淡江大學機構典藏:Item 987654321/93815
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 62797/95867 (66%)
造访人次 : 3733444      在线人数 : 290
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/987654321/93815


    题名: 公股銀行放款集中度對經營績效及逾放之影響分析
    其它题名: Effect of bank's loan concentration on business performance and non-performing loan
    作者: 劉雅鳳;Liu, Ya-Feng
    贡献者: 淡江大學財務金融學系碩士在職專班
    李沃牆;Lee, Wo-Chiang
    关键词: 放款集中度;縱橫迴歸模型;逾放比;經營績效;Loan concentration;Panel regression model;Non-performing loan ratio;Business Performance
    日期: 2013
    上传时间: 2014-01-23 13:32:55 (UTC+8)
    摘要: 本文的主要研究動機是探討國內八家公股行庫對3D1S產業放款集中度與經營績效、逾放比之關係。在實證研究上,本文首先求出八家公股行庫對3D1S產業之放款集中度,再利用縱橫迴歸模型探討3D1S產業放款集中度的高低對公股銀行經營績效的影響,最後應用縱橫迴歸模型探討3D1S產業放款集中度高低對公股銀行逾放比的關係。
    實證結果發現,3D1S產業放款集中度會影響銀行的經營績效及逾放比,且皆呈現顯著的正向關係,表示放款集中度確實有助於提升資產報酬率及淨值報酬率,收取大量的利息收入致銀行獲利能力愈好,然而放款集中在某些產業,造成信用風險集中度過高,導致逾放比相對也上升;備抵呆帳覆蓋率與銀行經營績效呈現顯著的正向關係,即銀行資產品質愈好,經營績效愈佳;存放比率對逾期放款率呈現顯著的正向關係,即放款比率愈高,發生不良債權的機會有可能愈大;資產規模與淨值報酬率、逾期放款率呈現顯著的正向關係,表示當銀行規模愈大,能夠貸放出去的金額相對較高,而收取利息的收入高致銀行獲利能力愈好,但相對的放款發生呆帳的機會愈高。
    The article try to explore the relationship between loan concentration and business performance, NPL of eight domestic public shares of banks that loan to 3D1S industry. In empirical study, I firstly obtained the loan concentration of eight banks to the 3D1S industry, then apply the panel regression model to discuss the relationship between loan concentration and business performance, NPL, respectively.
    The empirical results show that loan concentration of 3D1S industry has a positive significant affect on the bank''s business performance and the NPL ratio. This means that the loan concentration does help to improve return of asset (ROA) and return of equity (ROE) through receive a lot of interest income. However, the loan concentrated in certain industries will result a high credit risk concentration and relatively high NPL ratio.
    The allowances for bad debts and business performance shows a significant positive relationship. It implies that the better quality of bank assets, the better business performance.
    The loan-to-deposit Ratio and NPL ratio presents a significant positive relationship, which means that higher loan-to-deposit ratio, the chance of occurrence of non-performing loans may be greater. Whereas the scale of asset and return of equity (ROE), NPL also shows a significant positive relationship, which implies that when the scale of bank is larger, will has a relatively high amount of loan and interest income, respectively. It will causes a relatively higher chance of bad debt.
    显示于类别:[財務金融學系暨研究所] 學位論文

    文件中的档案:

    档案 大小格式浏览次数
    index.html0KbHTML270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