臺灣博碩士論文加值系統

本研究的目的是透過國際使用的方法來找出，經濟不景氣的情況如何影響蒙古銀行業，而使用預信號指標方法是否給出信號（銀行業的危機）。 國際經驗上使用兩種方式來決定銀行業的危機：事件基礎方法(event based method)，指數基礎方法(index based method)。基於這兩種提出的結果來找出蒙古銀行業的危機時期，以及危機時期總體信號指標是否預測警告信號。根據過去的研究1999年至2001年，而2009年至2010年在蒙古銀行業發生兩次銀行業的危機。另外根據本研究提出從2015年起開始發生銀行業的危機特點。在研究中觀察到總信號指標從2008年8月（8個月前）開始給出信號，以及2009年3月（1個月前）更?給出信號2009年至2010年銀行業的危機。總體信號指標 從2015年3月開始給出信號到2015年6月起（超過了第一閾值）給出信號，這些表現指出蒙古銀行業開始危機的機會。於是2016年8月起（超過了第二閾值）很明顯的給出信號提醒銀行業可能會受到危機的影響。

This study is to find out how the economic downturn affects the Mongolian banking industry through international use, and whether the use of pre-signal indicators gives signals (banking crises). This research uses two ways to determine the banking crisis in international experience: Event based method, Index based method. Based on the results of these two to find out the crisis period of the Mongolian banking industry, and whether the overall signal in the crisis period is a prediction signal. The results of the survey of the Mongolian economy in 1999-2001 and 2009-2010 total of 2 times the banking sector identified that occurred crisis. In addition, according to the study proposed from 2015 onwards the banking crisis characteristics. In the study, the total signal index was observed from August 2008 (8 months ago) to give the signal, and in March 2009 (1 month ago) stronger given the signal from 2009 to 2010 the banking crisis. The overall signal indicator gives a signal from March 2015 starting from June 2015 (over the first threshold), indicating that the Mongolian banking industry is starting a crisis. So in August 2016 (more than the second threshold) is clearly given the signal to remind the banking industry may be affected by the crisis.

中文摘要 i 英文摘要ii 目錄iii 表目錄v 圖目錄vi 第一章 緒論1 1.1 背景與動機.1 1.2 研究目的3 1.3 研究流程4 第二章 文獻探討5 2.1 財務制度和中介5 2.2 不穩定的銀行業務6 2.3 銀行流動性之理論，金融脆弱性和傳染性8 2.3.1 現金市場定價和金融脆弱性.9 2.3.2 傳染「Contagion」10 2.4 穩定性和不穩定性的回歸期12 2.5 銀行危機.12 2.6 銀行危機的決定因素13 2.6.1 金融市場之自由化和危機.14 2.6.2 國際衝擊，匯率制度和危機.14 2.6.3 銀行所有權，結構和危機15 2.6.4 機構的作用16 2.7 研究假說16 第三章 研究方法18 3.1 事件基礎方法18 3.2 指數基礎方法19 3.3 信號方法23 3.3.1 預測信號指標24 3.3.2 總體信號指標.26 第四章 研究結果.27 4.1 事件基礎方法.27 4.2 指數基礎方法29 4.3 總體信號指標30 4.4 研究家說的結果32 第五章 結論和建議40 5.1 研究結論40 5.2 研究建議.42 參考文獻43

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