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https://nccur.lib.nccu.edu.tw/handle/140.119/77211
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| Title: | 銀行內部資金移轉定價制度之探討
A Study on the Funds Transfer Pricing in banks |
| Authors: | 陳家蓁
Chen, Jia Jen |
| Contributors: | 江永裕
呂桔誠
CHIANG, Yeong Yuh.
Lyu, Jye Cherng
陳家蓁
Chen, Jia Jen |
| Keywords: | 內部資金移轉訂價制度
FTP |
| Date: | 2015 |
| Issue Date: | 2015-08-03 13:25:01 (UTC+8) |
| Abstract: | 本研究主要在探討內部資金移轉訂價制度的演進過程，探究各國銀行業導入內部資金移轉訂價制度之歷程，並透過比較分析各銀行在內部資金移轉定價制度之執行狀況，進一步探討對業務單位業務行為、商品定價與銀行經營績效之影響。
本研究以回顧各種內部資金移轉訂價制度之文獻，以及透過訪談國內銀行同業及法說會公布資訊，比較分析不同銀行在內部資金移轉定價制度之執行差異。依據前項分析結果，提出及建議銀行內部資金移轉定價制度之設計與落實。 |
| Reference: | 1.王儷容、沈中華、李紹瑋(2014)，「台灣利率自由化歷程與成效—美日台三國利率自由化比較」，兩岸金融季刊，第二卷第一期。
2.洪志欽、張淑梅(2001)，行政院及所屬各機關出國報告提要赴美國參加紐約銀行之業務研討會報告書(民國90 年9 月28 日)。
3.資誠聯合會計師事務所(2011)，「銀行風險管理實務範本_資產負債管理分論及案例彙編」。
4.曹國強(2014) ，「商業銀行資金移轉定價實務」，第一版，北京：中信出版社。
5.普華永道(2014)，「利率市場化條件下的資產負債管理新理念、新挑戰」。
6.廖繼全(2014)，「資金移轉定價-領先銀行邏輯與方法」；第一版，北京：企業管理出版社。
7.劉明康(2014)，「商業銀行資金轉移定價FTP機制調查分析」。國家開發銀行金融研究中心研究專論第12號。香港中文大學全球經濟及金融研究所。
8.Bank of England (2013), Asset and liability management: suggestions for greater effectiveness – Supervisory Statement LSS 1/13. Prudential Regulation Authority (PRA).
9.Dermine, J. (2009), Bank valuation & value-based management. McGRAW-HILL.
10.Dermine, J. (2011), Fund Transfer Pricing for Deposits and Loans, Foundation and Advanced. Faculty & Research Working Paper, The Business School for the World.
11.Grant, J. (2011), Liquidity transfer pricing: a guide to better practice. BIS Occasional Paper, No. 10, Financial Stability Institute.
12.Jorgensen, Vivi Bagterp(2012), Funds Transfer Pricing under Basel III, New Requirements, New Implications. Master Thesis, Department of Economics and Business, Aarhus School of Business and Social Sciences, Asrhus University.
13.Kugiel, Lukasz and Morten Jakobsen(2009), Fund Transfer Pricing in a Commercial Bank. MSC in Finance and International Business, Aarhus School of Business and Social Sciences, Asrhus University.
14.Lindblom,Ted & Viktor Elliot (2014), Fund Transfer Pricing in Banks: Implications of Basel III.
15.Mastrangelo, Luigi (2014), Funds Transfer Pricing, A survey to access the state of European banks’ practises. FSI Consulting, Deloitte Touche Tohmatsu Limited.
16.Patel, Muzammll (2010), Fund transfer pricing-Roadmap to managing pricing and profitability for NBFCs. Financial Services Risk Management, Advisory Group, Ernst & Young PVT. Ltd.
17.Wyle, Robert J. and Yaakov Tsaig (2011). Implementing High Value Funds Transfer Pricing System. Moody’s Analytics.
18.Webste, William (2012). Funds Transfer Pricing. Barbican Consulting. |
| Description: | 碩士
國立政治大學
經營管理碩士學程(EMBA)
97932227 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0979322271 |
| Data Type: | thesis |
| Appears in Collections: | [經營管理碩士學程EMBA] 學位論文
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| 227101.pdf | 1078Kb | Adobe PDF2 | 1069 | View/Open |
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