國立高雄大學圖資館 |

Language: English

Back

流動性創造是否會導致更多的流動性風險? = Will Liquidity...

國立高雄大學經營管理研究所

流動性創造是否會導致更多的流動性風險? = Will Liquidity Creation Cause Higher Liquidity Risk?

Record Type:	Language materials, printed : monographic
Paralel Title:	Will Liquidity Creation Cause Higher Liquidity Risk?
Author:	鍾欣潔,
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:	49面圖，表 : 30公分;
Subject:	流動性風險
Subject:	Liquidity Risk
Online resource:	http://handle.ncl.edu.tw/11296/ndltd/34826419691075026743
Summary:	對於銀行而言，流動性風險是一個必然的存在。許多大銀行在次級房貸中倒閉，其中一個主要原因是流動性風險而倒閉，這才引起世人對於流動性風險的重視與管理。而流動性風險和流動性創造都由相對不流動的資產去支應相對流動的負債所產生，流動性創造是銀行的傳統功能之一。Berger & Bouwman (2009)提出了流動性創造與銀行價值呈正相關，探討流動性風險與流動性創造是否相關是一值得探討的議題。我們加入金融體系與金融危機做為虛擬變數，使用兩階段最小平方法來探討銀行的流動性風險與流動性創造之關係。結果流動性創造與流動性風險呈負相關而非正相關。而在加入金融體系後發現，在市場體系的銀行會有比較敏感的關係。 Generally liquidity risk is an existence in banks for different degree. However, liquidity risk had not been considered as an important risk until the subprime mortgage liquidity risk. Many large banks bankrupt for liquidity risk, thus people take more serious in manage liquidity risk. The liquidity creation is one of traditional functions of the bank. Berger & Bouwman (2009) proposed liquidity creation is positively to bank's value. The issue is deserved to discuss whether the relationship between liquidity risk and liquidity creation exists or not. We take financial system as dummy variable, using two stage least squares model to estimate bank liquidity risk and liquidity creation. The results show that the relationship between liquidity risk and liquidity creation is negative except to in the market system and when the financial crisis occurred.

流動性創造是否會導致更多的流動性風險? = Will Liquidity Creation Cause Higher Liquidity Risk?
鍾, 欣潔

流動性創造是否會導致更多的流動性風險? = Will Liquidity Creation Cause Higher Liquidity Risk? / 鍾欣潔撰 - [高雄市] : 撰者, 民99[2010]. - 49面 ; 圖，表 ; 30公分.
參考書目：面.
流動性風險Liquidity Risk

流動性創造是否會導致更多的流動性風險? = Will Liquidity Creation Cause Higher Liquidity Risk?
LDR:02750nam0a2200277 450 001 272969
005 20170214094304.0
009 272969
010 0 $b 精裝
010 0 $b 平裝
100 $a 20170214y2010 k y0chiy05 b
101 1 $a eng $d chi $d eng
102 $a tw
105 $a ak am 000yy
200 1 $a 流動性創造是否會導致更多的流動性風險? $d Will Liquidity Creation Cause Higher Liquidity Risk? $f 鍾欣潔撰
210 $a [高雄市] $c 撰者 $d 民99[2010]
215 0 $a 49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 對於銀行而言，流動性風險是一個必然的存在。許多大銀行在次級房貸中倒閉，其中一個主要原因是流動性風險而倒閉，這才引起世人對於流動性風險的重視與管理。而流動性風險和流動性創造都由相對不流動的資產去支應相對流動的負債所產生，流動性創造是銀行的傳統功能之一。Berger & Bouwman (2009)提出了流動性創造與銀行價值呈正相關，探討流動性風險與流動性創造是否相關是一值得探討的議題。我們加入金融體系與金融危機做為虛擬變數，使用兩階段最小平方法來探討銀行的流動性風險與流動性創造之關係。結果流動性創造與流動性風險呈負相關而非正相關。而在加入金融體系後發現，在市場體系的銀行會有比較敏感的關係。 Generally liquidity risk is an existence in banks for different degree. However, liquidity risk had not been considered as an important risk until the subprime mortgage liquidity risk. Many large banks bankrupt for liquidity risk, thus people take more serious in manage liquidity risk. The liquidity creation is one of traditional functions of the bank. Berger & Bouwman (2009) proposed liquidity creation is positively to bank's value. The issue is deserved to discuss whether the relationship between liquidity risk and liquidity creation exists or not. We take financial system as dummy variable, using two stage least squares model to estimate bank liquidity risk and liquidity creation. The results show that the relationship between liquidity risk and liquidity creation is negative except to in the market system and when the financial crisis occurred.
510 1 $a Will Liquidity Creation Cause Higher Liquidity Risk?
610 0 $a 流動性風險 $a 流動性創造 $a 金融體系
610 1 $a Liquidity Risk $a Liquidity Creation $a Financial System
681 $a 008M/0019 $b 301208 8273 $v 2007年版
700 1 $a 鍾 $b 欣潔 $4 撰 $3 94861
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/34826419691075026743