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題名	不對稱資訊下銀行放款契約訂定之研究
作者	姜堯民
貢獻者	劉維琪姜堯民
日期	1990 1989
上傳時間	3-May-2016 14:06:34 (UTC+8)
摘要	論文摘要
參考文獻	參考書目中文部份 1.袁穎生，臺灣之利率管理的演進，臺灣銀行季刊，第三十五卷第二期，第81頁至第92頁。 2.林培州，銀行放款市場之失衡計量分析，台北，國立臺灣大學經濟研究所未出版碩士論文，民國72年。 3.林榮源，華僑商業銀行授信業務管理，徵信通信，第一二五期，民國78年七月，第1頁至第49頁。 4.林豪傑，不對稱資訊下勞工報酬契約的訂定，國立政治大學企業管理研究所未出版碩士論文，民國78年。 5.陳漢達，信用配給之實證研究，台北，國立臺灣大學商學研究所未出版碩士論文，民國75年。 6.劉維琪，"資訊不對稱情況下公用事業訂價模式，"台北，中國經濟企業研究所，民國75年。 7.鍾隆毓，臺灣信用分配之分析，臺灣銀行季刊，第三第二期，民國72年，第1頁至第49頁。英文部份 1. Besanko,David and Anjan V. Thakor."Competitive Equilibrium in the Credit Market under Asymmetric Information." Journal of Economic Theory 42 (1987a). pp.167-182. 2. Besanko,David and Anjan V. Thakor."Collateral and Rationing:Sorting Equilibria in Monopolistic and Competitive Credit Markets." International Economic Reyjew.28(1987b) .pp.671-689. 3. Bester,Helmut. "Screening vs. Rationing In Credit Markets with Imperfect Information." The American Economics Review.75(1985).pp.850-855. 4. Bester,Helmut."The Role of Collateral in Credit Markets with Imperfect Information."European Economic Reyiew,31(19S7) .pp.887-899. 5. Bester,Helmut and Martin Hellwig, "Moral Hazard and Equilibrium Credit Rationing:An Overview of the Issues," Agency Theory. Information. And Incentjyes.ed.by G. Bamberg and K. Spremann,Heidlberg,1987,pp136-166. 6. Chan.Yuk-Shee and Anjan V. Thakor,"Collateral and Competitive Equilibria with Moral Hazard and Private Information,"The Journal of Finance,52(1987) ,pp.345-363. 7. Eisenhardt,Kathleen H., "Agency Theory:An Assessment and Review".Academy of Management Review,14 (1989) ,pp17-74 8. Hellwig,Martin,"Some Recent Developments in the Theory of Competition in Markets with Adverse Selection, " European Economic Review , 31 (1987) ,pp.319-325. 9. Jaffee,Dwight and T. Russell,"Imperfect Information and Credit Rationing. "Quarterly Journal of Economjcs,90(1976) ,pp.651-666. 10. Milde,Hellmuth and John G. Riley, "Signaling in Credit Markets."The Quarterly Journal of Economics.1988,pp.101-129. 11. Nirualur.Vijayaraghavan R., "Essay on Capital Structure,Essay One:Multi-Attribute Signaling Theory and Application to Financial Decisions,"ph. D Dissertation North-West University (1986),pp.1-49. 12. Osano,Hiroshi and Yoshiro Tsutsui,"Credit Rationing and Implicit Contract Theory." International Journal of Industrial Organizatjon,4(1986) .pp.419-438. 13. Riley,John G ., "Informational Equilibrium,"Econometrica, 49 (1979), pp. 331-359. 14. Schlesinger,Harris."A Model of Optimal Insurance Pricing,"Working Paper 80-w28,1980. 15. Stiglitz,Joseph E. and Andrew Weiss," Credit Rationing in Markets with Imperfect Information, "The American Economics Reyiew,76(1981) ,pp.393-410. 16. Stiglitz,Joseph and Andrew Weiss. "Credit Rationing with Colleteral,"Bell Communications Research. Inc. Economic Discussion Paper #N12,1985 17. Wette.Hildegard C.,"Collateral in Credit Rationing in Markets with Imperfect Information:Note,"The American Economic Review,73(1983) ,pp.442-445.
描述	碩士國立政治大學企業管理學系
資料來源	http://thesis.lib.nccu.edu.tw/record/#B2002005206
資料類型	thesis

dc.contributor.advisor	劉維琪	zh_TW
dc.contributor.author (Authors)	姜堯民	zh_TW
dc.creator (作者)	姜堯民	zh_TW
dc.date (日期)	1990	en_US
dc.date (日期)	1989	en_US
dc.date.accessioned	3-May-2016 14:06:34 (UTC+8)	-
dc.date.available	3-May-2016 14:06:34 (UTC+8)	-
dc.date.issued (上傳時間)	3-May-2016 14:06:34 (UTC+8)	-
dc.identifier (Other Identifiers)	B2002005206	en_US
dc.identifier.uri (URI)	http://nccur.lib.nccu.edu.tw/handle/140.119/90001	-
dc.description (描述)	碩士	zh_TW
dc.description (描述)	國立政治大學	zh_TW
dc.description (描述)	企業管理學系	zh_TW
dc.description.abstract (摘要)	論文摘要	zh_TW
dc.description.tableofcontents	目錄第一章緒論………1 第一節研究動機與研究目的………1 第二節研究方法………3 第三節本文結構………5 本章附註………6 第二章文獻回顧………8 第一節信用分配代表性理論………8 第二節不對稱資訊下銀行放款市場之特性………12 第三節臺灣放款市場描述………27 本章附註………31 第三章臺灣放款市場均衡分析………36 第一節問題認定………36 第二節以利率為審視工具………41 第三節以擔保品為審視工具………44 第四節同時以利率與擔保品為審視工具………47 本章附註………52 第四章最適銀行放款契約訂定與求解………53 第一節對稱資訊下之放款契約………54 第二節不對稱資訊下，不連續分配時之放款契約………61 第三節不對稱資訊下，連績分配時之放款契約………66 第五章結論與建議………74 第一節結論………74 第二節建議………76 參考書目………77 圖表目次圖次圖2-2-1銀行期望報酬的非單調性………14 圖2-2-2 Stiglitz & Weiss的論點………16 圖2-2-3 Bester論點………18 圖3-1-1借款人的效用函數………39 圖3-1-2銀行的效用函數………40 圖4-1-1 i型借款人總效用曲線………54 圖4-1-2等消費者剩餘曲線………55 圖4-1-3兩種類型借款人的等消費者剩餘曲線………56 圖4-1-4銀行的效用曲線………57 圖4-1-5 i型借款人帶給銀行的效用曲線………58 圖4-1-6對稱資訊下，放款市場的均衡………59 圖4-2-1逆選擇現象………61 圖4-3-1放款契約的運作程序………67 表次表1-2-1本研究問題的結構………4 表2-2-1資訊不對稱下銀行放款市場問題比較………21 表2-3-1本研究與相關文獻的比較………30	zh_TW
dc.source.uri (資料來源)	http://thesis.lib.nccu.edu.tw/record/#B2002005206	en_US
dc.title (題名)	不對稱資訊下銀行放款契約訂定之研究	zh_TW
dc.type (資料類型)	thesis	en_US
dc.relation.reference (參考文獻)	參考書目中文部份 1.袁穎生，臺灣之利率管理的演進，臺灣銀行季刊，第三十五卷第二期，第81頁至第92頁。 2.林培州，銀行放款市場之失衡計量分析，台北，國立臺灣大學經濟研究所未出版碩士論文，民國72年。 3.林榮源，華僑商業銀行授信業務管理，徵信通信，第一二五期，民國78年七月，第1頁至第49頁。 4.林豪傑，不對稱資訊下勞工報酬契約的訂定，國立政治大學企業管理研究所未出版碩士論文，民國78年。 5.陳漢達，信用配給之實證研究，台北，國立臺灣大學商學研究所未出版碩士論文，民國75年。 6.劉維琪，"資訊不對稱情況下公用事業訂價模式，"台北，中國經濟企業研究所，民國75年。 7.鍾隆毓，臺灣信用分配之分析，臺灣銀行季刊，第三第二期，民國72年，第1頁至第49頁。英文部份 1. Besanko,David and Anjan V. Thakor."Competitive Equilibrium in the Credit Market under Asymmetric Information." Journal of Economic Theory 42 (1987a). pp.167-182. 2. Besanko,David and Anjan V. Thakor."Collateral and Rationing:Sorting Equilibria in Monopolistic and Competitive Credit Markets." International Economic Reyjew.28(1987b) .pp.671-689. 3. Bester,Helmut. "Screening vs. Rationing In Credit Markets with Imperfect Information." The American Economics Review.75(1985).pp.850-855. 4. Bester,Helmut."The Role of Collateral in Credit Markets with Imperfect Information."European Economic Reyiew,31(19S7) .pp.887-899. 5. Bester,Helmut and Martin Hellwig, "Moral Hazard and Equilibrium Credit Rationing:An Overview of the Issues," Agency Theory. Information. And Incentjyes.ed.by G. Bamberg and K. Spremann,Heidlberg,1987,pp136-166. 6. Chan.Yuk-Shee and Anjan V. Thakor,"Collateral and Competitive Equilibria with Moral Hazard and Private Information,"The Journal of Finance,52(1987) ,pp.345-363. 7. Eisenhardt,Kathleen H., "Agency Theory:An Assessment and Review".Academy of Management Review,14 (1989) ,pp17-74 8. Hellwig,Martin,"Some Recent Developments in the Theory of Competition in Markets with Adverse Selection, " European Economic Review , 31 (1987) ,pp.319-325. 9. Jaffee,Dwight and T. Russell,"Imperfect Information and Credit Rationing. "Quarterly Journal of Economjcs,90(1976) ,pp.651-666. 10. Milde,Hellmuth and John G. Riley, "Signaling in Credit Markets."The Quarterly Journal of Economics.1988,pp.101-129. 11. Nirualur.Vijayaraghavan R., "Essay on Capital Structure,Essay One:Multi-Attribute Signaling Theory and Application to Financial Decisions,"ph. D Dissertation North-West University (1986),pp.1-49. 12. Osano,Hiroshi and Yoshiro Tsutsui,"Credit Rationing and Implicit Contract Theory." International Journal of Industrial Organizatjon,4(1986) .pp.419-438. 13. Riley,John G ., "Informational Equilibrium,"Econometrica, 49 (1979), pp. 331-359. 14. Schlesinger,Harris."A Model of Optimal Insurance Pricing,"Working Paper 80-w28,1980. 15. Stiglitz,Joseph E. and Andrew Weiss," Credit Rationing in Markets with Imperfect Information, "The American Economics Reyiew,76(1981) ,pp.393-410. 16. Stiglitz,Joseph and Andrew Weiss. "Credit Rationing with Colleteral,"Bell Communications Research. Inc. Economic Discussion Paper #N12,1985 17. Wette.Hildegard C.,"Collateral in Credit Rationing in Markets with Imperfect Information:Note,"The American Economic Review,73(1983) ,pp.442-445.	zh_TW