| 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 | en |
| ISSN | 1059-0560 |
| 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 | 否 |
| 國別 | NLD |
| 公開徵稿 | |
| 出版型式 | ,電子版 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/106206 ) |
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