期刊論文
| 學年 | 99 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2010-11-01 |
| 作品名稱 | Modeling Bank Interest Margin and Loan Quality under the Troubled Asset Relief Program: An Option-Pricing Approach |
| 作品名稱（其他語言） | |
| 著者 | Lin, Jyh-horng; Lin Jyh-jiuan; Huang Pai-chou |
| 單位 | 淡江大學國際企業學系; 淡江大學統計學系 |
| 出版者 | Zographou: World Scientific and Engineering Academy and Society (W S E A S) |
| 著錄名稱、卷期、頁數 | WSEAS Transactions on Circuits and Systems 9(11), pp.689-699 |
| 摘要 | The troubled assets on U.S. banks books could grow to as much as $5 trillion, one Goldman Sachs analyst estimates [10]. Will setting up the Troubled Asset Relief Program (TARP) be good move for bank loan quality? The answer is yes. In an option-pricing model where the bank book value of loans is above its market price, an increase in loan amount sold, exactly what the TARP is meant to target, increases the bank interest margin. The gap where carrying value is above market price is shrinking by decreasing the risky loans held by the bank and thus the bank loan portfolio quality is improved. |
| 關鍵字 | Troubled Asset Relief Program; Bank Interest Margin; Loan Quality |
| 語言 | en |
| ISSN | 1109-2734 2224-266X |
| 期刊性質 | 國外 |
| 收錄於 | EI |
| 產學合作 | |
| 通訊作者 | Lin Jyh-jiuan |
| 審稿制度 | |
| 國別 | GRC |
| 公開徵稿 | |
| 出版型式 | 紙本 電子版 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/67377 ) |