出版日期：2013-12-01 00:00:00

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

審稿制度：是

國別：TWN

公開徵稿：Y

出版型式：紙本