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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/76426
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/76426


    Title: 全球銀行破產風險之研究
    A study of the global bank insolvency risk
    Authors: 王莉婷
    Contributors: 江彌修
    王莉婷
    Keywords: Z score
    破產風險
    銀行穩定度
    資本結構
    債權比例
    Date: 2015
    Issue Date: 2015-07-13 11:07:58 (UTC+8)
    Abstract: 本文使用Z-score作為銀行破產風險之衡量指標,檢視銀行的資本結構和資本獲利對銀行破產風險之影響,以及各區域在觀測期間銀行穩定度的變化。本文將全球分為北美洲、歐盟、中國、東南亞及東北亞共五個區域,並選取各區域資本額前十大的銀行做為研究對象。資料來源為Bankscope、Bloomberg以及Datastream資料庫之2007年至2014年銀行季資料。本文研究主要有三個結果:第一,資本報酬率為影響破產風險之顯著因子。但是資本報酬率的影響具有區域別差異,在歐盟、中國與東南亞的風險資本比例較高,較高的報酬也相對提高銀行的破產風險。第二,本文考慮自變數間的交互作用效果,發現在北美洲與歐盟的自變數間的交互作用較亞洲強烈。最後,在觀測期間,北美洲與歐盟之銀行穩定度會顯著的受到總體經濟環境影響,亞洲則是影響較不顯著。
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    Description: 碩士
    國立政治大學
    金融研究所
    102352011
    103
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0102352011
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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