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| Title: | 銀行進行永續放貸對風險承擔之影響
The impact of sustainable loan on banks’ risk-taking |
| Authors: | 王歆雅
Wang, Xin-Ya |
| Contributors: | 陳嬿如
Chen, Yen-Ru
王歆雅
Wang, Xin-Ya |
| Keywords: | 永續放貸
風險承擔
責任銀行原則
利率補貼措施
放貸經驗
Sustainable loan
Risk-taking
PRB
Interest subsidy
Lending experience |
| Date: | 2024 |
| Issue Date: | 2024-09-04 15:25:55 (UTC+8) |
| Abstract: | 過去政府支持對銀行風險承擔的相關研究主要探討存款保險、擔保貸款、紓困擔保的領域，然而在簽訂巴黎協定、聯合國發布責任銀行原則後，各國政府於永續金融政策中以制訂利率補貼措施為主，試圖降低銀行因永續放貸上升帶來的信用風險。為滿足永續轉型投資的龐大資金需求，政府如何制定政策以鼓勵銀行提供永續放貸成為重要且急迫的課題。本研究使用2016至2023年間在RCEP國家經營永續放貸業務的銀行做為樣本，共蒐集2,249筆永續放貸比例與事前、事後風險承擔資料進行雙重差分法分析，探討利率補貼措施對銀行風險承擔的影響，以及有無永續放貸經驗對風險承擔的影響。研究結果顯示PRB發布後進行永續放貸時利率補貼措施對銀行風險承擔無顯著影響，有無永續放貸經驗也不會顯著影響銀行風險承擔。
Previous study regarding government support on banks' risk-taking has primarily discussed deposit insurance, guaranteed loans, and bailout policy. However, following Paris Agreement and United Nations' release of Principles for Responsible Banking (PRB), governments worldwide have focused on offering interest subsidy to firms, aiming to lower banks’ credit risk-taking from sustainable loan. To meet the substantial capital demand for sustainable transition investments, how governments formulate policies to encourage banks to provide sustainable loans has become an urgent issue. This study uses banks with sustainable lending in RCEP countries from 2016 to 2023 as samples, collecting 2,249 observations with sustainable loans ratio, ex-ante and ex-post risk-taking to conduct difference-in-difference analysis. The study investigates the impact of interest rate subsidy measures on banks' risk-taking and the influence of prior sustainable lending experience on risk-taking. The results indicate that interest subsidy measures have no significant impact on ex-ante and ex-post risk-taking, and prior lending experience does not significantly affect risk-taking. |
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| Description: | 碩士
國立政治大學
財務管理學系
111357015 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0111357015 |
| Data Type: | thesis |
| Appears in Collections: | [Department of Finance] Theses
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