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系統識別號 U0026-2907201616342800
論文名稱(中文) 擔保品價值變動對台灣銀行的流動性影響
論文名稱(英文) The Effects of Collateral Values on the Liquidity of Taiwanese Banks
校院名稱 成功大學
系所名稱(中) 財務金融研究所碩士在職專班
系所名稱(英) Graduate Institute of Finance (on the job class)
學年度 104
學期 2
出版年 105
研究生(中文) 羅郁錚
研究生(英文) Yu-Cheng Lo
學號 r87011281
學位類別 碩士
語文別 中文
論文頁數 40頁
口試委員 指導教授-王澤世
口試委員-劉裕宏
口試委員-顏盟峯
口試委員-姜一銘
中文關鍵字 銀行流動性創造  擔保品  固定效果模型 
英文關鍵字 bank liquidity creation  collateral  fixed effect model 
學科別分類
中文摘要 本研究亟欲探討擔保品價值變動與銀行流動性之間關係,以台灣的銀行業為研究對象,採用追蹤資料的固定效果模型為研究方法。金融機構在承做融資業務時,會要求貸款者提供擔保品以保障債權,期望能消除因資訊不對稱所產生的逆選擇與道德風險。但若受市場風險造成擔保品價值不足時,銀行拍賣擔保資產所獲得的金額若低於借款金額,對銀行流動性會產生什麼影響。實證結果發現,擔保品價值變動並無顯著影響銀行流動性,其表示提徵擔保品能為銀行控制信用風險,且擴張性貨幣政策有助於提高銀行流動性。
英文摘要 Using Taiwanese banks as empirical field, this research delves into the relationships between collateral value change and bank liquidity. Fixed effect models of panel data is established to clarify the effects on bank liquidity of banks selling the collateral with the value lower than its loan amount when market risks incur insufficient collateral value. The empirical data shows that changes in collateral value have no significant impact on bank liquidity, indicating that collateral can only be a means for banks to control risk. Also, it is shown that expansionary monetary policy contributes to bank liquidity.
論文目次 摘要 I
誌謝 IV
目錄 V
表目錄 VII
圖目錄 VIII
第一章 緒論 1
第一節 研究背景 1
第二節 研究動機與目的 3
第三節 研究流程 4
第四節 章節結構 5
第二章 文獻探討 6
第一節 銀行的流動性創造 6
第二節 擔保品價值與流動性創造 7
第三節 流動性創造變動產生的影響 9
第三章 研究方法 11
第一節 研究資料 11
第二節 研究模型 12
第三節 變數定義 15
第四節 研究假說 19
第四章 實證分析 22
第一節 基本統計分析 22
第二節 實證結果與分析 26
第五章 結論 35
第一節 研究結論 35
第二節 研究限制 35
第三節 未來研究方向與建議 36
參考文獻 37
參考文獻 英文部分
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中文部分
何昆霖 (2009),「台灣不動產抵押貸款不對稱訊息的實證研究」,朝陽科技大學碩士論文。
李明輝、孫莎、劉莉亞 (2014),「貨幣政策對商業銀行流動性創造的影響─來自中國銀行業的經驗證據」,財貿經濟,第10期。
林紋慧 (2011),「台灣銀行業資本與流動性創造之關係」,國立高雄第一科技大學碩士論文。
俞明德、馮立功、陳韋達、林逸苓 (2012),「金融系統流動性風險之評估」,中央銀行季刊,34卷3期,頁3-50。
陳佩彣 (2014),「銀行效率與流動性創造」,國立高雄第一科技大學碩士論文。
陳宜珊 (2012),「以信用評等探討台灣本國銀行流動性創造」,國立中興大學碩士論文。
陳念平 (2011),「金融危機及銀行流動性創造之研究:以我國銀行業為例」,臺北大學碩士論文。
陳庭萱 (2011),「出事銀行的流動性創造與成本管理的銀行效率」,國立政治大學博士論文。
陳蓉瑤 (2012),「景氣循環、流動性創造與銀行緩衝資本之關聯性研究」,東吳大學碩士論文。
廖雅華 (2011),「貨幣政策傳導機制實證研究-銀行放款組合之探討」,國立清華大學碩士論文。
謝佩穎 (2015),「貨幣政策對中國銀行業流動性創造之影響」,臺灣大學碩士論文。
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