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    Title: 在資本管制下, 部分國營化對銀行權益報酬違約風險之探討
    Other Titles: Bank interest margin and equity default risk under partial nationalization and capital regulation
    Authors: 林暐純;Lin, Wei-Tsun
    Contributors: 淡江大學國際企業學系碩士班
    林志鴻;Lin, Jyh-Horng
    Keywords: 部分國營化;結構性變化;資本管制;權益報酬違約風險;Partial Nationalization;Structural change;Capital Regulation;Equity Default Risk
    Date: 2011
    Issue Date: 2011-12-28 17:48:43 (UTC+8)
    Abstract: 2008年全球金融風暴下,政府為穩定全球金融經濟與秩序,透過許多因應措施遏止金融海嘯的蔓延。而本論文主要探討議題:在資本管制下,政府援助問題銀行,當政府入股與直接干預經營管理不良銀行,造成銀行內部結構性發生變化時,藉由銀行利差決策行為進一步得知,政府政策對銀行權益報酬與違約風險機率的相關性。
    本論文透過理論模型得出研究結果,發現問題銀行部分國營化程度越高,銀行的權益報酬與權益報酬違約風險也隨之增加。此原因係因為政府將問題銀行的問題資產,利用股權交換方式來調整其資產組合,並藉由干預放款利率的制定行為,提升銀行的資產品質與財務結構,因此該政策效果針對問題銀行能突顯出有效性。但面對嚴謹的資本管制之下,銀行需要更多資本存款時,其放款能力減弱,銀行為追求穩定報酬,反而調降利率增加更多放款數量,此時銀行廠商權益報酬不但減少,面對的權益報酬違約風險機率亦隨之增加,則此政策效果卻無法達到穩定金融秩序之目標。
    During the global financial crisis, the government in orders to stabilizes the global financial and economics, politicians powering taxpayer’s money into ailing banks and demanding that the cash be lent at home. In this paper, our purpose is understanding under capital regulation, the impact of political interference relate to bank nationalization on equity capital and default risk caused by structural changes in lending activities.
    This paper researches to find, an increase degree of bank partial nationalization reflected by structural changes increases the bank’s interest margin and its associated with default risk. This reason is that government using shares exchange to troubled assets of banks and adjusts equity portfolio, enhance the bank’s asset quality and financial structure by political interference, and the policy effects of the ailing banks have emerged the effectiveness. Beside, an increases in bank capital requirement results in reduced interest margin and increased default risk in equity return, so it indicates that policy has failed to achieve the goal of financial stability.
    Appears in Collections:[國際企業學系暨研究所] 學位論文

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