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| Title: | 金融裁罰與企業經營對資本適足率之影響—以臺灣銀行業為例
Effects of Financial Penalties and Enterprise Operations on the Capital Adequacy Ratio — A Case of the Banking in Taiwan |
| Authors: | 楊裕如
Yang, Yu-Ju |
| Contributors: | 王信實
Wang, Shinn-Shyr
楊裕如
Yang, Yu-Ju |
| Keywords: | 資本適足率
金融監管
競爭
股權結構
追蹤資料內生性分析
異質性
Capital adequacy ratios
Financial supervision
Competition
Ownership structure
Endogenous analysis of panel data
Heterogeneity |
| Date: | 2018 |
| Issue Date: | 2018-09-03 15:59:00 (UTC+8) |
| Abstract: | 本文主要探討除法令規範項目外，不同因素對銀行資本適足率的影響為何？本研究使用台灣27家上市、上櫃以及興櫃的國內銀行為樣本、共619個觀察值，納入關鍵解釋變數：金融監管壓力、競爭與股權結構；同時考慮創新研發及銀行經營業務相關的特定變數，採取二階段最小平方法，進行衡量內生性情況之追蹤資料迴歸分析。經誤差項異質性修正後，結果發現政府不同的監管方式/態度對銀行資本適足率形成兩種顯著的相反效果，銀行本身競爭力的強弱、董監持股比率與創新研發的投入，亦對資本適足率產生不同的顯著作用；而部分銀行的特定變數亦然。金融監管者將資本適足率作為政策工具彈性運用時，可審慎思考這些因素對銀行資本適足率之影響，掌握銀行承擔損失的能力與意願，不致弄巧成拙，損害了金融的審慎監理或抑制了銀行創新等發展。
In addition to the regulatory items, this study mainly investigates the impact of other different factors on banks’ capital adequacy ratios. This study uses 619 observations, and 27 banks from listed, over-the-counter (OTC) or emerging stock companies in Taiwan as samples. The capital adequacy ratios model contains the financial regulatory pressure, competition, and shareholding structure three key explanatory variables; at the same time, it takes the level of the bank’s innovation and the operation-related variables into consideration. Applying the two-stage least squares method in the panel regression analysis to resolve the endogenous situation and the Arellano approach to revise the heterogeneity, this study finds that the different regulatory attitudes/ ways of the government have two opposite effects on the bank`s capital adequacy ratios. Banks’ competitiveness and the percentage of the majority shareholder holdings also have different significant effects on them; so do parts of bank-specific variables. When financial regulators use the capital adequacy ratios as an incentive tool of policies, they should consider the impact of these factors on the capital adequacy ratios. Therefore, regulators can furthermore grasp banks’ ability and willingness to undertake losses, and apply the capital adequacy ratio appropriately to enforce policies without impairing financial prudential supervision. |
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| Description: | 碩士
國立政治大學
行政管理碩士學程
105921047 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0105921047 |
| Data Type: | thesis |
| DOI: | 10.6814/THE.NCCU.MEPA.051.2018.F09 |
| Appears in Collections: | [行政管理碩士學程(MEPA)] 學位論文
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