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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 李存修 | |
| dc.contributor.author | Jui-Chien Chang | en |
| dc.contributor.author | 張睿倩 | zh_TW |
| dc.date.accessioned | 2021-06-16T16:07:56Z | - |
| dc.date.available | 2013-06-21 | |
| dc.date.copyright | 2013-06-21 | |
| dc.date.issued | 2013 | |
| dc.date.submitted | 2013-06-03 | |
| dc.identifier.citation | Albul, Boris, Dwight M. Jaffee, and Alexei Tchistyi (2010),”Contingent Convertible Bonds and Capital Structure Decisions,” Working Paper #2010-01 of University of California Berkeley, 3-16.
Berg, Tobias and Christoph Kaserer (2011),”Does Contingent Capital Include Excessive Risk-Taking and Prevent an Efficient Recapitalization of Banks,” Working Paper, 8-18. Calomiris, Charles W. and Richard J. Herring (2011),”Why and How to Design a Contingent Convertible Debt Requirement,” Working Paper, 6-36. Flannery, Mark J. (2009),”Stabilizing Large Financial Institutions with Contingent Capital Certificates,” Working Paper, 5-20. McDonald, Robert L. (2010),”Contingent Capital with a Dual Price Trigger,” Journal of Financial Stability 9, 5-14. Pazarbasioglu, Ceyla, Jianping Zhou, Vanessa Le Leslé, and Michael Moore (2010),”Contingent Capital: Economic Rationale and Design Features,” IMF Staff Discussion Note, 24-29. Pennacchi, George (2011),”A Structural Model of Contingent Bank Capital,” FRB of Cleveland Working Paper No. 10-04, 4-13. Squam Lake Working Group on Financial Regulation (2009),”An Expedited Resolution Mechanism for Distressed Financial Firms: Regulatory Hybrid Securities,” Working Paper, 4-5. Sundaresan, Suresh and Zhenyu Wang (2011),”On the Design of Contingent Capital with Market Trigger,” Staff Report No. 448, 24-33. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/62702 | - |
| dc.description.abstract | 本文旨在使用蒙地卡羅模擬法，探討將或有可轉換債券（CCB，Contingent Convertible Bond）納入金融機構資本結構及高階經理人薪酬計劃中，對金融機構資產風險程度的影響。研究結果顯示，納入規模為佔總資產10%的或有可轉換債券至資本結構中，即可大幅降低金融機構違約機率。而在發行或有可轉換債券之情形下，經理人薪酬計劃除普通股以外，不需要加入或有可轉換債券，就能比未發行或有可轉換債券之金融機構提供更多誘因，使經理人選擇較穩健的經營策略。 | zh_TW |
| dc.description.abstract | The purpose of this study is to examine the effects on the risk level of financial institutions, when adding Contingent Convertible Bonds (CCB) into the capital structure or managers’ compensation plans. The results show that default possibilities are significantly lowered by including CCB into the capital structure, with the sale which accounts for 10% of the total assets. Compared to those without CCB, financial institutions that issue CCB provides stronger incentives to induce managers to choose a steadier strategy, while the compensation plans contain only common stocks. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-16T16:07:56Z (GMT). No. of bitstreams: 1 ntu-102-R00723008-1.pdf: 662674 bytes, checksum: 2f9acc0b7316d20574bdbba3d3a06f38 (MD5) Previous issue date: 2013 | en |
| dc.description.tableofcontents | 第一章 緒論 1
第一節 研究背景 1 第二節 研究動機與目的 4 第三節 研究架構與流程 5 第二章 文獻回顧 6 第一節 轉換條件設計 7 第二節 轉換價格設計 9 第三章 研究方法 11 第一節 跳躍擴散模型 12 第二節 蒙地卡羅模擬法 15 第四章 研究結果與分析 18 第一節 模型參數設定 18 第二節 結果分析 20 第五章 結論 27 附錄 29 參考文獻 34 | |
| dc.language.iso | zh-TW | |
| dc.subject | 金融業監理 | zh_TW |
| dc.subject | 或有可轉換債券 | zh_TW |
| dc.subject | 經理人薪酬制度 | zh_TW |
| dc.subject | 蒙地卡羅模擬法 | zh_TW |
| dc.subject | Contingent Convertible Bond | en |
| dc.subject | Monte Carlo Simulation | en |
| dc.subject | Financial Regulation | en |
| dc.subject | Management Compensation | en |
| dc.title | 或有可轉換債券能抑止金融機構經理人追求過度風險嗎？ | zh_TW |
| dc.title | Can Contingent Convertible Bonds Prevent the Management of Financial Institutions from Excess Risk Taking? | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 101-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 廖咸興,王耀輝 | |
| dc.subject.keyword | 或有可轉換債券,經理人薪酬制度,金融業監理,蒙地卡羅模擬法, | zh_TW |
| dc.subject.keyword | Contingent Convertible Bond,Management Compensation,Financial Regulation,Monte Carlo Simulation, | en |
| dc.relation.page | 34 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2013-06-04 | |
| dc.contributor.author-college | 管理學院 | zh_TW |
| dc.contributor.author-dept | 財務金融學研究所 | zh_TW |
| 顯示於系所單位： | 財務金融學系 | |
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