教師資料查詢 | 類別: 期刊論文 | 教師: 蔡政言 Tsai Jeng-yan (瀏覽個人網頁)

標題:A Default Risk Model with Multi-Loan Lending Operations: A System of Integral Scale with Scope
學年98
學期2
出版(發表)日期2010/06/01
作品名稱A Default Risk Model with Multi-Loan Lending Operations: A System of Integral Scale with Scope
作品名稱(其他語言)
著者Tsai, Jeng-Yan; Lin, Jyh-Jiuan; Lin, Jyh-Horng
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
著錄名稱、卷期、頁數WSEAS Transactions on Information Science and Applications 7(6), pp.760-773
摘要Recent research on multi-loan lending operations has remained largely silent on the question of what ties together the retail banking functions of scale and scope lending. Our main point is that in a sense, they are just two different manifestations of banking expansion. This is especially true to the extent that banks are heavily involved in consolidation-based lending. In a multi-loan call pricing model, changes in lending scope have direct effects on the bank's interest margin related to lending scale and thus bank profits and risks. Comparative static analysis shows that scale and scope lending are complements. However, this commingling is not guaranteed to produce higher return and greater safety for the bank. As a result, bank equity return and default risk are overvalued when the integral role on the inclusion of more realistic loan portfolio management in the consolidated banking is ignored.
關鍵字Bank Interest Margin;Default Risk;Scale;Scope
語言英文
ISSN1790-0832
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
國別希臘
公開徵稿
出版型式,紙本
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