期刊論文
| 學年 | 102 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2013-12-01 |
| 作品名稱 | Risk-Shifting Behavior in Taiwan’s Small and Medium-Sized Commercial Banks under Different Deposit Insurance Systems |
| 作品名稱（其他語言） | |
| 著者 | 張傳章(Chang, Chuang-chang); 陳薇如(Chen, Wei-ju) |
| 單位 | 淡江大學會計學系 |
| 出版者 | The Official Publication of The Taiwan Finance Association |
| 著錄名稱、卷期、頁數 | Journal of Financial Studies 21(4), pp.1-24 |
| 摘要 | This paper examines the risk-shifting behavior of Taiwan’s small and medium-sized commercial banks both prior to and after the adoption of a risk-based premium system. We use the Duan et al. (1992) model to investigate the changes in their risk-shifting behavior. We find that the effects of risk-restraining measures were reduced as a result of the adoption of the risk-based system. Our results also demonstrate that risk-shifting behavior within these commercial banks was quite successful under the flat-rate premium system, and that such behavior was not mitigated as a result of the implementation of the risk-based premium system. |
| 關鍵字 | 風險轉嫁行為; 風險差別費率制度; 存款保險費率; 最大概似估計; Risk-shifting behavior; Risk-based premium system; Deposit insurance premium; Maximum likelihood estimation |
| 語言 | en |
| ISSN | 1022-2898 |
| 期刊性質 | 國內 |
| 收錄於 | TSSCI |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 是 |
| 國別 | TWN |
| 公開徵稿 | Y |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/64159 ) |