English  |  正體中文  |  简体中文  |  Items with full text/Total items : 51483/86598 (59%)
Visitors : 8246795      Online Users : 93
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/31770

    Title: 新巴塞爾資本協定對銀行資產證券化之衝擊
    Other Titles: The impact of the new basel capital accord on bank's securitization
    Authors: 蔡智遠;Tsai, Chih-yuan
    Contributors: 淡江大學財務金融學系碩士在職專班
    陳達新;Chen, Dar-hsin
    Keywords: 新巴塞爾資本協定;資產證券化;標準法;內部評等法;New Basel Capital Accord;securitization;standardized approach;internal ratings-based approach (IRB approach)
    Date: 2006
    Issue Date: 2010-01-11 01:14:38 (UTC+8)
    Abstract: 本研究討論新舊巴塞爾資本協定對資產證券之規範,及其對銀行資產證券化之動機及投資證券化商品所必須面臨之課題。
    The paper aims to discuss the regulation of securitization in Basel I and Basel II Capital Accord and its impact on the banks’ motivation to securitize their assets. The problems and situations that the banks face when securitizing products are also discussed.
    Basel II emphasizes the importance of securitization and discusses new regulations in the separate chapter which are absent in Basel I. The above difference would have impact on banks’ investments. Under Basel II, the New Capital Accord may increase the capital charge expense which would motivate the originating banks to alter their financial statements. Meanwhile, the New Capital Accord also sets up stricter regulations in the preparation of off-balance sheet items.
    In addition, under the New Capital Accord, the credit ratings of securitization would directly affect the capital charge expense. In General, the banks which adopt internal ratings-based approach (IRB approach in short) would have higher credit ratings and thus enjoy less capital charge expense than those who adopt the standardized approach. This shows that the IRB approach is more sensitive to the ratings of securitization products.
    In the final chapter of the essay, the impact of implementing New Capital Accord on Taiwan’s securitization market is discussed, and suggestions are made to the banks in Taiwan which securitize their assets.
    Appears in Collections:[財務金融學系暨研究所] 學位論文

    Files in This Item:

    File SizeFormat

    All items in 機構典藏 are protected by copyright, with all rights reserved.

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