best policy.
    顯示於類別:[財務金融學系暨研究所] 學位論文


    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