會議論文
| 學年 | 84 |
|---|---|
| 學期 | 2 |
| 發表日期 | 1996-07-01 |
| 作品名稱 | Bank risk and risk weights under risk-based capital standards |
| 作品名稱（其他語言） | |
| 著者 | Chen, Chao-Liang |
| 作品所屬單位 | 淡江大學經濟學系 |
| 出版者 | |
| 會議名稱 | 1996 APFA/PACAP Finance Conference CFA Annual Meetings |
| 會議地點 | 臺北市, 臺灣 |
| 摘要 | This article empirically investigates whether the risk weights assigned according to the risk-based capital standards can be justified across sample banks in Taiwan and the stability of this risk relation over time. A market beta approach is adopted to construct the empirical model for the relation between bank risk and the asset categories to estimate the relative risk weights. Our empirical results do not support for the relative ranking of assigned risk weights. However, we cannot reject the stability of the relationship between bank risk and asset categories over the sample years. |
| 關鍵字 | 風險權數;風險;資本;穩定性;銀行風險;Risk Weight;Risk;Capital;Stability;Bank Risk |
| 語言 | en |
| 收錄於 | |
| 會議性質 | 國際 |
| 校內研討會地點 | 無 |
| 研討會時間 | 19960701~19960702 |
| 通訊作者 | |
| 國別 | TWN |
| 公開徵稿 | Y |
| 出版型式 | 紙本 |
| 出處 | Proceedings of 1996 APFA/PACAP Finance Conference CFA Annual Meetings Volume II, pp.[41]1-12 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/24761 ) |