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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 劉啟群 | |
dc.contributor.author | Szu-Jung Wu | en |
dc.contributor.author | 吳思蓉 | zh_TW |
dc.date.accessioned | 2021-06-08T02:45:55Z | - |
dc.date.copyright | 2018-01-04 | |
dc.date.issued | 2017 | |
dc.date.submitted | 2017-10-24 | |
dc.identifier.citation | Altunbas, Y., L. Gambacorta, and D. Marques-Ibanez. 2009. Securitisation and the bank lending channel. European Economic Review 53, 996-1009.
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dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/20349 | - |
dc.description.abstract | 2008年金融海嘯重創美國及全球經濟,銀行的營運及相關監理機制因而遭受許多批評,促使有關監理機構進行一系列的檢討及金融改革,當中以美國的Dodd-Frank 法案及巴塞爾資本協定 III最為大家所熟知。本研究以2008年金融海嘯前後時期為焦點,採用2001年第2季至2015年第1季的美國銀行控股公司資料做為樣本探討在金融海嘯後銀行的放款行為是否有所改變。研究結果顯示相較於2008年金融海嘯發生之前,銀行的資本適足率對銀行貸款成長的影響在金融海嘯之後顯著減少,另一方面銀行流動性對銀行貸款成長的影響則顯著增加。整體而言,本研究結果顯示在金融海嘯之後,銀行的放款行為較金融海嘯發生之前更為謹慎保守,應和銀行本身的自我約束及更為嚴格的法規影響有關。 | zh_TW |
dc.description.abstract | In the wake of the 2008 financial crisis, bank behavior and banking supervision have been criticized, prompting a series of regulations, such as the Dodd–Frank Act and Basel III reforms. Focusing on the periods before and after the 2008 financial crisis, this study examines whether the lending behavior of banks changed after the 2008 crash. We use a sample composed of U.S. bank holding companies during the period from 2001Q2 to 2015Q1 and find that the effect of capital ratio on loan growth declines dramatically after the financial crisis while the effect of liquidity increases compared to the pre-crisis period. Our results suggest that after the financial crisis, lending behavior may be restricted by the banks themselves and by the stricter regulations. | en |
dc.description.provenance | Made available in DSpace on 2021-06-08T02:45:55Z (GMT). No. of bitstreams: 1 ntu-106-D99722006-1.pdf: 1500491 bytes, checksum: ea8b717b22a5b6ab6eb1a000a6dac017 (MD5) Previous issue date: 2017 | en |
dc.description.tableofcontents | 誌謝…………………………………………………………………………………i
摘要………………………………………………………………………………ii Abstract………………………………………………………………………………iii 1. Introduction…………………………………………………………………………1 2. Regulations, Relevant Literature, and Hypotheses Development…………9 2.1 Regulations……………………………………………………………………9 2.2 Relevant Literature……………12 2.3 Hypotheses Development……………………………………………………17 3. Data and Research Methodology………………………………21 3.1 Data…………………………………………………………………………21 3.2 The Empirical Model………………………………………………………22 4. Empirical Results……………………………………………………………………24 4.1 Descriptive Statistics…………………………………………………………24 4.2 Preliminary Test: Determinants of Loan Growth………………25 4.3 Main Test: Determinants of Loan Growth during the Pre- and Post-Crisis Periods…………………………………………………………………26 4.4 Robustness Tests……………………………………………………………27 5. Conclusions…………………………………………………………………………34 Appendix A……………………………………………………………………………36 Appendix B……………………………………………………………………………38 Figure 1………………………………………………………………………………43 Figure 2………………………………………………………………………………44 References……………………………………………………………………………45 Table 1 Sample Selection……………………………………………………………50 Table 2 Descriptive Statistics…………………………………………………………51 Table 3 Pearson Correlations of Regression Variables………52 Table 4 Regression on Determinants of Loan Growth during 2001-2015……………53 Table 5 Main Test: Determinants of Loan Growth during Pre-crisis and Post-crisis Periods……………………………………………………54 Table 6 Robustness Test: Determinants of Loan Growth during Pre-crisis and Post-crisis Periods (only 305 BHCs lasted from pre-crisis period to post-crisis period)………………………………………55 Table 7 Robustness Test: Determinants of Loan Growth during Pre-crisis and Post-crisis Periods (mitigate the effect of M&A activity)……………………………56 Table 8 Robustness Test: Determinants of Loan Growth Before, During and After the Financial Crisis………………………57 Table 9 Robustness Test: Determinants of Loan Growth during Pre-crisis and Post-crisis Periods (mitigate the concern of Time Trend effect)………………………59 Table 10 Robustness Test: The Effect of Large BHCs………60 Table 11 Robustness Test: The Effect of Well-Capitalized BHCs……………………62 Table 12 Robustness Test: The Effect of Higher-Liquidity BHCs…………………64 | |
dc.language.iso | en | |
dc.title | 2008金融海嘯及金融改革對貸款成長的衝擊:從銀行資本及流動性的角度探討 | zh_TW |
dc.title | The Impact of the 2008 Financial Crisis and Regulation Reforms on Loan Growth: Evidence from the Effect of Capital and Liquidity | en |
dc.type | Thesis | |
dc.date.schoolyear | 106-1 | |
dc.description.degree | 博士 | |
dc.contributor.oralexamcommittee | 戚務君,陳聖賢,李艷榕,許文馨 | |
dc.subject.keyword | 2008金融海嘯,貸款成長,放款行為,資本適足,流動性,Dodd-Frank 法案,巴塞爾資本協定 III, | zh_TW |
dc.subject.keyword | 2008 financial crisis,Loan growth,Lending behavior,Capital adequacy,Liquidity,Dodd–Frank Act,Basel III, | en |
dc.relation.page | 64 | |
dc.identifier.doi | 10.6342/NTU201704269 | |
dc.rights.note | 未授權 | |
dc.date.accepted | 2017-10-24 | |
dc.contributor.author-college | 管理學院 | zh_TW |
dc.contributor.author-dept | 會計學研究所 | zh_TW |
顯示於系所單位: | 會計學系 |
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