淡江大學機構典藏:Item 987654321/79685
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 62805/95882 (66%)
造访人次 : 3926615      在线人数 : 742
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: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/79685


    题名: Optimal Bank Interest Margin under Capital Regulation: Equity Return Maximization V.S. Equity Risk Minimization
    作者: Tsai, Jeng-Yan;Hung, Wei-Ming;Jou, Resomary
    贡献者: 淡江大學國際企業學系
    2013-01-18
    关键词: Bank interest margin;capital regulation;equity return maximization;equity risk minimization
    日期: 2012-11-07
    上传时间: 2013-01-08 22:43:18 (UTC+8)
    出版者: New Yourk: Academic Journals Inc.
    摘要: This paper examines the effects of capital regulation on the optimal bank interest margin with two related bank objectives of option-based equity return maximization and equity risk minimization. We find that an increase in the capital-to-deposits ratio decreases the optimal interest margin under the equity return maximization, but increases the margin under the equity risk minimization. The proposed Basel system as such enables the bank to be more prone to loan risk when the objective is the equity return maximization, thereby adversely affecting the stability of the banking system, but to be less prone to loan when the objective is the equity risk minimization, thereby substantially contributing the stability. As a consequence, we argue that the effect of capital requirements on the safety of the banking system depends on the selection of the alternative objectives by banks, contributing to the literature's conflicting conclusions about capital regulation's effects on bank behavior.
    關聯: African Journal of Business Management 6(44), pp.10791-10798
    DOI: 10.5897/AJBM12.939
    显示于类别:[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
    index.html0KbHTML128检视/开启
    index.html0KbHTML106检视/开启
    Optimal Bank Interest Margin under Capital Regulation Equity Return Maximization V.S. Equity Risk Minimization.pdf279KbAdobe PDF1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