The Study of Capital Adequacy Ratio and Operating Performance for Taiwan's Financial Sector after The Financial Tsunami

• Main Authors: Hao-Tai Tsai, 蔡豪泰
• Other Authors: Chie-Bein Chen
• Format: Others
• Language: zh-TW
• Published: 2011
• Online Access: http://ndltd.ncl.edu.tw/handle/04037442998097099977

碩士 === 國立東華大學 === 國際企業學系 === 99 === This study attempts to investigate the capital adequacy ratio associated with the operating performance of all listed banks through risk analysis in Taiwan’s stock market.An empirical analysis covers panel data of these banks from the fourth quarter of 1996 to the fourth quarter of 2010 and uses three different scales of capital in these banks. The analy results are as followings： (1) Return on assets, storage ratio, liquidity ratio and capital adequacy ratio for all banks appear a significantly positive relationship but the coverage ratio and capital adequacy ratio at different scale of capital show a significantly positive relationship or a significantly negative relationship. Non-performing loan (NPL)ratio and capital adequacy ratio appear a significantly negative relationship. (2) Large scale capital banks：non-performing loan ratios and capital adequacy ratio at different capital scale appear a significantly negative relationship or a significantly positive relationship. (3) Middle scale capital banks：return on total assets and capital adequacy ratio appear a significantly positive relationship. Non-performing loan ratio of capital adequacy ratio is shown as a significantly negative relationship. (4) Small scale capital banks：return on total assets, storage ratio, liquidity reserve ratio and capital adequacy ratio has shown a significantly positive relationship. However, non-performing loan ratio, coverage ratio and capital adequacy ratio also apper significantly positive relationship.