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題名 次貸風暴期間銀行聯合貸款行為的研究
其他題名 Syndicated Lenders’ Behavior during Credit Crisis
作者 張元晨
貢獻者 國立政治大學財務管理學系
行政院國家科學委員會
關鍵詞 次貸風暴;聯合貸款;政府持股銀行
Credit crisis; Syndicated loans; government owned banks
日期 2010
上傳時間 22-Oct-2012 11:11:01 (UTC+8)
摘要 本計畫探討次貸風暴期間，銀行聯合貸款行為的變化，文獻指 出當銀行遭受流動性衝擊時會將此衝擊移轉給借款企業，本計畫參 考Ivashina and Scharfstein（2009）的研究方法，結合全球銀行聯貸 案、Bankscope 及Worldscope 等資料庫，分析銀行資金來源對其參 與聯合貸款的影響，並探討受到資金衝擊且接受政府注資的美國及 歐洲銀行是否會緊縮該國及其他國家企業聯合貸款的情形，其次， 本計畫也將探討在次貸風暴前後，除了緊縮銀根外，銀行對企業聯 合貸款的利率、貸款期間及擔保品等條件進行調整的情形，最後本 研究將分析在次貸風暴期間，和政府持股較多的銀行有聯貸合作關 係的銀行，是否受到流動性衝擊較小，因此比較不會有緊縮銀根的 情形。
This project examines lenders’ behavior during recent credit crisis. The goal of this project is to understand the effect of the banking liquidity shocks on the supply of credit to the corporate sector. Following Ivashina and Scharfstein (2009), I examine whether banks cut their lending more if they had less access to deposit financing by combining data from Dealscan, Bankscope, and Worldscope. I also investigate whether banks that are more vulnerable to credit line drawdowns because they co-syndicated more of their credit lines with US and European banks that are rescued by government money reduced their lending or tightened their credit standards to a greater extent. Finally, this project uses individual loan contracts to study the effects of government ownership on bank lending behavior during recent credit crisis.
關聯 應用研究
學術補助
研究期間:9908~ 10007
研究經費:920仟元
資料類型 report
dc.contributor 國立政治大學財務管理學系en_US
dc.contributor 行政院國家科學委員會en_US
dc.creator (作者) 張元晨zh_TW
dc.date (日期) 2010en_US
dc.date.accessioned 22-Oct-2012 11:11:01 (UTC+8)-
dc.date.available 22-Oct-2012 11:11:01 (UTC+8)-
dc.date.issued (上傳時間) 22-Oct-2012 11:11:01 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/53823-
dc.description.abstract (摘要) 本計畫探討次貸風暴期間，銀行聯合貸款行為的變化，文獻指 出當銀行遭受流動性衝擊時會將此衝擊移轉給借款企業，本計畫參 考Ivashina and Scharfstein（2009）的研究方法，結合全球銀行聯貸 案、Bankscope 及Worldscope 等資料庫，分析銀行資金來源對其參 與聯合貸款的影響，並探討受到資金衝擊且接受政府注資的美國及 歐洲銀行是否會緊縮該國及其他國家企業聯合貸款的情形，其次， 本計畫也將探討在次貸風暴前後，除了緊縮銀根外，銀行對企業聯 合貸款的利率、貸款期間及擔保品等條件進行調整的情形，最後本 研究將分析在次貸風暴期間，和政府持股較多的銀行有聯貸合作關 係的銀行，是否受到流動性衝擊較小，因此比較不會有緊縮銀根的 情形。en_US
dc.description.abstract (摘要) This project examines lenders’ behavior during recent credit crisis. The goal of this project is to understand the effect of the banking liquidity shocks on the supply of credit to the corporate sector. Following Ivashina and Scharfstein (2009), I examine whether banks cut their lending more if they had less access to deposit financing by combining data from Dealscan, Bankscope, and Worldscope. I also investigate whether banks that are more vulnerable to credit line drawdowns because they co-syndicated more of their credit lines with US and European banks that are rescued by government money reduced their lending or tightened their credit standards to a greater extent. Finally, this project uses individual loan contracts to study the effects of government ownership on bank lending behavior during recent credit crisis.en_US
dc.language.iso en_US-
dc.relation (關聯) 應用研究en_US
dc.relation (關聯) 學術補助en_US
dc.relation (關聯) 研究期間:9908~ 10007en_US
dc.relation (關聯) 研究經費:920仟元en_US
dc.subject (關鍵詞) 次貸風暴;聯合貸款;政府持股銀行en_US
dc.subject (關鍵詞) Credit crisis; Syndicated loans; government owned banksen_US
dc.title (題名) 次貸風暴期間銀行聯合貸款行為的研究zh_TW
dc.title.alternative (其他題名) Syndicated Lenders’ Behavior during Credit Crisisen_US
dc.type (資料類型) reporten