(3.236.100.6) 您好!臺灣時間:2021/04/24 01:16
字體大小: 字級放大   字級縮小   預設字形  
回查詢結果

詳目顯示:::

我願授權國圖
: 
twitterline
研究生:林弋硯
研究生(外文):Yi-yan Lin
論文名稱:大陸法系國家的金融監管文化之研究與比較
論文名稱(外文):Research and Comparison of Financial Supervision Cultures in Civil Law Countries
指導教授:郭照榮郭照榮引用關係
指導教授(外文):Kuo,Chau-Jung
學位類別:碩士
校院名稱:國立中山大學
系所名稱:財務管理學系研究所
學門:商業及管理學門
學類:財務金融學類
論文種類:學術論文
論文出版年:2018
畢業學年度:106
語文別:中文
論文頁數:54
中文關鍵詞:標準化集體主義權力差距銀行違約距離一般化動差法文字探勘金融監管文化
外文關鍵詞:Generalized Method of MomentsNormativeCollectivismPower distanceText miningFinancial supervision cultureBank’s distance to default
相關次數:
  • 被引用被引用:0
  • 點閱點閱:130
  • 評分評分:系統版面圖檔系統版面圖檔系統版面圖檔系統版面圖檔系統版面圖檔
  • 下載下載:0
  • 收藏至我的研究室書目清單書目收藏:0
2008年全球金融風暴發生之後,全球對於金融監管愈發重視,原先的金融監管架構由從Basel II強化為Basel III,而有了共同的金融監管架構之後,不同的金融監管文化卻會導致不同的結果,因此各國下一步應該要確定何種金融監管文化能夠有效地進行監管。本研究首先建立金融監管文化之定義,接著利用文字探勘技術方法來分析中國、法國、義大利、日本及台灣這五個大陸法系國家的金融監管機關所發布之新聞稿、機關首長演講稿,藉此做出金融監管文化變數。接著利用一般化動差法來衡量五個大陸法系國家之金融監管文化與銀行違約距離之間呈現何種關係,並比較五國之間的差異。最後實證結果顯示,權力差距、集體主義、標準化這三種金融監管文化對於台灣之銀行違約距離有著顯著的正向影響,因此本研究最後建議台灣金融監管當局未來可以考慮採用權力差距、集體主義、標準化這三種金融監管文化來進行監管。
After the global financial crisis in 2008, the entire world paid more attention on financial supervisory. This made Basel II, the original financial regulation framework, become Basel III, which is more strengthen. When the entire world has the same financial regulation framework, it turns out that different supervisory cultures would lead to different results. So, the whole world’s next step is to find out whether which kind of supervisory styles are helpful. In this paper, I established the definitions of financial supervision cultures at first. Secondly, I used the text mining technology method to analyze the press releases and the words used by the dean of the national authority of five civil countries including China, France, Italy, Japan and Taiwan. Then I made the results as financial supervisory culture variables. Next step, I use the Generalized Method of Moments to measure the relationship between the financial supervision culture of the five civil law countries and the bank’s distance to default. And I compared the differences between the five countries. At last, the empirical results show that three financial supervision cultures including power distance, collectivism and normative have the positive impact on the distance to default of Taiwan’s banks. Finally, I suggested that Taiwan’s financial authorities can consider using power distance, collectivism and normative as financial supervision culture in the future.
論文審定書………………………………………………………………………………i
誌謝辭…………………………………………………………………………………...ii
摘要……………………………………………………………………………………..iii
Abstract………………………………………………………………………………….iv
目錄……………………………………………………………………………………...v
圖次…………………………………………………………………………………….vii
表次…………………………………………………………………………………....viii
第一章 緒論………………………………………………………………………….1
第一節 研究動機……………………………………………………………….…1
第二節 研究目的………………………………………………………………….2
第三節 研究架構………………………………………………………………….3
第二章 文獻探討………………………………………………………………….…5
第一節 衡量金融監管文化……………………………………………………….5
第二節 金融監管文化與銀行違約距離………………………………………….5
第三章 研究方法………………………………………………………………….…7
第一節 研究步驟與方法……………………………………………………….…7
第二節 文字探勘技術方法之說明……………………………………………...10
第四章 實證模型之設定…………………………………………………………...15
第五章 實證結果與分析……………………………………………………….…..19
第一節 樣本資料之描述…………………………………………………….…..19
第二節 實證結果與分析………………………………………………….……..24
第三節 五國金融監管文化實證意涵之比較……………………………….…..29
第六章 結論與建議…………………………………………………………….…..33
第一節 研究結論…………………………………………………………….…..33
第二節 研究建議…………………………………………………………….…..33
參考文獻………………………………………………………………………….……35
附錄……………………………………………………………………………….……38
A. R語言程式之文字探勘程式碼與說明…………………...…………………....38
B. 五國金融監理機關官方網站新聞稿原文……………………………………...41

圖1-1 研究架構圖…………………………………………………………………...3
圖3-1 研究步驟流程圖……………………………………………………………...7
圖3-2 匯入文字檔………………………………………………………………….10
圖3-3 處理文稿…………………………………………………………………….11
圖3-4 輸入POW文化詞庫………………………………………………………..11
圖3-5 計算POW文化字詞出現之次數…………………………………………..12
圖3-6 計算POW文化字詞占總字數之比例……………………………………..13

表3-1 金融監管文化定義………………………………………………………….8
表3-2 金融監管文化之代表詞庫………………………………………………….9
表3-3 五國文稿統計比較………………………………………………………...13
表4-1 變數定義…………………………………………………………………...16
表4-2 變數預期方向……………………………………………………………...18
表5-1 中國樣本資料敘述統計…………………………………………………...19
表5-2 法國樣本資料敘述統計…………………………………………………...20
表5-3 義大利樣本資料敘述統計………………………………………………...21
表5-4 日本樣本資料敘述統計…………………………………………………...22
表5-5 台灣樣本資料敘述統計…………………………………………………...23
表5-6 中國實證結果…………………………………………………………...…24
表5-7 法國實證結果…………………………………………………………...…25
表5-8 義大利實證結果…………………………………………………………...26
表5-9 日本實證結果…………………………………………………………...…27
表5-10 台灣實證結果…………………………………………………………...…28
表5-11 各國金融監管文化統整………………………………………………...…29
一、英文部分
1.Akbar, S. et al. (2016), “More on the relationship between corporate governance and firm performance in the UK: Evidence from the application of generalized method of moments estimation”, Research in International Business and Finance, 38, 417-429.
2.Barth, J.R., G. Caprio, and R. Levine (2008), “Bank regulations are changing: for better or worse?”, Comparative Economic Studies, 50, 537-563.
3.Beck, T. and R. Levine (2004), “Stock markets, banks, and growth: Panel evidence”, Journal of Bank & Finance, 28, 423-442.
4.Beck, T., O.D. Jonghe and G. Schepens (2013), “Bank competition and stability: cross- country heterogeneity”, Journal of Financial Intermediation, 22, 218–244.
5.Bhattacharya, S., M. Plank, G. Strobl and J. Zechner (2002), “Bank capital regulation with random audits”, Journal of Economic Dynamics and Control, 26, 1301-1321.
6.Carretta, A. et al. (2015), “Don''t stand so close to me: The role of supervisory style in banking stability”, Journal of Bank & Finance, 52, 180–188.
7.Čihák, M., A. Demirgüç-Kunt, M.S. Martínez Pería and A. Mohseni-Cheraghlou (2012), “Bank Regulation and Supervision around the World. A Crisis Update”, World Bank Policy Research Working Paper 6286.
8.Demirguc-Kunt, A. and H. Huizinga (2010), “Bank activity and funding strategies: the impact on risk and returns”, Journal of Financial Economics 98, 628–650.

9.Deyoung, R., M.J. Flannery, W.W. Lang and S.M. Sorescu (2001), “The Information Content of Bank Exam Ratings and Subordinated Debt Prices”, Journal of Money, Credit and Banking, 33, 900-925.
10.Fiordelisi, F. and O. Ricci (2014), “Corporate culture and CEO turnover”, Journal of Corporate Finance, 28, 66–82.
11.Hofstede, G., G.J. Hofstede and M. Minkov (2010) “Cultures and Organizations: Software of the Mind”, third ed , McGraw-Hill, USA.
12.Houston, J.F., C. Lin, P. Lin and Y. Ma (2010), “Creditor rights, information sharing, and bank risk taking”, Journal of Financial Economics, 96, 485–512.
13.International Monetary Fund (1998), "Chapter IV, Financial Crises: Characteristics and Indicators of Vulnerability", World Economic Outlook, Washington, DC: IMF.
14.Laeven, L. and R. Levine (2009), “Bank governance, regulation and risk taking”, Journal of Financial Economics, 93, 259–275.
15.Lee, S.K.J. and K. Yu (2004), “Corporate culture and organizational performance”, Journal of Managerial Psychology, 19, 340-359.
16.Mizrach, B. and Y. Otsubo (2014), “The market microstructure of the European climate exchange”, Journal of Bank & Finance, 39, 107-116.
17.Vozzella, P., G. Gabbi and M. Matthias (2014), “Financial Regulation in Italy”, Financialisation, Economy, Society & Sustainable Development Working Paper 60.

二、參考網頁
1.中國,中國銀行業監督管理委員會,http://www.cbrc.gov.cn/index.html。
2.法國,金融市場監管局,http://www.amf-france.org/en_US/。
3.義大利,義大利銀行,https://www.bancaditalia.it/homepage/index.html?
com.dotmarketing.htmlpage.language=1。
4.日本,金融廳,http://www.fsa.go.jp/en/。
5.台灣,金融監督管理委員會,http://www.fsc.gov.tw/ch/index.jsp。
電子全文 電子全文(網際網路公開日期:20230111)
QRCODE
 
 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
第一頁 上一頁 下一頁 最後一頁 top
系統版面圖檔 系統版面圖檔