A Preliminary Study of Risk-Based Deposit Reserve System

• Main Authors: Fan-Sheng Shen, 沈凡聖
• Other Authors: Chau-jung Kuo
• Format: Others
• Language: zh-TW
• Published: 2011
• Online Access: http://ndltd.ncl.edu.tw/handle/15103657673348903007

碩士 === 國立中山大學 === 財務管理學系研究所 === 99 === Reserve Required System, a monetary policy manipulated by Taiwanese Government has been gradually reduced or even abandoned in global financial market, which eliminates the international competiveness of domestic banking industry. However, the government has no intention in implementing Zero Reserve Requirement. Given current domestic monetary policies as well as system of banking supervision, I propose "Risk-Based Deposit Reserves" for financial authorities implement. Current international usage sets an absolute value of reserve ratio, not in accordance with its operating risk. Therefore I designed a “Five-Level Differential Deposit Reserve System” based on Capital Adequacy Ratio and Composite Risk Rating Score of the bank. Such innovation will help increase the quality of banks and eliminate unhealthy banks which will strengthen domestic banking industry in challenges of Basel Ⅲ and its competitiveness.