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研究生:賴竹崇
研究生(外文):Chu-Tsung Lai
論文名稱:銀行市占率對逾期放款比率與資本適足率的影響-銀行治理的角色
論文名稱(外文):Bank Market Share of the Ratio of Non-Performing Loan and Capital Adequacy Ratio Influence-The Role of Bank Governance
指導教授:林昆立林昆立引用關係李偉權李偉權引用關係
指導教授(外文):Kun-Li LinWai-Kuen Li
學位類別:碩士
校院名稱:亞洲大學
系所名稱:國際企業學系碩士在職專班
學門:商業及管理學門
學類:企業管理學類
論文種類:學術論文
論文出版年:2011
畢業學年度:99
語文別:中文
論文頁數:74
中文關鍵詞:銀行風險逾期放款比率資本適足率銀行治理
外文關鍵詞:Bank RiskRatio of Non-Performing LoanCapital Adequacy RatioBank Governance
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本論文之目的主要在探討銀行市占率對銀行風險的影響,並且更進一步分析銀行治理特定變數,是否會影響銀行市占率與風險的關係。本研究所採用的資料來自台灣經濟新報(TEJ)資料庫,以1996至2009年為研究期間,蒐集台灣32家樣本銀行,共得到397個樣本數。基礎模型的結果顯示,以逾期放款比率為風險的衡量時,銀行市占率可有效減低銀行風險。即當銀行市占率愈高時,銀行對放款進行篩選的意願愈高,所以放款品質愈佳,銀行風險會愈低;以資本適足率為風險的衡量時,結果顯示銀行市占率無法有效減低銀行風險,應該是當銀行市占率愈高時,由於放款品質愈佳,導致自有資本的提存愈低的關係,才使得資本適足率愈低,銀行風險上升。衍生模型-以逾期放款比率為風險的衡量下,結果顯示董監事持股率、控制持股、外國法人持股比例對銀行市占率與逾放比率之影響呈現負向關係,以資本適足率為風險的衡量下,結果顯示董監事持股率、控制持股、外國法人持股比例對銀行市占率與資本適足率之影響呈現正向關係,表示當董監事持股率、控制持股、外國法人持股比例增加,將增加銀行市占率降低風險的效果;席次股份偏離差、交叉持股結構對銀行市占率與逾放比率之影響呈現正向關係,席次股份偏離差、交叉持股結構對銀行市占率與資本適足率之影響呈現負向關係,表示當席次股份偏離差愈大、有交叉持股結構之情形,將減少銀行市占率降低風險的效果。衍生模型中本國政府機構持股比例對銀行市占率與逾放比率之影響呈現正向關係,對銀行市占率與資本適足率之影響呈現負向關係,應該是本國政府機構持股比例愈高的銀行為了配合政府提供政策性放款,導致風險提高。
The main purpose of the study is to investigate the risk of marketing share on the impact of the bank. Further analysis of specific variables including bank management will affect the relationship between bank marketing share and risk. The study adopted data from the Taiwan Economic Journal (TEJ) database from 1996 to 2009 and collected samples of Taiwan's 32 banks, and 397 samples were obtained. The result of the basic model showed that when NPL ratio was measured by the risk, banks can effectively lower the marketing share of banking risk. When the bank marketing share is higher, the higher the banks will loan selectively. When the loans have better quality, the risk of the bank will be lowered. When the capital adequacy ratio of the risk is measured, the results indicated that banks cannot effectively reduce the risk. When the bank marketing share is higher, the better quality of the loans will be, which leads to lower equity capital of the escrow relationship and makes lower capital adequacy ratio. Derivative model, an NPL ratio of the risk measure, suggest board ownership rate and control ownership. The proportion of foreign institutional ownership share of banks with NPL ratios of a negative relationship with capital adequacy rate risk measure, the results show that board ownership rate and control ownership, the proportion of foreign institutional ownership share of banks with capital adequacy ratio has positively related effect. It is said that when board ownership rate, control ownership, the proportion of foreign institutional ownership increases, will increase the effect of bank marketing share, reduce risk. Seats in the shares of deviation from the poor, cross-shareholding structure of banks NPL ratio of market share are positively related. Seats deviated from the difference between shares, cross-shareholding structure of the banking market share and impact of capital adequacy ratio of a negative relationship. It deviated from the poor when the larger share of seats, a cross-shareholding structure of the situation, will reduce the risk of reducing the effect of bank marketing share. Derived from the model, the proportion of national government agencies holds non-performing loan ratio of bank marketing share. The effect was positively related to the banking marketing share .The impact of capital adequacy ratio of a negative relationship should be the proportion of national government agencies. The higher the bank support the government to provide policy loans leads to increased risk.
目 錄

頁次
第一章 緒論………………………….………………..……………..1
第一節 研究背景與動機………………….……………………..1
第二節 研究目的………………….………………………….….5
第三節 研究流程………………….……………………………..6
第二章 國內金融產業發展現況……………………..………...…....7
第一節 金融改革政策之推行……………………………...…....7
第二節 金融業務概況……………………………………..…...15
第三節 公司治理與銀行風險的關聯性……………………….20
第三章 文獻回顧………………………………………..……..…...22
第一節 銀行競爭與風險的相關文獻……………………..…...22
第二節 銀行治理、監管和風險承擔的相關文獻………..…...28
第三節 研究假說……………..………………..……………….34
第四章 研究設計……………………………………………..…….38
第一節 實證模型……………………………………………….38
第二節 研究變數……………..………………..……………….40
第三節 資料來源與樣本期間………..…………..…………….49
第四節 敘述統計分析………………..………..……………….52
第五章 實證結果與分析………………………………………..….54
第一節 銀行市占率及財務變數對風險的影響……………….54
第二節 銀行治理變數和銀行市占率交乘項對風險的影響….56
第六章 結論與建議…………………….…………………………..62
第一節 結論………………………...…………………………..62
第二節 研究限制及建議……………...………………………..64
參考文獻…………………………………………………………….67
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