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題名 銀行廠商理論之研究
作者 楊旭平
貢獻者 高明瑞
楊旭平
日期 1986
上傳時間 5-May-2016 16:33:10 (UTC+8)
參考文獻 參考書籍與書目
一、中文部分
(1)何瑞坤:銀行資產與負債管理論──兼述最近之研究發展趨勢，台北市銀行經濟研究叢書第十種，民國六十五年四月。
(2)林美華:銀行負債管理之研究，國立政治大學財政研究所碩士論文，民國六十八年六月。
(3)林祖嘉:完全競爭銀行廠商行為與貨幣供給，國立政治大學經濟研究所碩士論文，民國七十年六月。
(4)林淑華:「銀行資產負債管理之研究」，中央銀行季刊，第七卷第三期，民國七十四年九月。
(5)范尚文:本國一般銀行存放款期限結構的分析，國立台灣大學經濟研究所碩士論文，民國六十九年七月。
(6)許嘉棟:「我國金融體制之檢討」，當前經濟問題研討會論文集，民國七十二年。
(7)劉家祿:台灣商業銀行與專業銀行成本之研究，國立台灣大學經濟研究所碩士論文，民國六十五年。
(8)謝玉玲:商業銀行資產管理理論與台灣之實證研究，國立政治大學經濟研究所碩士論文，民國七十三年六月。

二、西文部分
(1)Adar, Z., T. Agmon, and Y.E. Orgler. "Out-put Mix and Jointness in Production in the Banking Firm," JMCB 7, May 1975, pp.235-243.
(2)Aigner, D.J., and C.M. Sprenkle. "A Simple Model of Information and Lending Behavior, " JF 23, March 1968, pp.151--166.
(3)Alhadeff, D.A. Monopoly and Competition in Banking, Calif :University of California Press, 1954.
(4)Baltensperger, E. "Economies of Scale, Firm Size, and Concentration in Banking," JMCB 4, Aug. 1972, pp.467--488(a).
(5) _____. "Cost of Banking Activities : Interactions Between Risk and Operating Costs,`` JMCB 4, Aug. 1972, pp.595-611(b).
(6)_____. "The Precautionary Demand for Reserves," AER 64, March 1974, pp.205--210.
(7) _____. “Alternative Approaches to the Theory of the Banking Firm”, JME 6, Jan.1980, pp.1--37.
(8)_____, and H. Milde. "Predictability of Reserve Demand, Information Costs, and Portfolio Behavior of Commercial Banks" JF 31, June 1976, pp.835--843.
(9)Barro, R.J., and A.M. Santomero. "Household Money Holdings and the Demand Deposit Rate” , JMCB 4, May 1972, pp.397-413.
(10)Bell, F.W., and N.B. Murphy. Costs in Commercial Banking :A Quantitve Analysis of Bank Behavior and Its Relation to Bank Regulation. Research Report. No.41. Boston :Federal Reserve Bank of Boston, 1968.
(11) Beazer, W.F. Optimization of Bank Portfolios, D.C. Heath & Company, Lexington, Massachusette, 1975.
(12)Benston, G.J. "Economies of Scale and Marginal Costs in Banking Operations", National Banking Review 2, June 1965, pp. 507-549.
(13) _____. "Economies of Scale in Financial Institutions", JMCB 4, May 1972, pp.312-- 341.
(14) _____. G.A. Hanweck, and D.B. Humphrey. "Scale Economies in Banking :A Restructuring and Reassessment," JMCB 14, Nov. 1982 , pp.435-456.
(15)Bierwag, G.O., G.G. Kaufman, and A.L. Toevs. "Single Factor Duration Models in a Discrete General Equilibrium Framework ," JF, May 1982, pp.325--338.
(16)Black, F., and M.S. Scholes. "The Valuation of Options Contracts and a Test of Market Efficiency," JF 27, May 1972, pp. 399--417.
(17)Blackwell, N.R., and A.M. Santomero. “Bank Credit Rationing and the Customer Relation," JME 9, Jan. 1982, pp.121--129.
(18)Brigham, E.F., and R.R. Pettit. "Effects of Structure on Performance in the Savings
and Loan Industry," in Study of the Savings and Loan Industry. Federal Home. Loan Bank Board, Washington:U.S. Government Printing Office, 1970, pp.971-1209.
(19)Broaddus, A. "Linear Programming :A New Approach to Bank Portfolio Management," Federal Reserve Bank of Richmond, Monthly Review, Nov. 1972, pp.3--11.
(20)Buser, S.A., A.H. Chen, and E.J. Kane. "Fedesal Deposit Insurance, Regulatory Policy, and Optimal Bank Credit," JF 36, March 1981.
(21) _____. "Information Production, Market Signalling, and the Theory of Financial Intermediation :A Reply," JF 37, Sep. 1982. pp.1097--1099.
(22)Chambers, D., and A. Charnes." Inter-temporal Analysis and Optimization of Bank Portfolios," Management Science, July 1961. Reprinting in Analytical Methods in Banking, ed. by Cohen, K.J., and F.S. Hammer, Rechard D. Irwin, Inc. 1966.
(23) Cohen, K.J., and F.S. Hammer. "Linear Programming and Optimal Bank Asset Management Decisions," JF 22, May 1967, pp.147--165.
(24)Cooper, J.P. "Stochastic Reserve Losses and Expansion of Bank Credit :Note," AER 61, Sep.1971, pp.741-745.
(25)Cotter, R.V. "Capital Ratios and Capital Adeguacy, "National Banking Review,III, 3, March 1966, pp.333--346.
(26)Deshmukh, S.D.,S.I. Greenbaum, and G. Kanatas. "Interest Rate Uncertainty and the Financial Intermediary`s Choice of Exposure ," JF 38, March 1983, pp.141--147.
(27)Draper, D.W., and J.W. Hoag. "Financial Intermediation and the Theory of Agency." Journal of Financial and Quantitive Analysis 13, Nov. 1978, pp.595--611.
(28)Fama, E.F. "Agency Problems and the Theory of the Firm," JPE 88, April 1980, pp.288-307.
(29)Flannery, M.J. "Retail Bank Deposits as Quasi-Fixed Factors of Production," AER 72, June 1982, pp.527--536.
(30)Friedman, R.M., and W.W. Roberts. "The Carry-forward Provision and Management of Bank Reserves," JF, June 1983, pp.845-855.
(31)Frost, P, A. "Bank`s Demand for Excess Reserves," JPE 79, July/aug. 1971, pp.805 825.
(32)Gilligan, T.,M. Smirlock, W. Marshall. " Scale and Scope Economies in The Multi-product Banking Firm," JME 13, 1984, pp.393 —405.
(33)Goldfeld, S.M., and D.M. Jaffee. "The Determinants of Deposit-rate Setting by Savings and Loan Associations, "JF 25, June 1970, pp.615--632.
(34)Goldschmidt, A. "On the Definition and Measurement of Bank Output," JBF, May 1981, pp.575--585.
(35)Gramley, L.E. A Study of Scale Economies in Banking, Kansas City, Mo. :Federal Reserve Bank of Kansas City, 1962.
(36)Grebler, L., and E.F. Brigham, Savings and Mortgage Markets in California, Pasadena : California Savings and Loan League, 1963.
(37)Greenbaum, S.I. "Competition and Efficiency in the Banking System-Empirical Research and its Policy Implications," JPE 75, Aug. 1967, pp.461--479.
(38)Haley, C.W. "Interest Rate Risk in Financial Intermediaries :Prospect for Immunization," Bank Structure and Competition, Pp.309--326, Proceedings of a Conference at the Federal Reserve Bank of Chicago, 1982.
(39)Hart, O.D., and D.M. Jaffee. "On the Application of Portfolio Theory to Depository Financial Intermediaries. "Review of Economic Studies 41, Jan. 1974, pp. 129-147.
(40)Horvitz, P.M. "Economies of Scale in Banking, " in Private Financial Institutions, Englewood Cliffs, N.J. : Prentice-Hall, 1963, pp.1--54.
(41) Kahane, Y. "Capital Adequacy and the Regulation of Financial Intermediaries," JBF 1, Oct.1977, pp.207--218.
(42)Kareken, J.H., and N. Wallace. "Deposit Insurance and Bank Regulation : A Partial Equilibrium Exposition," JB 51, July 1978, pp.413--438.
(43)Kaufman, G.G. "Measuring and Managing Interest Rate Risk : A Primer," Economic Perspectives, Federal Reserve Bank of Chicago, Jan./Feb.1984.
(44) _____, G.O. Bierwag, and A.L. Toevs . Innovations in Bond Portfolio Management : Duration Analysis and Immunization, JAI Press, Inc.1983, pp.155—157.
(45) Kim, E.H. "A Mean-variance Theory of Optimal Capital Structure and Corporate Debt Capacity" ,JF 3, March 1978, pp.45--63.
(46)Klein, B. "Competititive Interest Payments on Bank Deposits and the Long-run Demand for Money" , AER 64, Dec. 1974, pp.931-- 949.
(47)Klein, M.A. "A Theory of the Banking Firm" , JMCB 3, May 1971, pp.205--218.
(48)Koehn, M., and A.M. Santomero. "Regulation of Bank Capital and Portfolio Risk," JF 35 , Dec.1980, pp.1235--1244.
(49)Kraus, A., and R.H. Litzenberger. "A State-Preference Model of Optimal Financial Leverage," JF 28, Sep.1973, pp.911--922.
(50)Lam, C.H., and A.H. Chen. "Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments" , JF, June 1985, pp.563--575.
(51)Mackara, W.F. "What Do Banks Produce ?" Monthly Review, Federal Reserve Bank of Atlanta, May 1975, pp.70--74.
(52)Markowitz, H. "Portfolio Selection," JF, March 1952, pp.77-91.
(53)Merton, R.C. "An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees : An Application of Modern Option Pricing Theory" ,JBF 1, June 1977, pp.3-- 11.
(54)Meyer, P.A. "Comment on Weber," JF, Sep. 1967, pp.467--470.
(55)Miller, S.M. "A Theory of the Banking Firm :Comment," JME 4, Jan.1975, pp.123--128.
(56)Mingo, J.J. "Regulatory Influence on Bank Capital Investment," JF 30, Sep.1975, pp. 1111--1121.
(57) _____, and B. Wolkowitz. "The Effects of Regulation on Bank Balance Sheet Decision," JF 32, Dec.1977, pp.1605`-1616.
(58)Mitchell, D.W. "Explicit and Implicit Demand Deposit interest," JMCB 11, May 1979, pp.182--191.
(59)Modigliani, F., and M.H. Miller. "The Cost of Capital, Corporation Finance, and the Theorem of Investment," AER 48, June 1958, pp.261--297.
(60)Morrison, R. Liquidity Preferences of Commercial Banks, University of Chicago, 1966.
(61)Murray, J.D., and R.W. White. "Economies of Scale and Economies of Scope in Multi-product Financial Institutions :A Study of British Columbia Credit Unions," JF 38, June 1983, pp.887-902.
(62)Niehans, J., and J. Hewson. "The Eurodollar Market and Monetary Theory" , JMCB, Feb. 1976, pp.1--28.
(63)Orgler, Y.E., and R.A. Taggart, Jr. "Implications of Corporate Capital Structure Theory for Banking Institutions :A Note" JMCB, May 1983, pp.212--221.
(64)Orr, D., and W.G. Mellon. "Stochastic Reserve Losses and Expansion of Bank Credit," AER 51, Sep.1961, pp.614-623.
(65) Parkin, M.J. "Discount House Portfolio and Debt Selection", Review of Economic Studies 37, Oct.1970, pp.469—497.
(66)Pesek, B.P. "Bank`s Supply Function and the Equilibrium Quantity of Money," The Canadian Journal of Economics, aug. 1970, pp.357-385.
(67)Poole, W. "Commercial Bank Reserve Management in a Stochastic Model : Implications for Monetary Policy," JF 23 Dec.1968, pp. 769-791.
(68) Porter, R. C. "A Model of Bank Portfolio Selection ," Yale Economic Essays 2, Fall 1961, pp.323-359.
(69)Powers, J.A. "Branch Versus Unit Banking: Bank Output and Cost-Economies," The Southern Economic Journal, Oct.1969, pp. 153 -- 164.
(70)Pringle, J.J. "A Theory of the Banking Firm:A Comment," JMCB 5, Nov. 1973, pp. 990--996.
(71)_____. "The Capital Decision in Commercial Banks," JF 29, June 1974, pp.779--795.
(72)Pyle, D.H. "On the Theory of Financial Intermediation," JF 26, June 1971, pp.737-747.
(73)Ratti, R.A. "Stochastic Reserve Losses and Bank Credit Expansion" , JME 5, April 1979, pp.283-294.
(74)Santomero, A.M. "Fixed Versus Variable Rate Loans," JF 38 Dec.1983, pp.1363--1380.
(75)_____. "Modeling the Banking Firm :A Survey", JMCB, Nov.1984, pp.577--602.
(76) _____, and J.D. Vinso. "Estimating the Probability of Failure for Commercial Banks and the Banking System," JBF 1, Oct. 1977, pp.185--205.
(77)Saving, T. "A Theory of Money Supply with Competitive Banking," JME, July 1977, pp. 289-303.
(78)Schweiger, I. and J.S. McGee. "Chicago Banking :The Structure and Performance at Banks and Related Financial Institutions in Chicago and Other Areas," JB, July 1961 pp.201--366.
(79) _____, and J.T. Lindley. "Inputs, Out-puts, and a Theory of Production and Cost at Depository Financial Institutions" , JF 32, Sep.1977, pp.1251--1266.
(80)Sharpe, W.F. "Bank Capital Adeguacy, Deposit Insurance, and Security Values," Journal of Financial and Quantitative Analysis 13, Nov. 1978, pp.701-718.
(81)Spellman, L.J. "Deposit Ceilings and the Efficiency of Financial Intermediation" JF 35, March 1980, pp.129--136.
(82)Startz, R. "Implicit Interest on Demand Deposit," JME 5, Oct. 1979, pp.515--534.
(83)_____. "Competition and Interest Rate Ceilings in Commercial Banking," QJE 98, May 1983, pp.255--265.
(84)Stigum, M.L. "Some Further Implications of Profit Maximization by a Savings and Loan Association" ,JF 31, Dec.1976, pp. 1405--1426.
(85)Taggart, R.A., Jr., and S.I. Greenbaum. "Bank Capital and Public Regulation," JMCB 10, May 1978, pp.158-169.
(86) Talmor, E. "A Normative Approach to Bank Capital Adeguacy," Journal of Financial and Quantitative Analysis 15, Nov. 1980, pp.785-811.
(87)Vernon, J.R. "Savings and Loan Associations Response to Monetary Policies, 1953—1961 :A Case Study in Availability", The Southern Economic Journal, Jan. 1965, pp. 229--237.
(88)Vojta, G.J. Bank Capital Adequacy, New York :First National Bank, 1973.
(89)Weber, G.I. "Interest Rates on Mortgages and Dividend Rates on Savings and Loan Shares" , JF 21, Sep. 1966, pp.515-521.
(90)White, B.B. "Monetary Policy Without Regulation Q" , Quaterly Review Federal Reserve Bank of New York, Winter, 1982, Vol.6, No. 4.
(91)Wilcox, J.W. "A Gambler`s Ruin Prediction of Business Failure Using Accounting Data", Sloan Management Review 12, Spring 1971, pp.1--10.
(92)Wood, J. "A Model of Commercial Bank Loan and Investment Behavior," In Issues in Monetary Economics, ed. by H.G. Johnson and A.R. Nobay, pp .402-- 453 , Oxford : Oxford University Press, 1974.
三、期刊縮寫對照表
A E R : American Economic Review
J B F: Journal of Banking and Finance
J B : Journal of Business
J F : Journal of Finance
J M E : Journal of Monetary Economics
JMCB : Journal of Money, Credit, and Banking
J P E : Journal of Political Economy
Q J E : Quarterly Journal of Economics
描述 碩士
國立政治大學
經濟學系
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002006854
資料類型 thesis
dc.contributor.advisor 高明瑞zh_TW
dc.contributor.author (Authors) 楊旭平zh_TW
dc.creator (作者) 楊旭平zh_TW
dc.date (日期) 1986en_US
dc.date.accessioned 5-May-2016 16:33:10 (UTC+8)-
dc.date.available 5-May-2016 16:33:10 (UTC+8)-
dc.date.issued (上傳時間) 5-May-2016 16:33:10 (UTC+8)-
dc.identifier (Other Identifiers) B2002006854en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/91871-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 經濟學系zh_TW
dc.description.tableofcontents 目錄
第一章 緒論………1
第一節 研究動機與目的………1
第二節 研究方法與限制………2
第三節 本文結構………3
第二章 資產選擇模型………7
第一節 資產結構最適化模型………7
第二節 準備金管理模型………12
第三節 預期利潤極大化模型………20
第四節 平均數－變異數資產選擇模型………27
第五節 本章模型綜合比較與未來可能發展方向………30
第三章 負債管理模型………41
第一節 存款－資本決策模型………42
第二節 存款利率管制………44
一、活期存款禁止支付利息的爭議………44
二、定期與儲蓄存款利率上限的管制………45
三、存款利率與長期顧客關係………47
第三節 銀行資本管制與存款保險………49
一、最適資本部位的決定………50
二、資本管制有放性的爭議………52
三、資本適足額的衡量………54
四、存款保險與保費的定價………56
第四節 本章結論與建議………58
第四章 完整模型………71
第一節 獨占模型………72
第二節 風險袪避模型………76
第三節 實質資源模型………78
一、銀行投入與產出的定義與衡量………79
二、規模經濟、範圍經濟與成本函數………85
三、實質資源模型………93
第四節 存續期間差距管理模型………94
一、承擔風險的選擇………96
二、存續期間差距管理模型………98
第五節 本章結論與未來可能發展方向………101
第五章 結論與建議………113
參考書目………117		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002006854en_US
dc.title (題名) 銀行廠商理論之研究zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 參考書籍與書目
一、中文部分
(1)何瑞坤:銀行資產與負債管理論──兼述最近之研究發展趨勢，台北市銀行經濟研究叢書第十種，民國六十五年四月。
(2)林美華:銀行負債管理之研究，國立政治大學財政研究所碩士論文，民國六十八年六月。
(3)林祖嘉:完全競爭銀行廠商行為與貨幣供給，國立政治大學經濟研究所碩士論文，民國七十年六月。
(4)林淑華:「銀行資產負債管理之研究」，中央銀行季刊，第七卷第三期，民國七十四年九月。
(5)范尚文:本國一般銀行存放款期限結構的分析，國立台灣大學經濟研究所碩士論文，民國六十九年七月。
(6)許嘉棟:「我國金融體制之檢討」，當前經濟問題研討會論文集，民國七十二年。
(7)劉家祿:台灣商業銀行與專業銀行成本之研究，國立台灣大學經濟研究所碩士論文，民國六十五年。
(8)謝玉玲:商業銀行資產管理理論與台灣之實證研究，國立政治大學經濟研究所碩士論文，民國七十三年六月。

二、西文部分
(1)Adar, Z., T. Agmon, and Y.E. Orgler. "Out-put Mix and Jointness in Production in the Banking Firm," JMCB 7, May 1975, pp.235-243.
(2)Aigner, D.J., and C.M. Sprenkle. "A Simple Model of Information and Lending Behavior, " JF 23, March 1968, pp.151--166.
(3)Alhadeff, D.A. Monopoly and Competition in Banking, Calif :University of California Press, 1954.
(4)Baltensperger, E. "Economies of Scale, Firm Size, and Concentration in Banking," JMCB 4, Aug. 1972, pp.467--488(a).
(5) _____. "Cost of Banking Activities : Interactions Between Risk and Operating Costs,`` JMCB 4, Aug. 1972, pp.595-611(b).
(6)_____. "The Precautionary Demand for Reserves," AER 64, March 1974, pp.205--210.
(7) _____. “Alternative Approaches to the Theory of the Banking Firm”, JME 6, Jan.1980, pp.1--37.
(8)_____, and H. Milde. "Predictability of Reserve Demand, Information Costs, and Portfolio Behavior of Commercial Banks" JF 31, June 1976, pp.835--843.
(9)Barro, R.J., and A.M. Santomero. "Household Money Holdings and the Demand Deposit Rate” , JMCB 4, May 1972, pp.397-413.
(10)Bell, F.W., and N.B. Murphy. Costs in Commercial Banking :A Quantitve Analysis of Bank Behavior and Its Relation to Bank Regulation. Research Report. No.41. Boston :Federal Reserve Bank of Boston, 1968.
(11) Beazer, W.F. Optimization of Bank Portfolios, D.C. Heath & Company, Lexington, Massachusette, 1975.
(12)Benston, G.J. "Economies of Scale and Marginal Costs in Banking Operations", National Banking Review 2, June 1965, pp. 507-549.
(13) _____. "Economies of Scale in Financial Institutions", JMCB 4, May 1972, pp.312-- 341.
(14) _____. G.A. Hanweck, and D.B. Humphrey. "Scale Economies in Banking :A Restructuring and Reassessment," JMCB 14, Nov. 1982 , pp.435-456.
(15)Bierwag, G.O., G.G. Kaufman, and A.L. Toevs. "Single Factor Duration Models in a Discrete General Equilibrium Framework ," JF, May 1982, pp.325--338.
(16)Black, F., and M.S. Scholes. "The Valuation of Options Contracts and a Test of Market Efficiency," JF 27, May 1972, pp. 399--417.
(17)Blackwell, N.R., and A.M. Santomero. “Bank Credit Rationing and the Customer Relation," JME 9, Jan. 1982, pp.121--129.
(18)Brigham, E.F., and R.R. Pettit. "Effects of Structure on Performance in the Savings
and Loan Industry," in Study of the Savings and Loan Industry. Federal Home. Loan Bank Board, Washington:U.S. Government Printing Office, 1970, pp.971-1209.
(19)Broaddus, A. "Linear Programming :A New Approach to Bank Portfolio Management," Federal Reserve Bank of Richmond, Monthly Review, Nov. 1972, pp.3--11.
(20)Buser, S.A., A.H. Chen, and E.J. Kane. "Fedesal Deposit Insurance, Regulatory Policy, and Optimal Bank Credit," JF 36, March 1981.
(21) _____. "Information Production, Market Signalling, and the Theory of Financial Intermediation :A Reply," JF 37, Sep. 1982. pp.1097--1099.
(22)Chambers, D., and A. Charnes." Inter-temporal Analysis and Optimization of Bank Portfolios," Management Science, July 1961. Reprinting in Analytical Methods in Banking, ed. by Cohen, K.J., and F.S. Hammer, Rechard D. Irwin, Inc. 1966.
(23) Cohen, K.J., and F.S. Hammer. "Linear Programming and Optimal Bank Asset Management Decisions," JF 22, May 1967, pp.147--165.
(24)Cooper, J.P. "Stochastic Reserve Losses and Expansion of Bank Credit :Note," AER 61, Sep.1971, pp.741-745.
(25)Cotter, R.V. "Capital Ratios and Capital Adeguacy, "National Banking Review,III, 3, March 1966, pp.333--346.
(26)Deshmukh, S.D.,S.I. Greenbaum, and G. Kanatas. "Interest Rate Uncertainty and the Financial Intermediary`s Choice of Exposure ," JF 38, March 1983, pp.141--147.
(27)Draper, D.W., and J.W. Hoag. "Financial Intermediation and the Theory of Agency." Journal of Financial and Quantitive Analysis 13, Nov. 1978, pp.595--611.
(28)Fama, E.F. "Agency Problems and the Theory of the Firm," JPE 88, April 1980, pp.288-307.
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三、期刊縮寫對照表
A E R : American Economic Review
J B F: Journal of Banking and Finance
J B : Journal of Business
J F : Journal of Finance
J M E : Journal of Monetary Economics
JMCB : Journal of Money, Credit, and Banking
J P E : Journal of Political Economy
Q J E : Quarterly Journal of Economics		zh_TW