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 en
ISSN 1022-2898
期刊性質 國內
收錄於 TSSCI
產學合作
通訊作者
審稿制度 是
國別 TWN
公開徵稿 Y
出版型式 ,紙本
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