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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 陳彥行 | zh_TW |
| dc.contributor.advisor | Yan-Shing Chen | en |
| dc.contributor.author | 邱柏豪 | zh_TW |
| dc.contributor.author | Po-Hao Chiu | en |
| dc.date.accessioned | 2025-06-05T16:08:48Z | - |
| dc.date.available | 2025-06-06 | - |
| dc.date.copyright | 2025-06-05 | - |
| dc.date.issued | 2025 | - |
| dc.date.submitted | 2025-05-27 | - |
| dc.identifier.citation | Acemoglu, D., Ozdaglar, A., and Tahbaz-Salehi, A. (2015). Systemic risk and stability in financial networks. American Economic Review, 105(2):564–608.
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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/97409 | - |
| dc.description.abstract | 為理解金融機構間「太密切而不能倒」的問題，本研究以金融傳播關聯性探討銀行體系間跨境金融所形成的系統性風險。透過網絡模型計算各國銀行體系對整體金融網絡的衝擊程度，研究發現位於金融網絡中心的國家具備高度傳播效果，一旦受創，將對全球金融體系造成顯著影響。此外，本研究亦發現金融網絡結構確實會決定貨幣政策如何影響銀行行為，並進一步提出強化系統性重要金融機構監理相關政策建議。 | zh_TW |
| dc.description.abstract | To understand the issue of “too interconnected to fail” among financial institutions, this study examines systemic risk arising from cross-border financial interconnectedness in international banking systems. Using a network model to calculate the impact of each country's banking system on the global financial network, the study finds that countries at the center of the network exhibit strong contagion effects and, if disrupted, can significantly affect the global financial system. Furthermore, the study reveals that the structure of the financial network plays a key role in determining how monetary policy influences banking behavior. Based on these findings, the study proposes policy recommendations to strengthen the supervision of systemically important financial institutions. | en |
| dc.description.provenance | Submitted by admin ntu (admin@lib.ntu.edu.tw) on 2025-06-05T16:08:48Z No. of bitstreams: 0 | en |
| dc.description.provenance | Made available in DSpace on 2025-06-05T16:08:48Z (GMT). No. of bitstreams: 0 | en |
| dc.description.tableofcontents | 致謝 i
摘要 iii Abstract v 目次 vii 圖次 ix 表次 xi 1-前言 1 2-文獻回顧 6 2.1-系統性風險與金融傳播關聯性 6 2.2-∆CoVaR 及SRISK 8 2.3-網絡分析理論 10 3-金融傳播關聯性的監理措施 13 3.1-金融機構彼此持有資本工具 13 3.2-金融機構大額暴險 16 3.3-系統性重要金融機構 18 3.4-金融機構壓力測試 19 4-跨境金融網絡的傳播效果 21 4.1-DebtRank 模型架構 21 4.2-跨境金融資料庫 25 4.3-各國系統性風險評估結果 27 4.4-剖析傳播效果 28 4.5-DebtRank 與其他系統性風險指標之比較 31 5-金融傳播關聯性與貨幣政策 35 5.1-依據金融傳播關聯性建立假說 35 5.2-加入金融傳播關聯性解釋變數 37 5.3-考量金融傳播關聯性下的實證結果 39 5.4-危機事件的期間效果 41 5.5-比較網絡結構與資產規模 44 6-我國監理措施建議事項 46 6.1-推動臺灣成為亞洲資產管理中心具備戰略意義 46 6.2-強化銀行辨識總額暴險 47 6.3-運用網絡分析理論確認系統性重要銀行的傳播關聯性 49 6.4-建立金融傳播關聯性的總體監理指標 50 7-結論 51 參考文獻 63 | - |
| dc.language.iso | zh_TW | - |
| dc.subject | 跨境金融活動 | zh_TW |
| dc.subject | 監理措施 | zh_TW |
| dc.subject | 網絡分析理論 | zh_TW |
| dc.subject | 金融傳播關聯性 | zh_TW |
| dc.subject | 系統性風險 | zh_TW |
| dc.subject | Supervisory regulation | en |
| dc.subject | Systemic risk | en |
| dc.subject | Financial interconnectedness | en |
| dc.subject | Network analysis theory | en |
| dc.subject | Cross-border transactions | en |
| dc.title | 金融傳播關聯性間的系統性風險、跨境金融活動及監理措施 | zh_TW |
| dc.title | Systemic Risk from Financial Interconnectedness, Cross-border Transactions, and Supervisory Regulation | en |
| dc.type | Thesis | - |
| dc.date.schoolyear | 113-2 | - |
| dc.description.degree | 博士 | - |
| dc.contributor.oralexamcommittee | 陳業寧;林智勇;吳孟紋;楊岳平 | zh_TW |
| dc.contributor.oralexamcommittee | Yehning Chen;Chih-Yung Lin;Meng-Wen Wu;Yueh-Ping Yang | en |
| dc.subject.keyword | 系統性風險,金融傳播關聯性,網絡分析理論,跨境金融活動,監理措施, | zh_TW |
| dc.subject.keyword | Systemic risk,Financial interconnectedness,Network analysis theory,Cross-border transactions,Supervisory regulation, | en |
| dc.relation.page | 68 | - |
| dc.identifier.doi | 10.6342/NTU202500846 | - |
| dc.rights.note | 未授權 | - |
| dc.date.accepted | 2025-05-28 | - |
| dc.contributor.author-college | 管理學院 | - |
| dc.contributor.author-dept | 財務金融學系 | - |
| dc.date.embargo-lift | N/A | - |
| 顯示於系所單位： | 財務金融學系 | |
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