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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/32493


    Title: 銀行資本與銀行放款
    Other Titles: Bank capital and bank lending
    Authors: 黃書智;Huang, Shu-chih
    Contributors: 淡江大學經濟學系碩士班
    林淑琴;Lin, Shu-chin
    Keywords: 銀行資本;銀行放款;資訊不對稱;固定效果模型;隨機效果模型;共同最小平方法;巴塞爾;Bank Capital;Bank Lending;Information Asymmetric;Fixed Effect Model;Random Effect Model;Pooled OLS Model;Basel
    Date: 2006
    Issue Date: 2010-01-11 02:14:00 (UTC+8)
    Abstract: 本文從訊息不對稱的觀點切入,探討銀行資本對銀行放款的影響。以銀行資本比率與資產規模衡量銀行與客戶之間訊息不對稱的程度,將銀行依其所屬國分為低、中、高資本比率與低、中、高資產規模等六個組別,試圖以此差異證明當銀行面臨景氣負面衝擊或巴塞爾資本協定規範時,其放款會因其訊息不對稱的程度而有不同的表現。使用49國共3,544家銀行、樣本期間為1996至2003共八年的縱橫資料,並以固定效果模型、隨機效果模型、共同最小平方法估計並實證之。實證結果顯示,若銀行資本比率越高或資產越大,則資本減少對該銀行放款造成的衝擊越小;銀行資本比率越低或資產越小,則資本減少對該銀行放款造成的衝擊越大,證明越高的資本比率或資產規模越大確實降低了銀行資訊不對稱的問題,故銀行面臨資本比率規範或負面的景氣衝擊時所受的影響越小。因此,若一國國內的銀行特色為低資本比率或資產規模偏低,則景氣波動將對該國的銀行放款產生較大的衝擊,不利該國的經濟發展,為避免或降低此負面衝擊,該國政府應致力於健全國內銀行的體質,提高最低資本適足率資的要求或提供誘因促使銀行持有較高的流動性資產比例,有鑑於此,提供一完善且具有效率的貨幣市場將是政府另一施政目標。
    This study investigates the relationships between bank capital and bank lending, and how these relationships vary with the degree of information asymmetry.

    Applying to a panel of 3,544 banks in 49 countries of the period 1996~2003. Our results shows
    that:
    1. The response of bank lending tends to be stronger
    for banks with less capital ratios when facing
    adverse capital shocks.

    2. Using the bank capital ratio as a measure of the
    country’s degree of information asymmetry,
    the effect of capital loss on bank lending tends to
    be greater for banks with less capital ratio.

    3. Similarly, when using bank assets size ratio as a
    measure of the country’s degree of information
    asymmetry, the effect of capital loss on bank
    lending tends to be greater for small banks.
    Appears in Collections:[經濟學系暨研究所] 學位論文

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