Title page for 984208015


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Student Number 984208015
Author Ting-ting Zheng(鄭婷婷)
Author's Email Address No Public.
Statistics This thesis had been viewed 608 times. Download 86 times.
Department Finance
Year 2010
Semester 2
Degree Master
Type of Document Master's Thesis
Language zh-TW.Big5 Chinese
Title The effects of capital adequacy and corporate governance on commercial bank performance
Date of Defense 2011-07-21
Page Count 64
Keyword
  • bank performance
  • capital adequacy
  • corporate governance
  • ownership structure
  • Abstract The paper examines the effects of capital adequacy and corporate governance on commercial bank performance over 1998-2010. It uses static, selection, and dynamic effects of ownership to analyze banks’ performance before and after changing ownership structure. Further, the paper also examines whether the involvement of government and foreign investors in the ownership has any significant effect on the banks’ performance.
     The results show that capital adequacy ratio is higher, ROE, ROA and cost management are better, while non-performing loans ratio is higher, ROE, ROA and cost management are worse. The banks with higher operating cost ratio tended to change ownership structure, and those undergoing privatization, or joining Financial Holding Companies, having domestic M&A improved cost management following changing. However, the banks undergoing foreign acquisition deteriorated operating cost ratio following changing, but it also bettered as time passed since the ownership changed. The government ownership level has a positive association with operating cost ratio and negative association with ROE and ROA. The foreign ownership level has no significant effect on bank performing, but the percentage of foreign directors affects operating cost ratio positively.
    Table of Content 摘要
    Abstract
    誌謝
    目錄
    表目錄
    一、緒論
    1-1 研究動機與目的
    1-2 研究架構
    二、文獻回顧
    2-1 與資本適足程度相關之文獻
    2-2 與董監持股比例、董監質押比例及股份盈餘偏離倍數相關之文獻
    2-3 與所有權結構相關之文獻
    2-4 與政府機構及外資參與程度相關之文獻
    三、本國銀行業之資本適足性規範及相關限制
    3.1 本國銀行業資本適足率之規範
    3.2 本國銀行業在不同資本適足率下之業務規範及限制
    四、研究設計
    4-1 研究對象與實證期間
    4-2 模型設計與變數定義
    4-2-1模型設計
    4-2-2變數定義
    五、實證結果
    5-1 敘述統計結果
    5-2 統計分析結果
    5-3 銀行資本適足程度與所有權結構改變對績效影響之迴歸結果
    5-4 銀行資本適足程度與特定所有權類型參與程度對績效影響之迴歸結果
    5-4-1 政府機構在銀行的參與程度
    5-4-2 外資在銀行的參與程度
    5-5 穩健性迴歸結果
    六、結論與建議
    參考文獻
    附錄一 樣本銀行所有權結構分類及改變時間
    附錄二 不同所有權類型之顯著性差異
    附錄三 第一部分–以ROA為經營績效指標
    附錄四 第一部分–以ROA為經營績效指標(考慮動態效果年因子)
    附錄五 第二部分–以ROA為經營績效指標(政府機構參與程度)
    附錄六 第二部分–以ROA為經營績效指標(外資參與程度)
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    英文文獻
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    Advisor
  • Jing-Twen Chen(陳錦村)
  • Files
  • 984208015.pdf
  • approve in 2 years
    Date of Submission 2011-07-26

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