The Impacts Of Deposit, Loan, Net Present Value On Non-Performing Loan Ratio Between The Subprime Crisis In Taiwan Banking System─Pool Regression And VAR Approach

• Main Authors: Chih-yuan Tu, 凃智元
• Other Authors: Kuan-min Wang
• Format: Others
• Language: zh-TW
• Published: 2010
• Online Access: http://ndltd.ncl.edu.tw/handle/65842136553540016169

碩士 === 僑光科技大學 === 管理研究所 === 98 === Subprime Mortgage crisis since 2007 has hit the global financial markets. It’s also affect whole world economy, especially the most developed countries in Europe and America. Since 1999 the Internet bubble, it could be the largest economic impact. The key is the innovation of financial products, they packaged loans into derivatives. Few years ago in United States, low interest rate extend the loan and increase very quickly. The financial institutions were expanding operations to satisfy borrowers, but in recent years the default rates in sub-prime market has increase by rising interest rates. Derivatives spread through the world that is a chain reaction. This research targets on 45 domestic banks in 2006 May to 2010 April. In 2008 divided before and after the sub-prime, We discussed the impact on OLR by deposits, loans, NPV three variables. The research method use Pool regression, VAR, impulse response to analysis. We attempt to compare before and after the subprime mortgage in common and differences. The basic statistical information to show deposits, loans, NPV’s average and median are higher than the sub-prime before, except OLR. The effect of the loan to OLR is positive before sub-prime, then after the sub-prime is negative. It’s mean the loan increase and OLR will be reduce.