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題名:新巴塞爾資本協定三大支柱與銀行風險的關係:全球實證
書刊名:管理學報
作者:林昆立 引用關係吳庭斌 引用關係
作者(外文):Lin, Kun-liWu, Ting-pin
出版日期:2012
卷期:29:2
頁次:頁121-153
主題關鍵詞:新巴賽爾資本協定銀行風險Three Pillars of Basel ⅡBanking risk taking
原始連結:連回原系統網址new window
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  • 點閱點閱:38
本研究採用2007至2010年間全球94個國家,共887家商業銀行為樣本,檢視新巴賽爾資本協定(Basel II)的三大支柱對銀行風險的影響。此外,為了進一步探討不同政府治理的角色,我們利用政府治理與三大支柱指標的交乘項,評估對銀行風險承受程度的影響。實證結果如下:第一,在開發中國家,Basel II的第一支柱可以降低銀行風險:相反地,在已開發國家則是Basel II的第三支柱有助於降低銀行風險。而Basel II中第二支柱監管的獨立性,在開發中或已開發國家藉可發揮降低銀行風險的效果。第二,不管是在開發中或已開發國家,法規制度環境愈健全,三大支柱降低銀行風險的效果愈佳。第三,相較於已開發國家,在開發中國家其官僚體系品質或貪污指標愈好,可增加三大支柱降低風險的效果。最後,在開發中國家,愈完善的債權人保護將有助於三大支柱減少銀行風險;相反地,在已開發國家,愈完善的債權人保護反而不利於三大支柱減少銀行風險。
This paper empirically analyzes the relation between banking risk taking and three pillars of the New Basel Capital Accord (i.e., capital regulatory oversight, supervisory oversight, and market discipline). Using a new database covering 95 countries, we find that developing countries with greater capital regulatory oversight and developed countries with greater market discipline have a lower bank risk taking. Second, the greater quality of the bureaucracy and corruption lead to lower bank risk in developing countries. Finally, we also find that stronger creditor rights will help improve the relation between bank risk and the three pillars of Basel II in developing countries, whereas worsen them in industries countries. These findings show that the same regulation has different effects on bank risk taking depending on the countries' government governance.
期刊論文
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研究報告
1.De Nicolò, Gianni(2001)。Size, Charter Value and Risk in Banking: An International Perspective。Washington, DC:FRB。  new window
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4.Levonian, M.(2000)。Subordinated Debt and the Quality of Market Discipline in Banking。  new window
5.Naouar, A.(2008)。Strength of Market Discipline: Impact on the Solvency of European Banks。  new window
6.Weill, L.(2008)。How Corruption Affects Bank Lending in Russia?。  new window
圖書
1.Goldstein, Morris(1998)。The Asian Financial Crisis: Causes, Cures and Systemic Implications。Washington, DC:Institute for International Economics。  new window
2.Barth, J. R.、Caprio, G.、Levine, R.(2006)。Rethinking Bank Regulation: Till Angels Govern。New York, NY:Cambridge:Cambridge University Press。  new window
3.Barth, J.、Bertas, M.、Hai, J.、Hartarska, V.、Phumiwasana,T.(2007)。cross-Country Analysis of Bank Performance: The Role of External Governance。Corporate Governance in Banking: A Global Perspective \\ Gup, B. E. (Ed.)。Northampton。  new window
 
 
 
 
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