臺灣博碩士論文加值系統

延伸Merton 1977年之概念 ,本文運用選擇權評價方式,建立一模型,來衡量金控公司之違約風險貼水及成立金控之優劣條件.透過此一模型,我們更可以客觀確認子公司與母公司間關係.

Following the concept of Merton (1977), this thesis studies the capital adequacy for a financial holding company and how to create the maximum default risk premium. Passing through this model, we find not only the highest default risk premium value for a financial holding company but also the interrelation between the subsidiary companies and the financial holding company.

1. Introduction
2. Literature review
3. The model
4. Numerical methods
5. Numerical result and the implications
6. Summary
7. Reference
8. Appendix
9. Relative regulations of FINANCIAL HOLDING COMPANY ACT

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