臺灣博碩士論文加值系統

本篇文章主要是利用選擇權為基礎價值理論，提供一銀行廠商理論模型。研究在考量經營成本，風險調整後的存款保險條件下，來作為的銀行最適利率差額管理的說明。
更進一步，針對放款利率設定銀行，在其對存保公司的隱藏行為下，說明其潛在的風險。
本文主要的探討內容結論有二：
1.銀行邊際利差和邊際存款保險費用呈現負相關。
2.假設給定一風險被修正後之存款保險費用，當銀行廠商經營位於放款需要曲線相對較小彈性部位時，會使銀行產生追逐高風險的孳息資產組合。

This paper utilizes an option-based valuation by providing a firm-theoretic model of bank behavior to study how cost, regulatory deposit insurance and risk conditions jointly determine the bank optimal interest margin. Further, the hidden action manipulated by a loan-rate-setting bank is present to identify its potential failure. We show that (i) the optimal bank interest margin reacts negatively to an increase in the deposit insurance premium, and (ii) the bank, given a constant risk-adjusted deposit insurance, has an incentive to gamble for resurrection or a higher risky portfolio when the bank operates on a relatively less elastic portion of the loan demand curve.

第一章緒論…………………………………………………1
第一節 研究背景與動機………………………………………… 1
第二節 研究方法………………………………………………… 2
第三節 研究目的………………………………………………… 4
第四節 研究架構………………………………………………… 5
本章附註……………………………………………………………8
第二章 文獻回顧與探討………………………………………… 9
第一節 存款保險之功能與美國存款保險制度…………………10
第二節 銀行廠商存款保險之隱藏行為研究……………………13
第三節 不對稱理論與隱藏行為…………………………………14
第四節 銀行不確定風險來源之文獻回顧……………………17
本章附註…………………………………………………………26
第三章 基本假設………………………………………………27
第一節 模型之基本假設……………………………………27
第二節 目標函數的建立……………………………………35
本章附註………………………………………………………43
第四章 比較靜態分析……………………………………………46
第一節 比較靜態分析的均衡條件……………………………47
第二節 存款保險費用對銀行放款利率之影響 ………………51
第三節 存款保險費用固定下之銀行廠商隱藏行為 …………55
本章附註………………………………………………………61
第五章 結論與建議……………………………………………62
參考文獻………………………………………………………… 68

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