教師資料查詢 | 類別: 期刊論文 | 教師: 林志鴻 Jyh-horng Lin (瀏覽個人網頁)

標題:Financial e-commerce under capital regulation and deposit insurance
學年93
學期1
出版(發表)日期2005/01/01
作品名稱Financial e-commerce under capital regulation and deposit insurance
作品名稱(其他語言)
著者Lin, Jyh-Horng; Jou, Rosemary
單位淡江大學國際貿易學系
出版者Elsevier
著錄名稱、卷期、頁數International Review of Economics & Finance 14(2), pp.115-128
摘要We use a two-stage contingent claim analysis model to study how capital regulation, deposit insurance, involvement in financial electronic commerce (e-commerce), and the optimal bank interest margin relate to one another under an uncertain loan loss source. Under strategic substitutes, both capital regulation and deposit insurance provide incentives for developing financial e-commerce, which helps the bank's growth. Our findings provide alternative explanations for the bank interest margin, which integrates the risk considerations of pricing equity with the bank's involvement in financial e-commerce, and for the asset–liability management rate-setting behavioral modes under capital regulation and deposit insurance.
關鍵字Bank interest margin;Financial e-commerce;Capital regulation;Deposit insurance;Black–Scholes valuation
語言英文
ISSN1059-0560
期刊性質國內
收錄於
產學合作
通訊作者
審稿制度
國別中華民國
公開徵稿
出版型式,電子版
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