碩士 / 國立臺北科技大學 / 商業自動化與管理研究所 / 99 / This study seeks to understand the relationship between bank’s risk adjustment and capital adjustment under the capital regulation, in additional, we further consider the market structure and financial tsunami. Using panel data combined with the U.S.A. and developed & developing countries’ banking data between 2003 and 2009, we found in the U.S.A., capital adjustment and risk adjustment are positively interrelated, these results are hold after considered financial crisis. In developed & developing countries, we found positive relationship between capital adjustment and risk adjustment in our results, and the market concentration is negatively related with bank’s risk. This study provide empirical support for the Capital buffer theory, Bankruptcy cost avoidance theory, Managerial risk aversion theory, and Competition-fragility theory. As our results, it suggests that whether the condition of market’s structure or competition, capital regulation is affect, and such policy as capital regulation, its speed of adjustment followed with macroeconomics’ condition is fast, thus capital regulation is affect between pre and post of financial tsunami.
| Identifer | oai:union.ndltd.org:TW/099TIT05682015 |
| Date | January 2011 |
| Creators | Che-Wen Hsieh, 謝哲文 |
| Contributors | 林淑玲 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 63 |
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