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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 堯里昂 | zh_TW |
| dc.contributor.advisor | Leon van Jaarsveldt | en |
| dc.contributor.author | 黃霆罡 | zh_TW |
| dc.contributor.author | Ting Kang Huang | en |
| dc.date.accessioned | 2024-08-29T16:31:17Z | - |
| dc.date.available | 2024-08-30 | - |
| dc.date.copyright | 2024-08-29 | - |
| dc.date.issued | 2024 | - |
| dc.date.submitted | 2024-07-09 | - |
| dc.identifier.citation | Acharya, V. V., Berner, R., Engle, R. F., Jung, H., Stroebel, J., Zeng, X., & Zhao, Y. (2023). Climate stress testing (Federal Reserve Bank of New York Staff Reports, No. 1059). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4410247
Accounting Research and Development Foundation. (2022). 氣候相關財務揭露範例(銀行業) [Climate-related financial disclosures examples (banking)]. https://dsp.tpex.org.tw/storage/csr/%E9%8A%80%E8%A1%8C%E6%A5%ADTCFD%E6%8F%AD%E9%9C%B2%E7%AF%84%E4%BE%8B.pdf Anderson, B. (2023). Kuder-Richardson formula 20 (definition and examples). Statorials. https://statorials.org/cn/%E5%BA%93%E5%BE%B7%C2%B7%E7%90%86%E6%9F%A5%E6%A3%AE-20/ Baudino, P., & Svoronos, J.-P. (2021). Stress-testing banks for climate change: A comparison of practices. Bank for International Settlements, Financial Stability Institute. https://www.bis.org/fsi/publ/insights34.htm Banking Bureau, Financial Supervisory Commission. (2024). 統計資料庫動態查詢系統 [Financial statistics database dynamic query system]. https://survey.banking.gov.tw/statis/webMain.aspx?sys=100&funid=defqry Barclays PLC. (2022). Climate-related financial disclosures 2021. https://home.barclays/content/dam/home-barclays/documents/investor-relations/reports-and-events/annual-reports/2021/Barclays-TCFD-Report-2021.pdf Calipel, C., & Fidel, L. (2023). Climate stress tests: What co-benefits can we expect for transition financing? Institute For Climate Economics. https://www.i4ce.org/wp-content/uploads/2023/03/Climate-stress-tests-what-cobenefits-can-we-expect-for-transition-financing_au3003323.pdf Chou, K. T. (2021). 臺灣氣候風險與機會 [Taiwan climate risks and opportunities]. 國立臺灣大學風險社會與政策研究中心 [Risk Society and Policy Research Center, National Taiwan University]. https://rsprc.ntu.edu.tw/zh-tw/m07-3/workingpaper/362-working-paper-climate-change/1563-2021-04-20-08-34-38.html Doran, K. L., & Quinn, E. L. (2008). Climate change risk disclosure: A sector by sector analysis of SEC 10-K filings from 1995-2008. North Carolina Journal of International Law, 34(3), 721–768. E.Sun Bank. (2023). 玉山銀行氣候風險相關財務報告書 [E.SUN Bank TCFD report]. https://www.esunbank.com/zh-tw/-/media/New-ESUNBANK/About/Report/ESUN_Bank_TCFD_Report.pdf Financial Supervisory Commission. (2021). 本國銀行氣候風險財務揭露指引 [Domestic bank climate risk financial disclosure guidelines]. https://www.fsc.gov.tw/ch/home.jsp?id=96&parentpath=0,2&mcustomize=news_view.jsp&dataserno=202111300008&dtable=News Financial Supervisory Commission. (2023). 聯徵中心「金融業氣候實體風險資訊整合平台」上線，進一步協助金融業管理氣候變遷風險 [The Joint Credit Information Center's "Climate Physical Risk Information Integration Platform for the Financial Industry" is now online, further assisting the financial industry in managing climate change risks]. https://www.fsc.gov.tw/ch/home.jsp?id=96&parentpath=0,2&mcustomize=news_view.jsp&dataserno=202401310001&dtable=News Krippendorff, K. (2004). Reliability in content analysis. Human Communication Research, 30, 411-433. https://doi.org/10.1111/j.1468-2958.2004.tb00738.x Lee, Y. Z., & Zhang, H. R. (2023). 淺談銀行業信用風險之氣候變遷情境分析及壓力測試 [Discussion on the climate credit risk scenario analysis and stress testing in the banking industry]. 金融聯合徵信中心 [Joint Credit Information Center]. https://www.jcic.org.tw/main_ch/fileRename/fileRename.aspx?fid=1267&kid=1 Ministry of Economic Affairs. (2020). Standards for identifying small and medium-sized enterprises. Laws and Regulation Retrieving System. https://law.moea.gov.tw/EngLawContent.aspx?lan=E&id=10396 Moreno, A. I., & Caminero, T. (2020). Application of text mining to the analysis of climate-related disclosures. Banco de España Working Paper No. 2035. https://doi.org/10.2139/ssrn.3738629 Mustapic, B. (2024). An introduction to TF-IDF: What it is & how to use it. Semrush Blog. https://www.semrush.com/blog/tf-idf/ Pushkarna, N. (2015). Cultivating a green conscience in corporate culture: China's approach to regulating corporate environmental crime (Order No. 3688552). Available from ProQuest Dissertations & Theses A&I; ProQuest Dissertations & Theses Global. (1673895393). Retrieved from https://www.proquest.com/dissertations-theses/cultivating-green-conscience-corporate-culture/docview/1673895393/se-2 Qi, F., Yang, C., Liu, Z., Dong, Q., Sun, M., & Dong, Z. (2019). OpenHowNet: An open sememe-based lexical knowledge base. arXiv preprint arXiv:1901.09957. Qiu, J. L. (2023, August 9). 綠天鵝壓力測試報告出爐 銀行恐損失3,000億 [Green Swan stress test report released, banks may face losses of 300 billion]. 經濟日報 [Economic Daily News]. https://money.udn.com/money/story/5613/7325052 | - |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/95189 | - |
| dc.description.abstract | This study explores the challenges faced by banks in Taiwan when conducting climate stress testing for their small and medium-sized enterprises (SMEs) loan portfolios.As climate change increasingly impacts economic stability, banks must integrate climate risk assessments into their financial practices.However, SMEs' unique characteristics and vulnerabilities pose significant obstacles in this process.The study utilizes text mining techniques to analyze 30 Task Force on Climate-related Financial Disclosures (TCFD) reports from Taiwan's banking sector.Key findings highlight that banks often need to pay more attention to critical climate risks following international standards or experiences while neglecting Taiwan's unique geographical location, climate, and industrial characteristics.This discrepancy indicates a need for more comprehensive risk identification and management strategies.Also, through the text mining process across 30 reports, the research identifies gaps in current practices and suggests improvements.Banks must enhance their climate risk assessment frameworks to support SMEs better, incorporating a more comprehensive range of potential climate impacts and ensuring more accurate stress testing.The findings emphasize the importance of developing robust climate risk management tools and frameworks tailored to the specific needs of SMEs.By addressing these challenges, regulators and banks can improve their resilience to climate-related risks and contribute to a more sustainable financial system. | zh_TW |
| dc.description.abstract | This study explores the challenges faced by banks in Taiwan when conducting climate stress testing for their small and medium-sized enterprises (SMEs) loan portfolios.As climate change increasingly impacts economic stability, banks must integrate climate risk assessments into their financial practices.However, SMEs' unique characteristics and vulnerabilities pose significant obstacles in this process.The study utilizes text mining techniques to analyze 30 Task Force on Climate-related Financial Disclosures (TCFD) reports from Taiwan's banking sector.Key findings highlight that banks often need to pay more attention to critical climate risks following international standards or experiences while neglecting Taiwan's unique geographical location, climate, and industrial characteristics.This discrepancy indicates a need for more comprehensive risk identification and management strategies.Also, through the text mining process across 30 reports, the research identifies gaps in current practices and suggests improvements.Banks must enhance their climate risk assessment frameworks to support SMEs better, incorporating a more comprehensive range of potential climate impacts and ensuring more accurate stress testing.The findings emphasize the importance of developing robust climate risk management tools and frameworks tailored to the specific needs of SMEs.By addressing these challenges, regulators and banks can improve their resilience to climate-related risks and contribute to a more sustainable financial system. | en |
| dc.description.provenance | Submitted by admin ntu (admin@lib.ntu.edu.tw) on 2024-08-29T16:31:17Z No. of bitstreams: 0 | en |
| dc.description.provenance | Made available in DSpace on 2024-08-29T16:31:17Z (GMT). No. of bitstreams: 0 | en |
| dc.description.tableofcontents | Acknowledgements i
Abstract ii Table of Contents iii List of Figures v List of Tables vi Chapter 1 Introduction 1 1.1 Background 1 1.2 Research Question 4 1.3 Research Aims and Objectives 5 1.4 Importance and Significance of the Study 5 1.5 Overview 6 Chapter 2 Literature Review 8 2.1 The Importance of Localized Regulations and Data Consistency 8 2.2 Findings from the Other Regions 10 2.3 Climate Risk in Taiwan 12 2.4 Taiwan’s Climate Stress Testing Practice 13 2.5 Possible Solutions for Insufficient Data Sources 16 2.6 Keyword Analysis 18 Chapter 3 Research Methodology 21 3.1 Research Approach and Design 21 3.2 Data Collection Method 23 3.3 Research Instrument and Validity 24 Chapter 4 Presentation and Discussion of Data 30 4.1 Manually review of TCFD Reports 30 4.2 Result of Text Mining (Missing Key Words) 32 4.3 Result of Text Mining (TF-IDF) 35 Chapter 5 Recommendations 38 5.1 Improving Climate Stress Testing for SMEs: From Regulator’s Perspective 38 5.2 Improving Climate Stress Testing for SMEs: From Banks’ Perspective 41 Chapter 6 Summary and Conclusion 45 6.1 Summary and Conclusion 45 6.2 Study Limitations 47 6.3 Recommendations For Future Research 48 References 50 | - |
| dc.language.iso | en | - |
| dc.subject | n/a | zh_TW |
| dc.subject | Text-mining | en |
| dc.subject | Risk management | en |
| dc.subject | TCFD reports | en |
| dc.subject | Climate risk assessment | en |
| dc.subject | Taiwan banking sector | en |
| dc.subject | SMEs (small and medium-sized enterprises) | en |
| dc.subject | Climate stress testing | en |
| dc.title | 臺灣銀行業氣候風險壓力測試評估：中小企業氣候風險辨識之挑戰 | zh_TW |
| dc.title | Assessing Climate Risk Stress Testing in Taiwan’s Banking Sector: Challenges for Identifying Climate Risks in Small and Medium Enterprises | en |
| dc.type | Thesis | - |
| dc.date.schoolyear | 112-2 | - |
| dc.description.degree | 碩士 | - |
| dc.contributor.oralexamcommittee | 許文馨;鄭名道 | zh_TW |
| dc.contributor.oralexamcommittee | Wen-Hsin Hsu;Ming-Daw Cheng | en |
| dc.subject.keyword | n/a, | zh_TW |
| dc.subject.keyword | Climate stress testing,SMEs (small and medium-sized enterprises),Taiwan banking sector,Climate risk assessment,TCFD reports,Text-mining,Risk management, | en |
| dc.relation.page | 52 | - |
| dc.identifier.doi | 10.6342/NTU202401589 | - |
| dc.rights.note | 未授權 | - |
| dc.date.accepted | 2024-07-10 | - |
| dc.contributor.author-college | 管理學院 | - |
| dc.contributor.author-dept | 企業管理碩士專班 | - |
| 顯示於系所單位： | 管理學院企業管理專班(Global MBA) | |
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| ntu-112-2.pdf 未授權公開取用 | 1.84 MB | Adobe PDF |
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