政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/76426

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/76426

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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

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題名:	全球銀行破產風險之研究 A study of the global bank insolvency risk
作者:	王莉婷
貢獻者:	江彌修王莉婷
關鍵詞:	Z score 破產風險銀行穩定度資本結構債權比例
日期:	2015
上傳時間:	2015-07-13 11:07:58 (UTC+8)
摘要:	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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[33] Sharma, Eliza, and Mukta Mani. (2012). “ Impact of Macroeconomic and Financial Market Indicators on The Banking Sector: Some Evidence From India”. International Journal of Research in Finance and Marketing, 2(2), 171-185. [34] Sufian, Fadzlan. (2011). “ Profitability of the Korean Banking Sector: Panel Evidence on Bank-Specific And Macroeconomic Determinants”. Journal of Economics and Management, 7(1), 43-72. [35] Takagi, Shinji and Masahiro Kawai. (2009). “Why was Japan Hit So Hard by the Global Financial Crisis?”. ADBI Working Paper Series,153. [36] Venanzi, Daniela, Alessia Naccarato, Giorgio Abate. (2014). “ Does the Country Effect Matter in the Capital Structure Decisions of European Firms”. Paper prepared for the European Financial Management Association Annual Meetings, June . [37] Wahyoe, Soedarmono, Fouad Machrouh, and Amine Tarazi. (2012). “Bank Competition, Risk and Capital Ratio: Evidence from Asia”. Journal of International Financial Markets Institutions and Money, 23, 196-221.
描述:	碩士國立政治大學金融研究所 102352011 103
資料來源:	http://thesis.lib.nccu.edu.tw/record/#G0102352011
資料類型:	thesis
顯示於類別:	[金融學系] 學位論文

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