完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.author | 黃玉麗 | zh_TW |
dc.contributor.author | Yu-Li Huang | en_US |
dc.date.accessioned | 2017-12-26T05:15:13Z | - |
dc.date.available | 2017-12-26T05:15:13Z | - |
dc.date.issued | 2016 | en_US |
dc.identifier.issn | 1023-9863 | en_US |
dc.identifier.uri | http://hdl.handle.net/11536/138287 | - |
dc.description.abstract | 本文以2001至2011年間,獲得中華信評公司及惠譽信評台灣分公司給予本國商業銀行的長期信用評等及信用評等的調整作為風險的衡量指標,探討金控組織對銀行風險的影響。實證結果發現,第一、當銀行所屬的金控是以保險與證券為主體時,銀行加入金控可以獲得中華信評給予較佳的評等等級。顯示加入非銀行之金融控股公司被信評機構視為可以達到分散風險的效果,因而給予較佳的評等等級。但當銀行加入以銀行為主體之金控,則未獲得中華信評給予較佳的評等。當銀行所屬金控是以證券或以銀行為主體時,並未使銀行獲得台灣惠譽給予較佳的評等等級。其次、中華信評與台灣惠譽調整銀行的評等等級並未受到該銀行是否隸屬於金控子公司的影響,本國銀行評等等級調整主要受到銀行資產品質的影響。第三、在控制其他財務、股權及公司治理變數之後,金控公司評等的調整對銀行的評等調整有顯著的影響,此結果在中華信評與台灣惠譽均成立。 | zh_TW |
dc.description.abstract | Using commercial banks assigned credit ratings by Taiwan's rating Corp. (TRC) or Fitch's Taiwan Branch from 2001 to 2011 as samples, we investigate the effects of financial holding organization on bank rating and rating changes. The results show, first, banks are assigned a favorable rating when it is affiliated with Insurance FHCs or Security FHCs but cannot obtain a favorable rating when it is affiliated with Bank FHCs when considering TRC's ratings. Second, FHC organization does not affect credit rating agencies' rating adjustment and the main factor affecting bank ratings is asset quality. Third, bank rating changes are affected by FHCs rating changes after controlling other financial information, ownership structure and corporate governance variable and the results hold for TRC and Fitch's Taiwan Branch. | en_US |
dc.language.iso | zh_TW | en_US |
dc.publisher | 國立交通大學 | zh_TW |
dc.publisher | National Chiao Tung University | en_US |
dc.subject | 銀行 | zh_TW |
dc.subject | 金融控股公司 | zh_TW |
dc.subject | 信用評等 | zh_TW |
dc.subject | 信用評等公司 | zh_TW |
dc.subject | Banks | en_US |
dc.subject | Financial Holding Company | en_US |
dc.subject | Credit Rating | en_US |
dc.subject | Credit Rating Agency | en_US |
dc.title | 金控組織對銀行信用評等及評等調整之影響 | zh_TW |
dc.title | Effects of Financial Holding Organizations on Bank Ratings and Rating Changes | en_US |
dc.type | Campus Publications | en_US |
dc.identifier.journal | 管理與系統 | zh_TW |
dc.identifier.journal | Journal of Management and System | en_US |
dc.citation.volume | 23 | en_US |
dc.citation.issue | 3 | en_US |
dc.citation.spage | 361 | en_US |
dc.citation.epage | 395 | en_US |
顯示於類別: | 管理與系統 |