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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 李賢源(Shyan-Yuan Lee) | |
dc.contributor.author | Yan-Ru Lin | en |
dc.contributor.author | 林延儒 | zh_TW |
dc.date.accessioned | 2021-05-19T17:49:53Z | - |
dc.date.available | 2022-08-24 | |
dc.date.available | 2021-05-19T17:49:53Z | - |
dc.date.copyright | 2017-08-24 | |
dc.date.issued | 2017 | |
dc.date.submitted | 2017-08-17 | |
dc.identifier.citation | Total Loss-Absorbing Capacity, Long-Term Debt, and Clean Holding Company Requirements for Systemically Important U.S. Bank Holding Companies and Intermediate Holding Companies of Systemically Important Foreign Banking. Federal Reserve System RIN7100-AE37
Total Loss-Absorbing Capacity Holdings Standard. Basel Committee on Banking Supervision New requirements for loss absorbing capacity: TLAC and MREL. BBVA Research Bank recovery and resolution – the new TLAC and MREL minimum requirements. Deutsche Bank Monthly Report July 2016-63. Principles for Sound Liquidity Risk Management and Supervision. Basel Committee on Banking Supervision Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework - Comprehensive Version. Basel Committee on Banking Supervision Basel III: A global regulatory framework for more resilient banks and banking systems. Basel Committee on Banking Supervision Basel III: International framework for liquidity risk measurement, standards and monitoring. Basel Committee on Banking Supervision Richard Ramsden. (2016). Banks: Final TLAC rules released, mostly unchanged compared to proposal; certainbanks have shortfalls, Goldman Saches Paul H. Kupiec. (2016). Will TLAC regulations fix the G-SIB too-big-to-fail problem?, Journal of Financial Stability Scott Anenberg. (2016). Recent Development in Bank Regulation And Policy, Mayer Brown LLP Derek M. Bush. (2016). Significant Increase in Capital Requirements for U.S. GSIBs Relief from Qualitative Stress Test Objections for Smaller Banking Organizations Analysis of FRB Governor Tarullo Remarks and Accompanying Rulemaking Proposal, Cleary Gottlieb Steen & Hamilton LLP, 2016 TLAC: Requirements for Loss Absorbing Capacity, Credit Agricole CIB DCM Capital Solutions Pia Huttl. (2016). Total Assets Versus Risk Weighted Assets: Does it Matter For MREL, Bruegel Policy Contribution | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/7678 | - |
dc.description.abstract | 本論文試圖從近代金融監理的起源巴賽爾銀行監理委員會談起,介紹由於不同時期的金融環境所造成的監理制度的收緊。並主要著墨於2015年底由金融穩定委員會(Financial Stability Board, FSB)制定的總損失吸收能力(Total Loss Absorbing Capacity, TLAC)對於全30間全球系統性重要銀行(Global Systematically Important Bank, G-SIBs, 見表1)在資本適足率要求以及資本結構之指導原則。
並以2016年12月才由美國聯邦儲備銀行(Federal Reserve Bank, Fed)提出之北美8間全球系統性重要銀行適用TLAC之最終版本做為出發,計算其中5間大銀行所需計提之額外總損失吸收能力及合格長天期最低要求負債作為該規範影響之範例。 | zh_TW |
dc.description.abstract | his paper discusses about the origin of modern financial supervision formulated by Basel Committee on Banking Supervision, which introduces the tightening of the supervision system due to the financial environment in different periods. And then the paper introduces Total Loss Absorbing Capacity (TLAC), which was for all 30 Global Systematically Important Banks (G-SIBs) , See Table 1), developed by the Financial Stability Board (FSB) at the end of 2015. This new pillar mentioned the new capital adequacy requirements and the guiding principles of capital structure.
And base on the final version of TLAC rules (8 G-SIBs in North America need to follow) released by Fed in December 2016, we calculate the TLAC requirements and eligible long term debt requirements for 5 representative banks as example. | en |
dc.description.provenance | Made available in DSpace on 2021-05-19T17:49:53Z (GMT). No. of bitstreams: 1 ntu-106-R04723058-1.pdf: 1294676 bytes, checksum: 8df0df5bce5f798e21944a397c74ab36 (MD5) Previous issue date: 2017 | en |
dc.description.tableofcontents | 誌謝 i
摘要 ii Abstract iii 目錄 iv 圖表目錄 v 第一章、概述 1 第二章、研究動機 5 第三章、簡介Basel I、II、III 規範 6 第四章、簡介TLAC規範及缺口試算範例 14 第五章、結論 21 參考文獻 22 表1、系統性重要銀行 24 表2、2022年之TLAC計提要求(法1) 25 表3、2022年之長天期合格負債最低要求(法2) 26 表4、2022年之預期合格負債(TLAC Bond)短缺 27 | |
dc.language.iso | zh-TW | |
dc.title | 金融監理的演變,從巴賽爾協議到總損失吸收能力的探討 | zh_TW |
dc.title | The Evolution of Financial Regulatory, from Basel Accord to Total Loss Absorbing Capacity(TLAC) | en |
dc.type | Thesis | |
dc.date.schoolyear | 105-2 | |
dc.description.degree | 碩士 | |
dc.contributor.coadvisor | 葉小蓁(Hsiaw-Chan Yeh) | |
dc.contributor.oralexamcommittee | 杜榮瑞(RONG-RUI Du) | |
dc.subject.keyword | 資本結構,金融監管,巴賽爾協議,總損失吸收能力, | zh_TW |
dc.subject.keyword | Capital structure,Financial Regulation,Basel Capital Accord,Total Loss Absorbing Capacity, | en |
dc.relation.page | 27 | |
dc.identifier.doi | 10.6342/NTU201703760 | |
dc.rights.note | 同意授權(全球公開) | |
dc.date.accepted | 2017-08-18 | |
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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