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    题名: 論商業銀行投資業務之監理
    The Regulation on Bank`s Investment Activities
    作者: 陳明政
    Chen, Ming Cheng
    贡献者: 張冠群
    Chang, Kuan Chun
    陳明政
    Chen, Ming Cheng
    关键词: 2008年金融危機
    華爾街改革與消費者保護法
    道德危險
    沃爾克法則
    狹義銀行
    證券化
    Volcker Rule
    Ring-fence
    Moral Hazard
    Dodd-Frank Wall Street Reform and Consumer Protection Act
    Narrow Utility Bank
    Government-Sponsored Enterprises
    日期: 2012
    上传时间: 2013-11-01 11:34:58 (UTC+8)
    摘要: 　本文主要是探討於2007-2008年金融危機的相關成因，及危機發生後，各國政府對於消除銀行業從事高風險投資的因應。
    　　本文首先探討金融危機的發生的種種因素，包含銀行進行監理套利，其資產負債表已無法實際反應風險，且從證券化等新興金融創新技術出現後，其經營模式已產生根本上的改變，從傳統風險自留模式，轉往風險外包模式，銀行於此過程中吸納過高的風險，以追求獲利，進一步導致金融危機的發生。
    　　其後介紹各國政府對於金融危機後的改革方向，對於此類高風險投資所導致的風險，其金融改革的主要論理基礎在於銀行透過金融安全網或紓困等方式獲得政府等公共資金的補貼，應該禁止銀行透過補貼從事高風險的投資行為，以免導致整體銀行體系的失衡。此部分改革主要以比較法角度，觀察英國、歐洲及美國的金融改革走向，如以美國的Volcker Rule提出禁止銀行從事自營交易業務，藉以消彌風險；及英國的Ring-fence改革，透過風險隔離的方式，隔絕銀行高風險之業務，以確保銀行的核心業務較不會受到衝擊。
    　　以此些改革的方向出發，探討我國目前的市場現況，尋求適合我國的修法方向，進而提出修法建議，透過適當限制我國銀行業的經營範圍，消弭我國銀行業可能吸收的過大風險，最終目的係避免金融危機之情況亦發生於我國銀行業。
    參考文獻: 壹、中文文獻
    1. 王志誠，現代金融法，新學林，2009年10月一版一刷。
    2. 行政院金管會銀行局與中華民國銀行公會新巴賽爾資本協定共同研究小組編譯，銀行自有資本之計算與自有資本標準之國際通則：修正版架構-巴賽爾銀行監理委員會2004年6月發布之定案版，台灣金融研訓院，2005年3月初版。
    3. 陳美菊，次級房貸風暴對全球經濟之影響，經濟研究，第8期，2008年5月。
    4. 曹素燕等，固定收益商品附條件交易結算交割制度之研究，台灣集中保管結算所股份有限公司，2009年12月，網址http://smart.tdcc.com.tw/pdf/others/a57.pdf
    5. 黃邵璿，銀行業中「大至不能倒」(Too Big to Fail)現象之防範與法制建構─兼論銀行事前遺囑─，國立政治大學法學碩士論文，頁10-17，2012年6月。
    6. 葉秋南，美國政府的房屋政策與次貸危機，台灣經濟論衡，第7卷第7期，2009年7月。
    7. 駐洛杉磯辦事處商務組，美國聯準會購75億美元國債，Chinese Daily News，2009年3月28日，網址：http://www.trademag.org.tw/News.asp?id=505262
    貳、外文文獻
    一、專書
    1. DAVID VAN HOOSE, THE INDUSTRIAL ORGANIZATION OF BANKING-BANK BEHAVIOR, MARKET STRUCTURE, AND REGULATION (2010)
    2. FREDERIC S. MISHKIN & STANLEY G. EAKINS, FINANCIAL MARKETS + INSTITUTIONS (2003)
    3. HEIDI MANDANIS SCHOONER AND MICHAEL W. TAYLOR, GLOBAL BANK REGULATION-PRINCIPLES AND POLICIES (2010)
    4. JEFFREY FRIEDMAN, WHAT CAUSED THE FINANCIAL CRISIS (2010).
    5. Litan, R, What Should Banks Do? Washington, D.C.:The Brookings Institution. (1987)
    6. RICHARD APOSTOLIK, CHRISTOPHER DONOHUE, PETER WENT, FOUNDATIONS OF BANKING RISK; AN OVERVIEW OF BANKING, BANKING RISKS, AND RISK-BASED BANKING REGULATION (2009)
    二、判決
    1. Auten v. United States Nat`l Bank of New York, 174 U.S. 125 (1899)
    三、期刊論文
    1. Andrew F. Tuch, Conflicted Gatekeepers: The Volcker Rule and Goldman Sachs, 7 Va. L. & Bus. Rev. 365, (2012).
    2. Bryan, L., Core Banking, McKinsey Quarterly, No. 1 and "Breaking up the Bank", McKinsey Quarterly, summer. (1991)
    3. Charles K. Whitehead, The Volcker Rule and Evolving Financial Markets, Harvard Business Law Review, Vol. 1, 2011, available at http://www.hblr.org/download/HBLR_1_1/Whitehead-Volcker_Rule.pdf
    4. David A. Skeel, Jr. The New Financial Deal: Understanding the Dodd-Frank Act And its(Unintended) Consequences, 30-5 ABIJ 40,(2011).

    5. Julian T.S Chow and Jay Surti, IMF Working Paper, Making Banks Safer: Can Volcker and Vickers Do it?, (Oct 2011)
    6. Kashyap, A., R. Rajan and J. Stein,(2002)"Banks as Liquidity Providers: An Explanation for the Coexistence of lending and Deposit-Taking", Journay of Finance, Vol.57.
    7. Kay,J.,(2009), "Narrow Banking: The Reform of Banking Regulation" available http://www.johnkay.com/wp-content/uploads/2009/12/JK-Narrow-Banking.pdf
    8. Markus K. Brunnermeier, Deciphering the Liquidity and Credit Crunch 2007–2008, Journal of Economic Perspectives, 77 Volume 23, Number 1, (2009)
    9. Robert C. Merton, Financial Innovation and the Management and Regulation of Financial Institutions, 19 J. BANKING & FIN. 468-469(1995)
    10. R. Rex Chatterjee, Dictionaries Fail: The Volcker Rule’s Reliance on Definitions Renders It Ineffective and a New Solution is Needed to Adequately Regulate Proprietary Trading, BYU International Law and Management Review, volume 8 (2011)
    四、非期刊論文
    1. Fein, Melanie L. , Dodd-Frank Act: Implications for Securities Activities of Banks and Their Affiliates, (August 11, 2010). Available at SSRN: http://ssrn.com/abstract=1657637
    2. Goldman Sachs Asset Management, Introduction to Mortgage-Backed Securities (MBS) and Other Securitized Assets, Dec 2007, http://quantlabs.net/labs/quant-books/doc_download/143-goldman-sachs-introduction-to-mortgage-backed-securities-and-other-securitized-assets
    3. Jacopo Carmassi, Elisabetta Luchetti and Stefano Micossi, Overcoming Too-big-to-fail a Regulatory Framework to Limit Moral Hazard and Free Riding in The Financial Sector, Available at http://ssrn.com/abstract=1610214
    五、外國政府與國際監理組織出版品
    (一)美國、英國政府及歐盟
    1. FDIC, Reports of Condition and Income Forms and User Guides, available at http://www.fdic.gov/regulations/resources/call/
    2. FSOC(FINANCIAL STABILITY OVERSIGHT COUNCIL), Study & Recommendations on Prohibitions on Proprietary Trading & Certain Relationships with Hedge Funds & Private Equity Funds, (Jan. 2011), availabile at http://www.treasury.gov/initiatives/documents/volcker%20sec%20%20619%20study%20final%201%2018%2011%20rg.pdf.
    3. HM TREASURY, The Government response to the Independent Commission on Banking, (Dec. 2011), available at http://cdn.hm-treasury.gov.uk/govt_response_to_icb_191211.pdf.p13.
    4. HM TREASURY, Banking reform: a new structure for stability and growth,at 10, (Feb. 2013), availabile at http://www.hm-treasury.gov.uk/d/banking_reform_040213.pdf.
    5. ICB, Final Report Recommendations,(Sept. 2011), availabile at http://www.hm-treasury.gov.uk/d/ICB-Final-Report.pdf
    6. Official Journal of the European Union, DIRECTIVE 2006/48/EC OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 14 June 2006 relating to the taking up and pursuit of the business of credit institutions, (Jun. 6 , 2010).
    7. PCBS, First Report of Session 2012–13, (Dec. 2012), at 62, available at
    http://www.publications.parliament.uk/pa/jt201213/jtselect/jtpcbs/98/98.pdf
    8. Prohibitions and Restrictions on Proprietary Trading and Certain Interests in, and Relationships With, Hedge Funds and Private Equity Funds, 76 FR 68846, Nov. 7 2011(hereinafter the "Proposed Rule")
    9. U.S. SECURITIES AND EXCHANGE COMMISSION, "Citigroup, Form 8-K, Current Report, Filing Date Feb 27, 2009". secdatabase.com., Mar 26, 2013, Available at: http://edgar.secdatabase.com/642/95010309000421/filing-main.htm
    (二)國際監理組織及30國集團(G30)
    1. Basel committee on banking supervision, Consultative document-Guidelines for computing capital for incremental risk in the trading book, 2008.10.5,website: http://www.bis.org/publ/bcbs141.pdf
    2. Basel Committee on Banking Supervision, International Convergence of Capital Measurement and Capital Standards:A Revised Framework, at 644 (June 2004) available at http://www.imf.org/external/pubs/ft/gfsr/2008/01/index.htm
    3. Group of Thirty, Financial Reform: A Framework for Financial Stability, (Jan. 15 2009), Available at http://www.group30.org/images/PDF/Financial_Reform-A_Framework_for_Financial_Stability.pdf
    4. International Monetary Fund, Global Financial Stability Report-Containing Systemic Risks and Restoring Financial Soundness, available at http://www.imf.org/external/pubs/ft/gfsr/2008/01/index.htm
    六、報導、專訪、演講
    1. Chang.gov, President-elect Barack Obama establishes President’s Economic Recovery Advisory Board, available at http://change.gov/newsroom/entry/president_elect_barack_obama_establishes_presidents_economic_recovery_advis/
    2. Charlie Gasparino, Bank of America to Buy Merrill Lynch for $50 Billion, CNBC, 14 Sep 2008, available at: http://www.cnbc.com/id/26708319
    3. Craig Torres & Cheyenne Hopkins, Bernanke Says Dodd-Frank’s Volcker Rule Won’t Be Ready by July 21 Deadline, Bloomberg, Mar. 1, 2012, available at http://www.bloomberg.com/news/2012-02-29/bernanke-says-dodd-frank-s-volcker-rule-won-t-be-ready-by-july-21-deadline.html
    4. David Goldman, Tami Luhby and Grace Wong, BofA: $20B bailout, huge Merrill loss, CNN MONEY, January 16, 2009, available at: http://money.cnn.com/2009/01/16/news/companies/bofa_new_bailout/
    5. Francesco Guerrera and Justin Baer, Wall Street to sidestep ‘Volcker Rule’, FINANCIAL TIMES, Nov. 10, 2010, available at: http://www.ft.com/intl/cms/s/0/3d49f12e-ed03-11df-9912-00144feab49a.html#axzz2UOXoN34X
    6. Jesse Hamilton & Kathleen Hays, Glass-Steagall Return Would Boost Banks, FDIC’s Hoenig Says, Bloomberg News, Jun 27, 2012, available at: http://www.bloomberg.com/news/2012-06-26/glass-steagall-revival-would-bolster-banks-fdic-s-hoenig-says.html
    7. JON HILSENRATH, DAMIAN PALETTA and AARON LUCCHETTI, Goldman, Morgan Scrap Wall Street Model, Become Banks in Bid to Ride Out Crisis, 22 Sep, 2008, available at http://online.wsj.com/article/SB122202739111460721.html
    8. Justin Fox, Goldman: We Run Wall Street, CNN MONEY, May. 16, 2005, available at: http://money.cnn.com/magazines/fortune/fortune_archive/2005/05/16/8260146/
    9. Margaret E. Tahyar, Davis Polk & Wardwell LLP, Senate-House Conference Agrees on Final Volcker Rule ,The Harvard Law School Forum on Corporate Governance and Financial Regulation(June. 27 2010). Available at http://blogs.law.harvard.edu/corpgov/2010/06/27/senate-house-conference-agrees-on-final-volcker-rule/
    10. Morgan Stanley, Morgan Stanley Granted Federal Bank Holding Company Status By U.S. Federal Reserve Board of Governors, Sep. 21, 2008, available at: http://www.morganstanley.com/about/press/articles/6933.html
    11. Nicole Hong, DBRS: Cyprus Bank Run Could Spread Across Euro Zone, Wall Street Journal, March 26, 2013, The available at: http://online.wsj.com/article/BT-CO-20130326-709028.html
    12. Northern Rock besieged by savers,BBC NEWS, Sept. 17, 2007, http://newsvote.bbc.co.uk/2/hi/business/6997765.stm
    13. Paul Krugman, Bankers Without a Clue, NEW YORK TIMES ONLINE(Jan. 14, 2010) availablel: http://www.nytimes.com/2010/01/15/opinion/15krugman.html?_r=0
    14. Scott Patterson and Victoria Mcgrane, The Multibillion-Dollar Leak, The Wall Street Journal, Oct. 7 2011, Available at: http://online.wsj.com/article/SB10001424052970204294504576615382298044922.html
    15. SCOTT PATTERSON, Volcker Rule Could Be Delayed—Again, WSJ, Feb. 27 2013, available at http://online.wsj.com/article/SB10001424127887324662404578330563892792982.html
    16. STATEMENT OF PAUL A. VOLCKER BEFORE THE COMMITTEE ON BANKING, HOUSING, AND URBAN AFFAIRS OF THE UNITED STATES SENATE WASHINGTON, DC, FEBRUARY 2, 2010, available at http://banking.senate.gov/public/index.cfm?FuseAction=Files.View&FileStore_id=ec787c56-dbd2-4498-bbbd-ddd23b58c1c4
    17. Stephen Gande, Is Proprietary Trading Too Wild for Wall Street?, TIME, Feb. 5, 2010, available at: http://www.time.com/time/business/article/0,8599,1960565,00.html
    18. The White House Office of the Press Secretary, Remarks by the President on Financial Reform Diplomatic Reception Room, available at: http://www.whitehouse.gov/the-press-office/remarks-president-financial-reform
    描述: 碩士
    國立政治大學
    法律學研究所
    97651029
    101
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0097651029
    数据类型: thesis
    显示于类别:[法律學系] 學位論文

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