台灣存款保險定價改革之研究

A Study on Reforming Taiwan's Deposit Insurance Pricing

林容竹(Jung-Chu Lin)

指導教授 ： 蕭峯雄 ； 林景春

淡江大學/商學院/財務金融學系博士班/博士(2005年)

https://doi.org/10.6846/TKU.2005.00913

摘要

本篇摘要未授權

關鍵字

監理姑息 ； 選擇權評價模型 ； 風險基準的存款保險費率

並列摘要

This abstract would not be displayed due to no authorization.

並列關鍵字

regulatory forbearance ； option pricing model ； risk-based deposit insurance premium

參考文獻

Acharya, Sankarshan, and Jean-François Dreyfus, 1989. Optimal Bank Reorganization Policies and the Pricing of Federal Deposit Insurance. Journal of Finance Vol. 44, No. 5, 1313-33.

Acharya, Sankarshan, 1996. Charter Value, Minimum Bank Capital Requirement and Deposit Insurance Pricing in Equilibrium. Journal of Banking and Finance 20, No. 2, pp. 351-75.

Allen, Linda, and Anthony Saunders, 1993. Forbearance and Valuation of Deposit Insurance as a Callable Put. Journal of Banking and Finance 17, No. 4, pp. 629-43.

Barth, James R., and Michael G. Bradley, 1989. Thrift Deregulation and Federal Deposit Insurance. Journal of Financial Services Research 2, No. 3, 231-59.

Barth, James R., Philip F. Bartholomew, and Michael G. Bradley, 1990, Determinants of Thrift Institution Resolution Costs. Journal of Finance 45, No. 3, 730-54.