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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/87266

    Title: 政府資金挹入與購買不良資產方案對銀行權益報酬違約風險機率影響之探討
    Other Titles: Default risk in bank equity returns under capital injections and distressed asset purchases by government
    Authors: 吳姵賢;Wu, Pei-Shian
    Contributors: 淡江大學國際企業學系碩士班
    林志鴻;Lin, Jyh-Horng
    Keywords: 違約風險;利差;政府援助;default risk;Interest margin;Bailout
    Date: 2012
    Issue Date: 2013-04-13 10:54:24 (UTC+8)
    Abstract: 由2007次級房貸到2009年的金融危機,導致全球金融機構陷入流動性不足與信用緊縮之困境。美國推動不良資產援助方案(Troubled Asset Relief Program; TARP)以援救瀕臨崩潰的金融體系。各方學者則對於TARP抱持不同的見解,認為TARP未能有效降低銀行承擔之風險。本研究以金融危機為背景,以銀行權益報酬之角度切入,觀察政府對銀行進行援助之方式對銀行廠商權益報酬違約風險機率是否有直接幫助,進而穩定整體經濟環境。
    The subprime mortgage in 2007 and the financial crisis of 2009 caused global financial institutions into a lack of liquidity and credit crunch. The United States promotes the Troubled Asset Relief Program (TARP) in order to save the financial system which is close to collapse. However, many of researchers have different point of views about TARP that they believe TARP does not reduce the risks effectively for the banks. This study based on the financial crisis as the background, the perspective of banks’ equity returns, and observations of government assistance to default risk in bank equity returns are directly and effectively helpful.

    The results of this study: The policy (TARP) includes: buying distress assets from banks by exchequer bill and increasing direct capital injection. Though optimal loan rate and mortgage rate adjustment, both way can effectively decrease the default risk in Bank equity returns. According to the results of this study, indicate the policy can solve the problem that institutions lack of liquidity and credit crunch, and effectively stable the financial environment.
    Appears in Collections:[國際企業學系暨研究所] 學位論文

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