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  1. NTU Theses and Dissertations Repository
  2. 社會科學院
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請用此 Handle URI 來引用此文件: http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/41671
完整後設資料紀錄
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dc.contributor.advisor趙永茂(Yung-Mau Chao)
dc.contributor.authorDar-Yeh Hwangen
dc.contributor.author黃達業zh_TW
dc.date.accessioned2021-06-15T00:27:01Z-
dc.date.available2010-02-02
dc.date.copyright2009-02-02
dc.date.issued2008
dc.date.submitted2009-01-22
dc.identifier.citationAcharya, V. V., 2003, Is the International Convergence of Capital Adequacy Regulation Desirable? Journal of Finance, 58: 2745-2782.
Allen, L. and A. Saunders, 1993, Forbearance and Valuation of Deposit Insurance as a Callable Put, Journal of Banking and Finance, 17: 629–643.
Avery, Robert, Glenn Canner, and Robert Cook. 2005. “New Information Reported
Under HMDA and Its Application in Fair Lending Enforcement.” Federal Reserve Bulletin, 91(Summer): 344-94.
Avery, Robert, Kenneth Brevoort, and Glenn Canner. 2007a. “The 2006 HMDA Data.”
Federal Reserve Bulletin, Vol. 93.
Avery, Robert, Kenneth Brevoort, and Glenn Canner, 2007b. “Opportunities and Issues In Using HMDA Data.” Journal of Real Estate Research, 29(4): 351-79.
Bair, Sheila, 2008a, “How the State can Stabilise Housing Market”; Financial Times, April 29, 2008
Bair, Sheila, 2008b, “The Great Credit Squeeze: How it Happened, How to Prevent Another”; at the Brookings Institution Forum, Washington, DC, May 16, 2008
Basel Joint Forum, 2008, Credit Risk Transfer-Developments from 2005 to 2007 (Basel, Switzerland: Bank for International Settlements).
Bernanke, Ben S, 2007a, “Subprime Mortgages:What, Where, and to Whom?”, at the Independent Community Bankers of America Annual Convention, Orlando, Florida March 4, 2008.
Bernanke, Ben S, 2007b, “Regulation and Financial Innovation”, to the Federal Reserve Bank of Atlanta's 2007 Financial Markets Conference, Sea Island, Georgia, May 15, 2007.
Bernanke, Ben S, 2007c,“The Housing Market and Subprime Lending”, to the 2007 International Monetary Conference, Cape Town, South Africa, June 5, 2007.
Bernanke, Ben S, 2008a, “Financial Regulation and Financial Stability”, at the Federal Deposit Insurance Corporation's Forum on Mortgage Lending for Low and Moderate Income Households, Arlington, Virginia , July 8, 2008.
Bernanke, Ben S., 2008b, “ Weaknesses in the Global Financial Markets: The Report of the President's Working Group on Financial Markets”, At the World Affairs Council of Greater Richmond's Virginia Global Ambassador Award Luncheon, Richmond, Virginia , April 10, 2008.
Board of Governors of the Federal Reserve System, 2007a, 'Working with Mortgage Borrowers,' Division of Banking Supervision and Regulation, Supervision and Regulation Letter SR 07-6 (April 17).
Board of Governors of the Federal Reserve System, 2007b, 'Statement on Loss Mitigation Strategies for Servicers of Residential Mortgages,' Supervision and Regulation Letter SR 07-16 (September 5).
Bostic, Raphael, Kathleen Engel, Patricia McCoy, Anthony Pennington-Cross and Susan Wachter, 2008,“State and Local Anti-Predatory Lending Laws: The Effect of Legal Enforcement Mechanisms.”Journal of Economics and Business, 60(1-2):47-66.
Brooks, Rick, and Constance Mitchell Ford. October 11, 2007a. “The United States of
Subprime.” The Wall Street Journal, A1.
Brooks, Rick, and Ruth Simon. December 3, 2007b. “Subprime Debacle Traps Even Very Credit-Worthy.” The Wall Street Journal, A1.
Calem, Paul, K. Gillen, and Susan Wachter, 2004, “The Neighborhood Distribution of
Subprime Mortgage Lending.”Journal of Real Estate Finance and Economics,
29(4):393-410.
Calomiris, C., and E. White, 1994, The Origins of Federal Deposit Insurance, In: C. Goldin and G. Libecap, eds., The Regulated Economy: A Historical Approach to Political Economy. Chicago: University of Chicago Press, 145-188.
Demyanyk, Yuliya and Otto Van Hemert. 2008. “Understanding the Subprime Mortgage Crisis.” SSRN Working Paper.
Elliehausen, Gregory E. Christopher Lundquist, and Michael E. Staten, 2003, 'The Impact of Credit Counseling on Subsequent Borrower Credit Usage and Payment Behavior,' papers presented at “Seeds of Growth--Sustainable Community Development: What Works, What Doesn’t and Why?,” a Federal Reserve System Community Affairs Research Conference held in Washington, D.C., March 27-28, 2003.
Federal Reserve Bank of Dallas (2007-12),'The Rise and Fall of Subprime Mortgages',2007.
Federal Reserve Bank of Dallas (2007-11). 'From Complacency to Crisis: Financial Risk Taking in the Early 21st Century',2007.
Gabriel, Stuart, and Stuart Rosenthal. 2005. “Homeownership in the 1980s and 1990s:
Aggregate Trends and Racial Gaps.” Journal of Urban Economics, 57(1):101-27.
http://data.nationalmortgagenews.com/freedata/?what=bcor
Kane, E. J., 2000, Designing Financial Safety Nets to Fit Country Circumstances, World
Bank Policy Research Working Paper 2453.
Keys, Benjamin J., Tanmoy K. Mukherjee, Amit Seru and Vikrant Vig. 2008. “Did
Securitization Lead to Lax Screening? Evidence from Subprime Loans.” SSRN
Working Paper.
Kroszner, Randall S. , 2007a, “Encouraging Responsible Mortgage Lending: Prospective rulemaking Initiatives”, at the public hearing under the Home Ownership and Equity Protection Act (HOEPA), Federal Reserve Board, Washington, D.C., June 14, 2007.
Kroszner, Randall S., 2007b, “Prospects for Recovery and Repair of Mortgage Markets”, at the Conference of State Bank Supervisors Annual Conference, Amelia Island Plantation, Florida, May 22, 2008
Kroszner, Randall S., 2008, 'Risk Management and Basel II,' speech delivered at the Federal Reserve Bank of Boston AMA Conference, May 14.Ladd, Helen. 1998. “Evidence on Discrimination in Credit Markets.” Journal of Economic Perspectives, 1(Spring): 223-234.
Lee, S. C., J. P. Lee, and M. T. Yu, 2005, Bank Capital Forbearance and Valuation of Deposit Insurance, Canadian Journal of Administrative Sciences, 22: 220-229.
Marcus, A. J. and I. Shaked, 1984, The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates, Journal of Money, Credit and Banking, 16: 446-460.
McCarthy, Callum, 2007, 'Financial Regulation: Myth and Reality,' speech delivered at the British American Business London Insight Series and Financial Services Forum, February 13, 2007.
Mian, Atif and Amir Sufi. 2008. “The Consequences of Mortgage Credit Expansion:
Evidence from the 2007 Mortgage Default Crisis.” University of Chicago mimeo,
January.
Pennacchi, G., 2005, Risk-Based Capital Standards, Deposit Insurance, and
Procyclicality, Journal of Financial Intermediation, 14: 432-465.
PWG (President's Working Group on Financial Markets), 2008, 'Policy Statement on Financial Market Developments (1.36 MB PDF)' (Washington: Department of the Treasury).
Ronn, E. I., and A. K. Verma, 1986, Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model, Journal of Finance, 41: 871-895.
Santos, J. A. C., 2001, Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature, Financial Markets, Institutions & Instruments, 10: 41-84.
Scheessele, Randall. 2002. “Black and White Disparities in Subprime Mortgage
Refinance Lending.” Housing Finance Policy Working Paper Series, HF-014. U.S.
Department of Housing and Urban Development.
Stern, Gary and Ron Feldman, 2004, Too Big to Fail: The Hazards of Bank Bailouts,
Washington: Brookings Institution Press.
dc.identifier.urihttp://tdr.lib.ntu.edu.tw/jspui/handle/123456789/41671-
dc.description.abstract在本論文中,我們檢視美國次級房貸事件對台灣金融體系及其監理政策之影響。我們首先探討次級房貸事件所引發的金融混亂之原因及其影響,其次我們進一步探討次級房貸事件對全球金融體系之影響,包括對全球金融巿場之結構以及對全球金融機構風險管理之影響。最後,我們將探討次級房貸事件對台灣金融監理政策之衝擊及影響。我們分別從台灣信用評等機構、投資大眾之巿場紀律以及金融監理政策三方面來分析次級房貸事件之影響。藉著本論文的探討,希望能針對台灣當前金融體系及監理政策之完善提供一些具體建議,以供政府施政之參考。zh_TW
dc.description.abstractIn this thesis, the impacts of US subprime mortgages event and its regulatory forbearance policy on Taiwan’s financial system are examined. This thesis first investigates the causes and impacts of financial turmoil due to subprime mortgage event. Second, we explore the impacts of US subprime mortgages event on global financial system. This thesis will examine not only the impacts of the event on the infrastructure of global financial markets, but also the impacts of the event on risk management of global financial institutions. Finally, we explore the impacts of US subprime mortgages event on Taiwan’s regulatory policy. Due to the impacts, we discuss how to enhance Taiwan’s ratings agencies and the infrastructure of Taiwan’s financial markets. Also, we sum up how to strengthen risk management practices for Taiwan’s financial institutions. Besides, we also investigate how to enhance prudential regulatory policies for Taiwan’s financial system.en
dc.description.provenanceMade available in DSpace on 2021-06-15T00:27:01Z (GMT). No. of bitstreams: 1
ntu-97-P94322026-1.pdf: 408905 bytes, checksum: d6d7d3402fc5a84c6872e23e57e9277f (MD5)
Previous issue date: 2008
en
dc.description.tableofcontents口試委員審定書 I
中文摘要 II
ABSTRACT III
Chapter 1 Introduction 1
1.1. Motivation and Purpose 1
1.2. Framework of this Thesis 6
Chapter 2 Causes and Impacts of Financial Turmoil Due to Subprime Mortgages Event 8
2.1. Causes of Financial Turmoil due to Subprime Mortgages Event 8
2.2. Impacts of Financial Turmoil due to Subprime Mortgages Event 30
Chapter 3 The Impacts of US Subprime Mortgages Event on Global Financial System 36
3.1. Impacts of the Event on the Infrastructure of Global Financial Markets 36
3.2. Impacts of the Event on Risk Management of Global Financial Institutions 44
Chapter 4 The Impacts of US Subprime Mortgages Event on Taiwan’s Regulatory Policy 53
4.1. Impacts of the Event on Ratings Agencies and Market Discipline 54
4.2. Impacts of the Event on Taiwan’s Financial Regulatory Policies 59
Chapter 5 Conclusion 70
Reference 73
dc.language.isoen
dc.subject房利美zh_TW
dc.subject金融混亂zh_TW
dc.subject次級房貸事件zh_TW
dc.subject監理姑息zh_TW
dc.subject房地美zh_TW
dc.title美國次級房貸事件對台灣金融體系及其監理政策之影響zh_TW
dc.titleThe Impacts of US Subprime Mortgages Event on Taiwan’s Financial System and Regulatory Policyen
dc.typeThesis
dc.date.schoolyear97-1
dc.description.degree碩士
dc.contributor.oralexamcommittee徐斯勤(Szue-Chin Hsu),王克陸(Keh-Luh Wang)
dc.subject.keyword次級房貸事件,監理姑息,金融混亂,房利美,房地美,zh_TW
dc.subject.keywordsubprime mortgage event,regulatory forbearance,financial turmoil,Fannie Mac,Freddie Mac,en
dc.relation.page77
dc.rights.note有償授權
dc.date.accepted2009-01-22
dc.contributor.author-college社會科學院zh_TW
dc.contributor.author-dept政治學研究所zh_TW
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