| Summary: | 碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 98 === In recent years, the internationalization of financial industry can be treated as a trend that has no and can resist.And develop the usage of sex financial merchandise, the influence can't estimating more brought to the management of the financing institution of whole world.Be rated as the biggest financial turmoil in this century"subprime mortgage" crisis, is excessive usage Gao finance lever it develop sex the bottom of the financial merchandise cause of financial crisis, the whole United States is as for the global financial industry is subjected to the serious influence of this subprime mortgage storm.In view this financial crisis variety financial environment, need one financial powerful superintendency and management system of to cope with variety sooner, the scale is larger, financial higher risk of risk is an urgent duty.
International the financial superintendency model Basel of the adoption makes an agreement currently, it orders the capital of bottom a proper foot rate to the bank capital standard.While controling the risk of the bank management, will influence the business behavior of bank, influence a bank efficiency further.
This text studies the sample as 18 native banks and study the period go to for Year 95 of the Republic of China Year 97 of the Republic of China;Make use of Basel first the standard method of the II estimate the credit risk of native bank and should account to lift capital, market risk and should account to suggest capital and operation risk and should account to lift capital.BE known as a result by the substantial evidence:The capital proper foot rate is low 2% about the more original capital proper foot rate after adjusting~2.5%, and 97 years later most native banks all meet more than 8% rules.If classify by ownership of a share structure, the government operated bank is on the average worth lowest, secondly is a run by private capital bank, and the mixed bank is the highest.After making use of to adjust further the capital supports a proper foot rate, the risk property total amount and legal lowest capital and the net profit can deduce the risk capital guerdon rate before the tax.BE known as a result by the substantial evidence:The management efficiency that mixs bank widespreadly surpasses run by private capital bank, while the risk property of the government operated bank all can maintain to be worth above level on the average and surpass run by private capital Xi bank.In addition and in spite of is what type of bank, after its adjustment capital proper foot rate height and its bank conduct an efficiency have no related inevitability.
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