Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/28883
標題: 我國存款保險制度下『逆向選擇』與『道德危險』問題之研究-以農會信用部為實證
A Study of Adverse Selection and Moral Hazard under Deposit Insurance System in Taiwan-Empirical of Credit department of Farm''s Association
作者: 莊于輝
關鍵字: Adverse Selection;逆向選擇;Moral Hazard;Deposit Insurance;Credit department of Farm''s Association;道德危險;存款保險;農會信用部
出版社: 農業經濟學系
摘要: 
本文以農會信用部為研究對象,探討我國存款保險制度下『逆向選擇』與『道德危險』的問題。利用Probit Model來檢驗『逆向選擇』與『道德危險』問題,而在變數的選取方面,則利用因素分析法、主成份分析法。
此外由於農會信用部的經營型態與一般金融機構不同,因此本文分別從不同區位(城市型、鄉村型、混合型)的農會信用部及地方派系介入經營的觀點來檢驗『逆向選擇』與『道德危險』問題。
由實證結果得知,1、在『逆向選擇』方面:要保農會信用部其「催收款/放款」小於非要保未參加者,因此並未存在『逆向選擇』問題。2、在『道德危險』方面:農會信用部於參加存款保險後其「(事業公積+事業資金)/資產」有增加的現象,因此並未存在『道德危險』問題。綜合上述可知:無論就參加存款保險的農會信用部;不同區位的農會信用部;及地方派系介入經營的農會信用部的觀點而言,農會信用部參加存款保險並未存在『逆向選擇』與『道德危險』問題。

A Study of Adverse Selection and Moral Hazard under Deposit Insurance System in Taiwan- Empirical of Credit department of Farm''s Association .We employ a probit regression model to estimated Adverse Selection and Moral Hazard.And employ Factor Analysis、Principal Component Analysis to choice variable.
Owing to Credit department of Farm''s Association is different from other''s financial institution,So we also estimated Adverse Selection and Moral Hazard from different niche (city mixed country) Credit department of Farm''s Association and local faction intervene Credit department of Farm''s Association''s bussiness viewpoint.
The results of this research are as follows:1、the insured Credit department of Farm''s Association held lower「overdue loans / loans」 than uninsured ,so insured Credit department of Farm''s Association didn''t exist Adverse Selection.2、After insured the mean 「capital& reserve / assets」of Credit department of Farm''s Associations rose , so insured Credit department of Farm''s Association didn''t exist Moral Hazard.To all appearance Credit department of Farm''s Association didn''t exist Adverse Selection and Moral Hazard.
URI: http://hdl.handle.net/11455/28883
Appears in Collections:應用經濟學系

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