English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 56566/90363 (63%)
造访人次 : 11871706      在线人数 : 63
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻


    jsp.display-item.identifier=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/987654321/67377


    题名: Modeling Bank Interest Margin and Loan Quality under the Troubled Asset Relief Program: An Option-Pricing Approach
    作者: Lin, Jyh-horng;Lin Jyh-jiuan;Huang Pai-chou
    贡献者: 淡江大學國際企業學系;淡江大學統計學系
    关键词: Troubled Asset Relief Program;Bank Interest Margin;Loan Quality
    日期: 2010-11
    上传时间: 2011-10-22 23:46:54 (UTC+8)
    出版者: Zographou: World Scientific and Engineering Academy and Society (W S E A S)
    摘要: The troubled assets on U.S. banks books could grow to as much as $5 trillion, one Goldman Sachs analyst estimates [10]. Will setting up the Troubled Asset Relief Program (TARP) be good move for bank loan quality? The answer is yes. In an option-pricing model where the bank book value of loans is above its market price, an increase in loan amount sold, exactly what the TARP is meant to target, increases the bank interest margin. The gap where carrying value is above market price is shrinking by decreasing the risky loans held by the bank and thus the bank loan portfolio quality is improved.
    關聯: WSEAS Transactions on Circuits and Systems 9(11), pp.689-699
    显示于类别:[統計學系暨研究所] 期刊論文
    [國際企業學系暨研究所] 期刊論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    1109-2734_9(11)p689-699.pdf730KbAdobe PDF178检视/开启
    index.html0KbHTML28检视/开启
    Modeling Bank Interest Margin and Loan Quality under the Troubled Asset Relief Program An Option-Pricing Approach.pdf730KbAdobe PDF0检视/开启

    在機構典藏中所有的数据项都受到原著作权保护.

    TAIR相关文章

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