A Default Risk Model with Multi-Loan Lending Operations: A System of Integral Scale with Scope
學年 98
學期 2
出版（發表）日期 2010-06-01
作品名稱 A Default Risk Model with Multi-Loan Lending Operations: A System of Integral Scale with Scope
作品名稱（其他語言）
著者 Tsai, Jeng-Yan; Lin, Jyh-Jiuan; Lin, Jyh-Horng
單位 淡江大學國際企業學系 淡江大學統計學系
出版者 Zographou: World Scientific and Engineering Academy and Society
著錄名稱、卷期、頁數 WSEAS Transactions on Information Science and Applications 7(6), pp.760-773
摘要 Recent research on multi-loan lending operations has remained largely silent on the question of what ties together the retail banking functions of scale and scope lending. Our main point is that in a sense, they are just two different manifestations of banking expansion. This is especially true to the extent that banks are heavily involved in consolidation-based lending. In a multi-loan call pricing model, changes in lending scope have direct effects on the bank's interest margin related to lending scale and thus bank profits and risks. Comparative static analysis shows that scale and scope lending are complements. However, this commingling is not guaranteed to produce higher return and greater safety for the bank. As a result, bank equity return and default risk are overvalued when the integral role on the inclusion of more realistic loan portfolio management in the consolidated banking is ignored.
關鍵字 Bank Interest Margin;Default Risk;Scale;Scope
語言 en
ISSN 1790-0832
期刊性質 國外
收錄於 EI
產學合作
通訊作者 Lin, Jyh-Jiuan
審稿制度 否
國別 GRC
公開徵稿
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/987654321/58450 )

機構典藏連結