Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/24160
標題: 巴塞爾協定將市場風險列入資本適足率計提後對國內的銀行經營績效之比較
The Effect of Taiwan's Bank performance after Basel contain Market Risk in Bank's Capital Adequacy
作者: 黃福禮
Huang, Fu-Li
關鍵字: http://etds.lib.nchu.edu.tw/etdservice/view_metadata?etdun=U0005-1807200620460300
巴塞爾協定
市場風險
資本適足率
台灣的銀行經營績效
出版社: 高階經理人碩士在職專班
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摘要: 巴塞爾協定的主要目的在協助金融機構控管自身的風險,避免金融風暴的產生。近年來,各國相繼進行各種的金融改革,金融機構面臨了激烈的價格競爭導致獲利下降,亦提高金融機構的風險。本文旨在探討巴塞爾協定將市場風險列入資本適足率計提後對台灣的銀行經營績效之影響,研究期間從1992年至2005年止,並依公民營銀行、市占率、外資持股比率等要素進一步做實證分析,探討實施巴塞爾協定對不同類型的銀行所產生的衝擊。研究結果發現: 1. 隨著時間增加,資本適足率有下降的趨勢。 2. 實施市場風險計提後讓資本適足率對銀行經營績效的相關性下降。 3. 企業金融比率高的銀行經營績效相對於消費金融比率高的銀行受到實施新資本適足率的影響較小。 4. 市占率高的銀行經營績效相對於市佔率低的銀行受到實施新資本適足率的影響較小。 5. 資本額高的銀行經營績效相對於資本額低的銀行受到實施新資本適足率的影響較小。 6. 外資持股比率高的銀行經營績效相對於外資持股比率低的銀行受到實施新資本適足率的影響較小。
The main goal of BASEL is to help financial institutions to manage their interior risk and avoid the hazard of financial storm. In recent years, while many countries have promoted varied financial reformation, these financial institutions face the fierce price competition as to lessen the profit gaining as well as to raise their business risk. This thesis aims to probe into and analyze how Basel effects the achievement of bank management in Taiwan after it includes the market risk into the consideration of capital adequacy rate. From the specific examination and systematical analysis of publicly-operated banks, private banks, market share rate, and foreign capital holding rate from 1992 to 2005, this project overviews the impact that Basel delivers to different kinds of banks, and we find out: 1. As time goes by, capital adequacy inclines to drop. 2. After containing market risk, capital adequacy rate is less correlated with the performance (or achievement) of bank management. 3. Proceeding new capital adequacy rate, the performance of banks which have higher industry financial rate is less influenced than those which have higher consume financial rate. 4. Proceeding new capital adequacy rate, the performance of banks which own greater market share is less influenced than those which own lower market share. 5. Proceeding new capital adequacy rate, the performance of banks which have more capital is less influenced than those which have less capital. 6. Proceeding new capital adequacy rate, the performance of banks which own higher foreign capital holding rate is less influenced than those which own less foreign capital holding rate.
URI: http://hdl.handle.net/11455/24160
其他識別: U0005-1807200620460300
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