An Empirical Study of Two-Factor CAPM on Banks under Taiwan’s Financial Holding Companies – Application of Three-State Markov Regime Switching Model
碩士 === 國立中山大學 === 企業管理學系研究所 === 104 === Taiwan Financial Holdings from 2010 began to set up branches in mainland China and offer CNY services in 2012. After opening of Cross-Straits banking, we can not help but worry about the risk Taiwan Financial Holdings face. In 2013, FSC began to implement Base...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22bgv9 |
| Summary: | 碩士 === 國立中山大學 === 企業管理學系研究所 === 104 === Taiwan Financial Holdings from 2010 began to set up branches in mainland China and offer CNY services in 2012. After opening of Cross-Straits banking, we can not help but worry about the risk Taiwan Financial Holdings face. In 2013, FSC began to implement Basel III. Is it helpful for the Taiwan Financial Holding Co. to control risks? We Use Markov regime-switching model to find out Taiwan 12 listed financial holding Co. risk, founding that after the Basel III implementation, the risk of Taiwan Financial Holding Co., is relatively low. We can relieve the doubt that Taiwan Financial Holdings are facing risks in the development in Mainland China.
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