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    题名: 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
    作者: 陳仲明
    Chen, Steven CM
    贡献者: 張士傑
    Chang, Bill
    陳仲明
    Chen, Steven CM
    关键词: 企業授信
    信用風險管理
    日期: 2013
    上传时间: 2014-07-01 12:08:19 (UTC+8)
    摘要: 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。
    參考文獻: 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)。
    描述: 碩士
    國立政治大學
    經營管理碩士學程(EMBA)
    97932243
    102
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0097932243
    数据类型: thesis
    显示于类别:[經營管理碩士學程EMBA] 學位論文

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