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:Shadow-banking entrusted loan management, deposit insurance premium, and capital regulation
學年104
學期1
出版(發表)日期2015/12/24
作品名稱Shadow-banking entrusted loan management, deposit insurance premium, and capital regulation
作品名稱(其他語言)
著者Li, Xue-lian; Lin, Jyh-Horng
單位
出版者
著錄名稱、卷期、頁數International Review of Economics and Finance 41, pp.98-109
摘要This paper studies bank interest margin, i.e., the spread between the loan rate and the deposit rate of a bank, when the bank conducts regular lending and shadow-banking entrusted lending activities under capital regulation. We show that an increase in the entrusted loans increases the bank's interest margin, equity risk, and the liability of deposit insurer. Entrusted loans can help spur bank equity return, but there is a trade-off in terms of reduced banking stability. We also find that the reduced margin and the increased equity risk by capital regulation are reinforced when the bank additionally conducts entrusted lending activities. Relaxing regulatory capital requirements may produce superior return performance and greater safety for the bank carrying on shadow-banking entrusted loans.
關鍵字Shadow banking;Entrusted loans;Bank interest margin;Capital regulation
語言英文
ISSN1059-0560
期刊性質國外
收錄於SSCI;
產學合作
通訊作者Lin, Jyh-Horng
審稿制度
國別荷蘭
公開徵稿
出版型式,電子版
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