| dc.contributor.advisor | 胡聯國 | zh_TW |
| dc.contributor.advisor | Len-Kuo Hu | en_US |
| dc.contributor.author (Authors) | 翁珮珊 | zh_TW |
| dc.contributor.author (Authors) | Pei-Shan Weng | en_US |
| dc.creator (作者) | 翁珮珊 | zh_TW |
| dc.creator (作者) | Pei-Shan Weng | en_US |
| dc.date (日期) | 2002 | en_US |
| dc.date.accessioned | 11-Sep-2009 17:03:28 (UTC+8) | - |
| dc.date.available | 11-Sep-2009 17:03:28 (UTC+8) | - |
| dc.date.issued (上傳時間) | 11-Sep-2009 17:03:28 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0090351013 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/30010 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 國際經營與貿易研究所 | zh_TW |
| dc.description (描述) | 90351013 | zh_TW |
| dc.description (描述) | 91 | zh_TW |
| dc.description.abstract (摘要) | In this thesis, we follow the incomplete contract model developed by Freixas and Rochet (1997). They model the decision of a bank regulator for continuing the sound bank or restructuring the failing bank as a game between bank equity owners, the bank manager, and the regulator under the incomplete contract framework. In this essay, we apply this incomplete contract model to Taiwan empirical data. After using several kinds of financial ratios as our indicators, we select nine ratios to process our empirical examination. And we find that: there are two banks appeared in the “ex-post efficient interference” segment except two ratios and also another two banks shown in the “ex-post efficient passivity” segment except one ratio. | zh_TW |
| dc.description.abstract (摘要) | In this thesis, we follow the incomplete contract model developed by Freixas and Rochet (1997). They model the decision of a bank regulator for continuing the sound bank or restructuring the failing bank as a game between bank equity owners, the bank manager, and the regulator under the incomplete contract framework. In this essay, we apply this incomplete contract model to Taiwan empirical data. After using several kinds of financial ratios as our indicators, we select nine ratios to process our empirical examination. And we find that: there are two banks appeared in the “ex-post efficient interference” segment except two ratios and also another two banks shown in the “ex-post efficient passivity” segment except one ratio. | en_US |
| dc.description.tableofcontents | 1. INTRODUCTION 1 2. LITERUTURE REVIEW 3 2.1 The Basic Model 3 2.2 The Empirical Literatures 6 3. THE MODEL 8 3.1 The Complete Contract Model 8 3.2 The Incomplete Contract Model 11 4. DATA AND EMPIRICAL ANALYSIS 15 4.1 Data and Parameter Values 15 4.1.1 Profitability 18 4.1.2 Capital Adequacy 19 4.1.3 Safety 19 4.1.4 Efficiency 20 4.1.5 Liquidity 20 4.2 Empirical results 21 4.2.1 Profitability 22 4.2.2 Capital Adequacy 26 4.2.3 Efficiency 29 4.2.4 Liquidity 30 5. CONCLUSION 34 APPENDIX 36 REFERENCE 48 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0090351013 | en_US |
| dc.subject (關鍵詞) | 不完全契約模型 | zh_TW |
| dc.subject (關鍵詞) | 銀行監理 | zh_TW |
| dc.subject (關鍵詞) | incomplete contract model | en_US |
| dc.subject (關鍵詞) | banking regulations | en_US |
| dc.title (題名) | Banking Regulations in An Incomplete Contract Model: Evidence from Taiwan Market | zh_TW |
| dc.title (題名) | 不完全契約模型下銀行監理之探討—以台灣本國銀行為例 | zh_TW |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | REFERENCE | zh_TW |
| dc.relation.reference (參考文獻) | Chinese | zh_TW |
| dc.relation.reference (參考文獻) | 蘇千琇，「應用財務比率評鑑台灣地區銀行經營績效」，民國85年6月，國立台灣大學財務金融研究所碩士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 謝人俊，「問題基層金融機構經營特性之研究」，民國88年6月，國立政治大學企業管理研究所碩士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 李佳珍，「台灣地區銀行經營績效評等之分析—以本國銀行與外商銀行為例」，嘉義技術學院學報，第67卷，民國88年12月，頁79-97。 | zh_TW |
| dc.relation.reference (參考文獻) | English | zh_TW |
| dc.relation.reference (參考文獻) | Acharya, S. and Dreyfus, J. C., 1989, Optimal bank reorganization policies and the pricing of federal deposit insurance, Journal of Finance 44,1313-1333. | zh_TW |
| dc.relation.reference (參考文獻) | Aghion, P. and Bolton, P., 1992, An incomplete contracts approach to financial contracting, Review of economic Studies 59, 473-494. | zh_TW |
| dc.relation.reference (參考文獻) | Aghion, P., Dewatripont, M., and Rey, P., 2002, On partial contracting, European economic review 46, 745-753. | zh_TW |
| dc.relation.reference (參考文獻) | Bensaid, B., H. Pag"es, and J. C. Rochet, 1993, Efficient regulation of banks’ solvency, IDEI, Toulouse, Mimeograph. | zh_TW |
| dc.relation.reference (參考文獻) | Bhattacharya, S., Boot, A. W. A., and Thakor, A. V., 1998, The economics of bank regulation, Journal of money, credit and banking 30(4), 745-770. | zh_TW |
| dc.relation.reference (參考文獻) | Boot, A. W. A. and Thakor, A. V., 1993, Self-interested bank regulation, American economic review 83, 206-212. | zh_TW |
| dc.relation.reference (參考文獻) | Cornelli, F. and Felli, L., 1997, Ex-ante efficiency of bankruptcy procedures, European economic review 41, 475-485. | zh_TW |
| dc.relation.reference (參考文獻) | Dewatripont, M. and Tirole, J., 1994, The prudential regulation of banks, Mass.: MIT Press. | zh_TW |
| dc.relation.reference (參考文獻) | Freixas, X. and Rochet, J. C., 1997, Microeconomics of banking, MIT Press, Cambridge, MA. | zh_TW |
| dc.relation.reference (參考文獻) | Fries, S., Mella-Barral, P., and Perraudin, W., 1997, Optimal bank reorganization and the fair pricing of deposit guarantees, Journal of banking and finance 21, 441-468. | zh_TW |
| dc.relation.reference (參考文獻) | Giammarino, R. M, T. R. Lewis, and D. Sappinton, 1993, An incentive approach to banking regulation, The journal of finance 48, 1523-1542. | zh_TW |
| dc.relation.reference (參考文獻) | Mailath, L. and Mester, L., 1994, A positive analysis of bank closure, Journal of financial intermediation 3, 272-299. | zh_TW |
| dc.relation.reference (參考文獻) | Rochet, J. C. and Tirole, J., 1996, Interbank lending and systemic risk, Journal of money, credit, and banking 28(4), 733-762. | zh_TW |
