English  |  正體中文  |  简体中文  |  Items with full text/Total items : 56570/90363 (63%)
Visitors : 11884059      Online Users : 73
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/91626

    Title: A note on bank default risk under government capital injection coinciding with high future loss expectation
    Authors: Lin, Jyh-horng;Chang, Chuen-Ping;Lin, Hsiao-Ning
    Contributors: 淡江大學國際企業學系
    Keywords: government capital injection;adverse signal;interest margin;bank failure;barrier
    Date: 2013-07-08
    Issue Date: 2013-07-22 14:00:26 (UTC+8)
    Publisher: Abingdon: Routledge
    Abstract: This article proposes a framework for bank default risk measure under government capital injection explicitly coinciding with an adverse signal that a rescued bank is expected to have significant future losses. A bank facing a serious problem of early closure may have a strong incentive to participate in a government assistance programme. Recipients of government capital injections are encouraged to make additional loans at a reduced margin, and then increase the default risk in the bank's equity returns. These results may be due to the conflicting goals of the government's capital injection programme for bank recapitalization and bank lending.
    Relation: Applied Economics Letters 20(15), pp.1368-1373
    DOI: 10.1080/13504851.2013.810326
    Appears in Collections:[國際企業學系暨研究所] 期刊論文

    Files in This Item:

    File Description SizeFormat
    A note on bank default risk under government capital injection coinciding with high future loss expectation.pdf222KbAdobe PDF0View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.

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