國立高雄大學圖資館 |

Language: English

Back

非利息收入在銀行收入扮演的角色 = The Role of Non-in...

國立高雄大學經營管理研究所

非利息收入在銀行收入扮演的角色 = The Role of Non-interest Incomes on Bank’s Revenues

Record Type:	Language materials, printed : monographic
Paralel Title:	The Role of Non-interest Incomes on Bank’s Revenues
Author:	王省欣,
Secondary Intellectual Responsibility:	國立高雄大學
Place of Publication:	[高雄市]
Published:	撰者;
Year of Publication:	民99[2010]
Description:	53面圖，表 : 30公分;
Subject:	非利息收入
Subject:	Non-interest Income
Online resource:	http://handle.ncl.edu.tw/11296/ndltd/60277985003090280132
Summary:	本文應用分量迴歸探討在不同的利潤水準、風險水準和風險調整後報酬水準下，銀行非利息收入及收入多角化的影響程度，以1996年至2008年間G10的 11個國家銀行資料進行實證研究。實證結果顯示：一、非利息收入和利潤高低呈正相關，利潤愈高，非利息收入正向影響效果愈大；非利息收入和風險高低呈現正相關，風險愈大，非利利息收入正向影響效果也愈大；而非利息收入和風險調整後報酬高低呈現不對稱的正負向相關，或許可能解釋過去非利息收入對風調整後報酬不一致影響的原因。二、收入多角化在對利潤高低有正負不同的影響，但收入多角化對風險高低呈負相關，即收入多角化會降低獲利波動的風險，且對愈高風險影響效果愈強，收入多角化和風險調整後報酬高低呈正相關，即收入多角化增加風險調整後報酬，且對愈高的風險調整後報酬影響效果愈強。非利息收入及收入多角化對不同分量下的利潤、風險、風險調整後報酬之解釋能力有顯著差異，而由傳統的迴歸方法只能看出平均效果，會低估或高估不同條件分量下自變數（非利息收入、收入多角化）的邊際效果。 We use the quantile regression model to examine the roles of non-interest incomes and income diversification on various banks’ profitability, risk, and risk-adjusted return level respectively. In addition, the empirical study is conducted by the banks within 11 countries of G10. The results shows that the non-interest income is significantly positive related to bank profitability and risk. However, the impact of non-interest income depends on different level of bank profitability. Non-interest income is significantly positive related to risk-adjusted return when risk-adjusted return is at lower level, but it is negative at higher level. The results also indicate that the income diversification is significantly positive related to bank profitability when bank profitability is relatively at the lower level. Yet, the income diversification is significantly negative related to bank profitability only when the profitability is at the higher level. The income diversification is significantly positive related to risk. Furthermore, it positively impacts on bank risk-adjusted return.

非利息收入在銀行收入扮演的角色 = The Role of Non-interest Incomes on Bank’s Revenues
王, 省欣

非利息收入在銀行收入扮演的角色 = The Role of Non-interest Incomes on Bank’s Revenues / 王省欣撰 - [高雄市] : 撰者, 民99[2010]. - 53面 ; 圖，表 ; 30公分.
參考書目：面.
非利息收入Non-interest Income

非利息收入在銀行收入扮演的角色 = The Role of Non-interest Incomes on Bank’s Revenues
LDR:03459nam0a2200277 450 001 272967
005 20170214094105.0
009 272967
010 0 $b 精裝
010 0 $b 平裝
100 $a 20170214y2010 k y0chiy05 e
101 1 $a chi $d chi $d eng
102 $a tw
105 $a ak am 000yy
200 1 $a 非利息收入在銀行收入扮演的角色 $d The Role of Non-interest Incomes on Bank’s Revenues $f 王省欣撰
210 $a [高雄市] $c 撰者 $d 民99[2010]
215 0 $a 53面 $c 圖，表 $d 30公分
314 $a 指導教授：陳怡凱博士
320 $a 參考書目：面
328 $a 碩士論文--國立高雄大學經營管理研究所
330 $a 本文應用分量迴歸探討在不同的利潤水準、風險水準和風險調整後報酬水準下，銀行非利息收入及收入多角化的影響程度，以1996年至2008年間G10的 11個國家銀行資料進行實證研究。實證結果顯示：一、非利息收入和利潤高低呈正相關，利潤愈高，非利息收入正向影響效果愈大；非利息收入和風險高低呈現正相關，風險愈大，非利利息收入正向影響效果也愈大；而非利息收入和風險調整後報酬高低呈現不對稱的正負向相關，或許可能解釋過去非利息收入對風調整後報酬不一致影響的原因。二、收入多角化在對利潤高低有正負不同的影響，但收入多角化對風險高低呈負相關，即收入多角化會降低獲利波動的風險，且對愈高風險影響效果愈強，收入多角化和風險調整後報酬高低呈正相關，即收入多角化增加風險調整後報酬，且對愈高的風險調整後報酬影響效果愈強。非利息收入及收入多角化對不同分量下的利潤、風險、風險調整後報酬之解釋能力有顯著差異，而由傳統的迴歸方法只能看出平均效果，會低估或高估不同條件分量下自變數（非利息收入、收入多角化）的邊際效果。 We use the quantile regression model to examine the roles of non-interest incomes and income diversification on various banks’ profitability, risk, and risk-adjusted return level respectively. In addition, the empirical study is conducted by the banks within 11 countries of G10. The results shows that the non-interest income is significantly positive related to bank profitability and risk. However, the impact of non-interest income depends on different level of bank profitability. Non-interest income is significantly positive related to risk-adjusted return when risk-adjusted return is at lower level, but it is negative at higher level. The results also indicate that the income diversification is significantly positive related to bank profitability when bank profitability is relatively at the lower level. Yet, the income diversification is significantly negative related to bank profitability only when the profitability is at the higher level. The income diversification is significantly positive related to risk. Furthermore, it positively impacts on bank risk-adjusted return.
510 1 $a The Role of Non-interest Incomes on Bank’s Revenues
610 0 $a 非利息收入 $a 收入多角化 $a 風險調整後報酬 $a 分量迴歸
610 1 $a Non-interest Income $a Diversification $a Quantile Regression
681 $a 008M/0019 $b 301208 1097 $v 2007年版
700 1 $a 王 $b 省欣 $4 撰 $3 483116
712 0 2 $a 國立高雄大學 $b 經營管理研究所 $3 170850
801 0 $a tw $b 國立高雄大學 $c 20101224 $g CCR
856 7 $z 電子資源 $2 http $u http://handle.ncl.edu.tw/11296/ndltd/60277985003090280132