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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 劉啟群,尤琳蕙 | |
| dc.contributor.author | Ting-Hsuan Hsu | en |
| dc.contributor.author | 許庭瑄 | zh_TW |
| dc.date.accessioned | 2021-06-17T03:19:04Z | - |
| dc.date.available | 2021-07-06 | |
| dc.date.copyright | 2018-07-06 | |
| dc.date.issued | 2018 | |
| dc.date.submitted | 2018-06-27 | |
| dc.identifier.citation | Acharya, V. V., Shin, H. S., & Yorulmazer, T. (2010). Crisis resolution and bank liquidity. The Review of Financial Studies, 24(6), 2166-2205.
Acharya, V. V., & Richardson, M. (2012). Implications of the Dodd-Frank Act. Annu. Rev. Financ. Econ., 4(1), 1-38. Admati, A. R., DeMarzo, P. M., Hellwig, M. F., & Pfleiderer, P. C. (2013). Fallacies, irrelevant facts, and myths in the discussion of capital regulation: Why bank equity is not socially expensive. Baily, M. N., & Elliott, D. J. (2014). How Is the System Safer? What More Is Needed?. Across the Great Divide: New Perspectives on the Financial Crisis, 652, 165. Banerjee, R. N., & Mio, H. (2017). The impact of liquidity regulation on banks. Journal of Financial Intermediation. Basel Committee on Banking Supervision. 2013. Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools. (January 2013) Basten, C. C., & Koch, C. (2015). Higher bank capital requirements and mortgage pricing: evidence from the Countercyclical Capital Buffer (CCB). Berrospide, J. M., & Edge, R. M. (2010). The effects of bank capital on lending: What do we know, and what does it mean?. Berrospide, J. (2012). Bank liquidity hoarding and the financial crisis: An empirical evaluation. Bridges, J., Gregory, D., Nielsen, M., Pezzini, S., Radia, A., & Spaltro, M. (2014). The impact of capital requirements on bank lending. Carlson, M., Shan, H., & Warusawitharana, M. (2013). Capital ratios and bank lending: A matched bank approach. Journal of Financial Intermediation, 22(4), 663-687. Calhoun, M., “Dodd-Frank Measures Fundamentally Reform the Mortgage Market,” in An Unfinished Mission: Making Wall Street Work for Us, ed. Mike Konczal and Marcus Stanley (New York: Roosevelt Institute, 2013), 30-42. Cornett, M. M., McNutt, J. J., Strahan, P. E., & Tehranian, H. (2011). Liquidity risk management and credit supply in the financial crisis. Journal of Financial Economics, 101(2), 297-312. Demirguc‐Kunt, A., Detragiache, E., & Merrouche, O. (2013). Bank capital: Lessons from the financial crisis. Journal of Money, Credit and Banking, 45(6), 1147-1164. Ellis, L. (2008). The housing meltdown: Why did it happen in the United States?. Gambacorta, L., & Mistrulli, P. E. (2004). Does bank capital affect lending behavior?. Journal of Financial intermediation, 13(4), 436-457. Gambacorta, L., & Marques-Ibanez, D. (2011). The bank lending channel: lessons from the crisis. Economic Policy, 26(66), 135-182. Hancock, D., & Wilcox, J. A. (1994). Bank capital and the credit crunch: The roles of risk‐weighted and unweighted capital regulations. Real Estate Economics, 22(1), 59-94. Ivashina, V., & Scharfstein, D. (2010). Bank lending during the financial crisis of 2008. Journal of Financial economics, 97(3), 319-338. Kapan, M. T., & Minoiu, C. (2013). Balance sheet strength and bank lending during the global financial crisis (No. 13-102). International Monetary Fund. Kim, D., & Sohn, W. (2017). The effect of bank capital on lending: Does liquidity matter?. Journal of Banking & Finance, 77, 95-107 Kupiec, P., Lee, Y., & Rosenfeld, C. (2017). Does bank supervision impact bank loan growth?. Journal of Financial Stability, 28, 29-48. Loutskina, E., & Strahan, P. E. (2009). Securitization and the declining impact of bank finance on loan supply: Evidence from mortgage originations. The Journal of Finance, 64(2), 861-889. Morgan, P. J., & Zhang, Y. (2017). Mortgage lending, banking crises, and financial stability in Asia and Europe. Asia Europe Journal, 15(4), 463-482. Morris-Levenson, J., Sarama, R. F., & Ungerer, C. (2017). Does Tighter Bank Regulation Affect Mortgage Originations?. Puri, M., Rocholl, J., & Steffen, S. (2011). Global retail lending in the aftermath of the US financial crisis: Distinguishing between supply and demand effects. Journal of Financial Economics, 100(3), 556-578. The Federal Reserve System (The Fed), Macroprudential Regulation, September 20, 2013. Available at： https://www.federalreserve.gov/newsevents/speech/tarullo20130920a.htm The Federal Reserve System (The Fed), Liquidity Regulation, Daniel K. Tarullo, November 20, 2014. Available at：https://www.federalreserve.gov/newsevents/speech/tarullo20141120a.htm The Federal Reserve System (The Fed), Agencies propose net stable funding ratio rule, May 03, 2016. Available at： https://www.federalreserve.gov/newsevents/pressreleases/bcreg20160503a.htm The Federal Reserve System (The Fed), Regulatory Reform since the Financial Crisis, Daniel K. Tarullo, May 02, 2012. Available at： https://www.federalreserve.gov/newsevents/speech/tarullo20120502a.htm The Federal Reserve System (The Fed), Federal Reserve Board approves final rule to help ensure banks maintain strong capital positions, July 02, 2013. Available at： https://www.federalreserve.gov/newsevents/pressreleases/bcreg20130702a.htm | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/69552 | - |
| dc.description.abstract | 2008年金融海嘯促使一系列的金融法規改革，其中最著名的是美國Dodd-Frank法案及巴塞爾資本協定III。本研究探討2007-2009年金融海嘯以及金融海嘯後之法規改革對房屋抵押貸款接受率的影響，採用美國房屋抵押公開法(HMDA)下2004年至2015年的資料做為樣本研究。研究結果顯示相較於金融海嘯發生之前，銀行的資本適足率對銀行房屋抵押貸款接受率的影響在金融海嘯之後呈現更加正向相關，另一方面銀行流動性對房屋抵押貸款接受率的影響則呈顯著負相關。此研究結果顯示在金融海嘯之後，銀行的房屋抵押貸款受銀行本身的自我約束以及法規影響而更為謹慎。 | zh_TW |
| dc.description.abstract | The 2008 financial crisis led to the passage of a series of regulations, such as the Dodd–Frank Act and Basel III reforms. To study the effect of the 2007–2009 financial crisis and the effect of the regulation reforms on acceptance rate of mortgage loan, I use the data under the Home Mortgage Disclosure Act (HMDA) from 2004 to 2015. I find that relative to the pre-crisis period, the magnitude of bank capital ratio is more positively related to the acceptance rate of mortgage loan in the post crisis periods, while the magnitude of bank liquidity ratio is more negatively related to the acceptance rate of mortgage loan in the post crisis periods. This results suggest that after the financial crisis, acceptance rate of mortgage loan may be restricted by the banks themselves and by the regulations. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-17T03:19:04Z (GMT). No. of bitstreams: 1 ntu-107-R05722036-1.pdf: 1442553 bytes, checksum: 6fa152e5d9da274bde16e3633bf522f2 (MD5) Previous issue date: 2018 | en |
| dc.description.tableofcontents | 1.Introduction 1
2. Regulations, Related Literature, and Hypotheses Development 5 2.1 Regulations 5 2.2 Related Literature and Hypotheses Development 7 3. Data and Research Methodology 13 3.1 Data 13 3.2 The Empirical Model 14 4. Empirical Results 17 4.1 Descriptive Statistics 17 4.2 Main Test: Determinants of Acceptance Rate of Mortgage Loan during the Pre- and Post-Crisis Periods 18 4.3 Robustness Tests 20 5.Conclusion 22 5.1 Research results’ response to research hypotheses 22 5.2 Further research and limitations 23 References 25 Table 1 Sample Selection 29 Table 2 Descriptive statistics Panel A Variables used in regressions (2004—2015) 30 Panel B Variables used in regressions (2004—2006) 31 Panel C Variables used in regressions (2010—2015) 32 Table 3 Pearson correlation matrix Panel A (Dependent Variable is APR_N) 34 Panel B (Dependent Variable is APR_AM) 35 Table 4 Main test Determinants of Acceptance rate of mortgage loan (approved applications/total applications) 36 Table 5 Main test Determinants of Acceptance rate of mortgage loan (approved loan amount/total loan amount) 38 Table 6 Robustness Test Alternative Dependent Variables 40 Table 7 Robustness Test Determinants of Loan Acceptance Rate during Pre-crisis and Post- crisis periods 41 Table 8 Robustness Test： Determinants of Acceptance Rate Before, During and After the Financial Crisis 42 Table 9 Robustness Test： Alternative Independent Variables 44 Appendix Variable definitions 45 | |
| dc.language.iso | en | |
| dc.subject | 放款行為 | zh_TW |
| dc.subject | 流動性 | zh_TW |
| dc.subject | 銀行資本 | zh_TW |
| dc.subject | 房屋抵押貸款 | zh_TW |
| dc.subject | 巴塞爾資本協定III | zh_TW |
| dc.subject | Dodd-Frank法案 | zh_TW |
| dc.subject | 金融海嘯 | zh_TW |
| dc.subject | Basel III | en |
| dc.subject | Mortgage loan | en |
| dc.subject | Bank capital | en |
| dc.subject | Bank liquidity | en |
| dc.subject | Lending behavior | en |
| dc.subject | Financial crisis | en |
| dc.subject | Dodd–Frank Act | en |
| dc.title | 2008金融海嘯及金融改革對房屋抵押貸款接受率的衝擊：從銀行資本及流動性的角度探討 | zh_TW |
| dc.title | The Impact of the 2008 Financial Crisis and Regulation Reforms on Acceptance rate of Mortgage Loan：Evidence from the Effect of Capital and Liquidity | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 106-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 林純央,張窈菱 | |
| dc.subject.keyword | 房屋抵押貸款,銀行資本,流動性,放款行為,金融海嘯,Dodd-Frank法案,巴塞爾資本協定III, | zh_TW |
| dc.subject.keyword | Mortgage loan,Bank capital,Bank liquidity,Lending behavior,Financial crisis,Dodd–Frank Act,Basel III, | en |
| dc.relation.page | 46 | |
| dc.identifier.doi | 10.6342/NTU201801156 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2018-06-27 | |
| dc.contributor.author-college | 管理學院 | zh_TW |
| dc.contributor.author-dept | 會計學研究所 | zh_TW |
| 顯示於系所單位： | 會計學系 | |
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