The Impacts of Derivatives Products on The Interest Rate, Exchange Rate and Credit Risks : The Case of Taiwan's Financial Holding Companies

The Impacts of Derivatives Products on The Interest Rate, Exchange Rate and Credit Risks : The Case of Taiwan's Financial Holding Companies

碩士 === 國立雲林科技大學 === 財務金融系 === 104 === This article examines the relationship between systematic risk and the use of financial derivatives of publicly listed Taiwan bank holding companies (THCs). It includes 13 Taiwan bank holding companies from 2008 to 2013. This study finds that the use of financia...

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Main Authors: ZENG,CUEI-HUA, 曾翠花
Other Authors: KUO,SHEW-HUEI
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/v4bq47
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spelling ndltd-TW-104YUNT03040652019-05-15T22:43:40Z http://ndltd.ncl.edu.tw/handle/v4bq47 The Impacts of Derivatives Products on The Interest Rate, Exchange Rate and Credit Risks : The Case of Taiwan's Financial Holding Companies 衍生性金融商品對利率、匯率與信用風險的影響：以台灣金融控股公司為例 ZENG,CUEI-HUA 曾翠花 碩士 國立雲林科技大學 財務金融系 104 This article examines the relationship between systematic risk and the use of financial derivatives of publicly listed Taiwan bank holding companies (THCs). It includes 13 Taiwan bank holding companies from 2008 to 2013. This study finds that the use of financial derivatives is positively and significantly related to THCs' systematic risk exposures and the use of interest rate derivatives, exchange rate derivatives, and credit derivatives corresponds to greater interest rate risk, exchange rate risk and credit risk. This study also analyzes the role of THCs' size and capital and the impact of the global financial crisis on the relationship between derivatives and risks. KUO,SHEW-HUEI 郭淑惠 2016 學位論文 ; thesis 72 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立雲林科技大學 === 財務金融系 === 104 === This article examines the relationship between systematic risk and the use of financial derivatives of publicly listed Taiwan bank holding companies (THCs). It includes 13 Taiwan bank holding companies from 2008 to 2013. This study finds that the use of financial derivatives is positively and significantly related to THCs' systematic risk exposures and the use of interest rate derivatives, exchange rate derivatives, and credit derivatives corresponds to greater interest rate risk, exchange rate risk and credit risk. This study also analyzes the role of THCs' size and capital and the impact of the global financial crisis on the relationship between derivatives and risks.
author2 KUO,SHEW-HUEI
author_facet KUO,SHEW-HUEI
ZENG,CUEI-HUA
曾翠花
author ZENG,CUEI-HUA
曾翠花
spellingShingle ZENG,CUEI-HUA
曾翠花
The Impacts of Derivatives Products on The Interest Rate, Exchange Rate and Credit Risks : The Case of Taiwan's Financial Holding Companies
author_sort ZENG,CUEI-HUA
title The Impacts of Derivatives Products on The Interest Rate, Exchange Rate and Credit Risks : The Case of Taiwan's Financial Holding Companies
title_short The Impacts of Derivatives Products on The Interest Rate, Exchange Rate and Credit Risks : The Case of Taiwan's Financial Holding Companies
title_full The Impacts of Derivatives Products on The Interest Rate, Exchange Rate and Credit Risks : The Case of Taiwan's Financial Holding Companies
title_fullStr The Impacts of Derivatives Products on The Interest Rate, Exchange Rate and Credit Risks : The Case of Taiwan's Financial Holding Companies
title_full_unstemmed The Impacts of Derivatives Products on The Interest Rate, Exchange Rate and Credit Risks : The Case of Taiwan's Financial Holding Companies
title_sort impacts of derivatives products on the interest rate, exchange rate and credit risks : the case of taiwan's financial holding companies
publishDate 2016
url http://ndltd.ncl.edu.tw/handle/v4bq47
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