教師資料查詢 | 類別: 期刊論文 | 教師: 陳薇如 Chen, Wei-ju (瀏覽個人網頁)

標題:Risk-Shifting Behavior in Taiwan’s Small and Medium-Sized Commercial Banks under Different Deposit Insurance Systems
學年102
學期1
出版(發表)日期2013/12/01
作品名稱Risk-Shifting Behavior in Taiwan’s Small and Medium-Sized Commercial Banks under Different Deposit Insurance Systems
作品名稱(其他語言)
著者張傳章(Chang, Chuang-chang); 陳薇如(Chen, Wei-ju)
單位淡江大學會計學系
出版者The Official Publication of The Taiwan Finance Association
著錄名稱、卷期、頁數Journal of Financial Studies 21(4), pp.1-24
摘要This paper examines the risk-shifting behavior of Taiwan’s small and medium-sized commercial banks both prior to and after the adoption of a risk-based premium system. We use the Duan et al. (1992) model to investigate the changes in their risk-shifting behavior. We find that the effects of risk-restraining measures were reduced as a result of the adoption of the risk-based system. Our results also demonstrate that risk-shifting behavior within these commercial banks was quite successful under the flat-rate premium system, and that such behavior was not mitigated as a result of the implementation of the risk-based premium system.
關鍵字風險轉嫁行為; 風險差別費率制度; 存款保險費率; 最大概似估計; Risk-shifting behavior; Risk-based premium system; Deposit insurance premium; Maximum likelihood estimation
語言英文
ISSN1022-2898
期刊性質國內
收錄於TSSCI;
產學合作
通訊作者
審稿制度
國別中華民國
公開徵稿Y
出版型式,紙本
相關連結
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