南華大學機構典藏系統:Item 987654321/6467
English  |  正體中文  |  简体中文  |  Items with full text/Total items : 18278/19583 (93%)
Visitors : 915168      Online Users : 993
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU 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
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: http://nhuir.nhu.edu.tw/handle/987654321/6467


    Title: 台灣銀行業存款保險費率、資本寬容與金檢頻率之研究
    Other Titles: A Study of deposit Insurance Pricing, forbearance and Examination Schedules in Taiwan Banking Industry
    Authors: 巫春洲;周恆志
    Keywords: 存款保險
    隨機利率
    資本寬容
    金檢頻率
    Date: 2008-06-01
    Issue Date: 2010-12-21 16:38:43 (UTC+8)
    Publisher: 南華大學企業管理系管理科學碩士班
    Abstract: 本文在Merton (1977)選擇權評價法的架構下，加入Vasicek (1977)隨機利率行程，並引用Duan (1994，2000)的最大概似估計法(MLE)來估計台灣銀行業的存保費率。我們發現實際的存保費率遠低於理論費率，顯示中央存保公司在存款保險費率方面補貼銀行。其次本文發現台灣銀行業的存保契約中所隱含的資本寬容率相對較低，這個結果可以解釋為何台灣之金融機構發生破產清算的處分頻次並不高。最後，本文發現台灣銀行業現行存保契約中所對應的定期金融檢查頻率遠低於每半年一次。換言之，若要維持現行偏低的保費制度下，中央存保公司應該增加對銀行的定期金檢頻率。
    Relation: 管理科學研究
    5卷1期
    Appears in Collections:[The Journals of Nanhua University ] Management Sciences Research
    [Department of Business Administration, Master/Ph.D Program in Management Sciences] Management Sciences Research

    Files in This Item:

    File Description SizeFormat
    3092050103.pdf237KbAdobe PDF1224View/Open
    index.html0KbHTML541View/Open


    All items in NHUIR are protected by copyright, with all rights reserved.

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