English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113318/144297 (79%)
Visitors : 50987505      Online Users : 890
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/67111


    Title: 台灣銀行業企業金融信用風險管理之探討
    The discussion of institutional credit risk in Taiwan banking industry
    Authors: 陳仲明
    Chen, Steven CM
    Contributors: 張士傑
    Chang, Bill
    陳仲明
    Chen, Steven CM
    Keywords: 企業授信
    信用風險管理
    Date: 2013
    Issue Date: 2014-07-01 12:08:19 (UTC+8)
    Abstract: 本研究針對台灣銀行業在企業金融業務上所面臨企業違約倒帳之信用風險,以訪談方式訪問國內三家商業銀行企業金融之信用風險管理部門主管。訪談主題內容包含銀行企業金融之組織架構與流程、信用風險管理單位人員之績效考核以及公司對於重大風險控管之觀點。
    訪談結果︰顯示上述三家銀行在企業金融組織架構、人員配置和績效考核上之設計或有所差異,但在重大風險方面重複提到關於台灣地區企業授信放款市場之規模受限、成長力道不足以及授信融資之產業有過度集中之現象。
    此外,本研究亦提出銀行業有逐漸走向以業績成長、擴大資產規模為目標之經營導向而不只是以利潤成長為主要方向之風險隱憂,對此本研究強調落實信用風險管理之重要性以及銀行業未來應發展之可行方向。
    Reference: 英文文獻:
    1. Altman, E. I, 1968, “Financial Ratios, Discriminant Analysis and the Prediction of
    Corporate Bankruptcy,” Journal of Finance, 23, 4, 578-609.
    2. Altman, E.I., R. Haldeman and P. Narayanan, 1977, ZETA analysis: A New Model to Identity Bankruptcy Risk of Corporations, Journal of Banking & Finance,
    64-75.
    3. Beaver,W.H., 1966, Financial Ratios as Predictors of Failure, Journal of
    Accounting, 77-111.
    4. Black, F., & M. Scholes 1973, The Pricing of Options and Corporate Liabilities,
    Journal of Political Economy, 81, 637-659.
    5. Coats, P. K., & L. F. Fant 1993,Recognizing Financial Distress Using a Neural
    Network Tool, Financial Management, 142-155.
    6. Crosbie, P. and J. Bohn, 2003, “Modeling Default Risk,” KMV corporation.
    7. Merton, R. C., 1974, “On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,” Journal of Finance, 29, 449-70.
    8. Koh, H. C. and Tan S. S. 1999, A neural network approach to the prediction of going concern status, Accounting and Business Research, 29, 3, 211-216.
    9. Martin, D. 1977, Early Warning of banking failure, Journal of Banking and Finance,249-276.
    10. Ohlson, J. A. 1980, Financial ratios and the probabilistic prediction of bankruptcy, Journal of Accounting Research, 18, 109-131.
    11. Nasir, M.L., John, R.I., Bennett, S.C., Russell, D.M., Patel, A. 2000. Predicting Corporate Bankruptcy using Artificial Neural Networks, Journal of Applied Accounting Research, 5, 3, 30-52.
    12. Pompe, P. and Bilderbeek, J. 2005, The Prediction of Bankruptcy of Small- and Medium-Sized Industrial Firms, Journal of Business Venturing, 20, 847-868.
    13. Gentry, J. A., Newbold, P. and Whitford, D. T., 1985. Classifying Bankrupt Firms with Funds Flow Components, The Journal of Accounting Research , 23,1, 146-160.
    14. Aziz, A. and Lawson, G. H., 1989. Cash Flow Reporting and Financial Distress Model: Testing of Hypotheses, Financial Management, 18, 55-63.
    15. Jorge A. Chan-Lau, Arnaud Jobert, and Janet Kong, 2004, An Option-Based Approach to Bank Vulnerabilities in Emerging Markets1, working paper, International Monetary Fund.
    16. Andrea Brasili and Giuseppe Vulpes, 2006, Banking integration and co-movements in EU banks’ fragility, Research and Strategy, UniCredit Group.
    17. Delianedis, Gordon and Geske, Robert, 1998, Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults, Anderson School of Management.
    18 Yuqian (Steven) Lu, 2008, Default Forecasting in KMV, Oriel College, University of Oxford.
    19. Duan, J. C., and Wang, T, 2012, Measuring Distance-to-Default for Financial and Non-Financial Firms, Global Credit Review, 2, 1, 95-108.
    20. Benos, A., and Papanastasopoulos, G., 2007, Extending the Merton model: A hybrid approach to assessing credit quality, Mathematical and computer modelling, 46, 1, 47-68.
    21. Gropp, R., Vesala, J., and Vulpes, G.,2004, Market indicators, bank fragility, and indirect market discipline, Economic Policy Review, 10, 2.
    22. Le Courtois, O., and Quittard-Pinon, F., 2006, Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model, Asia-Pacific Financial Markets, 13, 1, 11-39.

    中文文獻:
    1. 行政院金融監督管理委員會(2007,銀行風險管理實務範本-信用風險管理分論及案例彙編)。
    Description: 碩士
    國立政治大學
    經營管理碩士學程(EMBA)
    97932243
    102
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0097932243
    Data Type: thesis
    Appears in Collections:[經營管理碩士學程EMBA] 學位論文

    Files in This Item:

    File Description SizeFormat
    224301.pdf847KbAdobe PDF21777View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback