金融風暴與銀行利息收入—以臺灣地區銀行產業為例

Financial Crisis and Bank Interest Revenues— A Case Study of Banking Industries in Taiwan.

宋琇鈺(Hsiu-Yu Sung)

指導教授 ： 賈昭南

淡江大學/商管學院/國際企業學系碩士在職專班/碩士(2015年)

https://doi.org/10.6846/TKU.2015.00390

摘要

本文以臺灣地區銀行產業22家公司的利息收入為標的，探索美國次級房貸金融風暴期間內，該產業利息收入的影響性。實證研究採用事件分析法，並以利息收入自我迴歸模型為基礎，估計預測模型並計算代表銀行表現的利息收入異常值。其次，比較2008年第二季前後各4期的利息收入異常值，觀察各樣本銀行營運表現的差異。最後，將22家銀行依公民營、規模大小、新舊銀行分類，並觀察各類銀行表現的差異。
實證估計結果顯示，22家樣本銀行對於金融風暴的影響皆呈現負面影響，只是影響程度不一，其中又以合作金庫所受負面影響最大；遭受負面影響最大的十家銀行中，除了彰化銀行外，其他公營銀行皆列入其中；事件期間結束前，有5家銀行恢復預測準則，但仍有17家銀行低於預測值，可明顯看出金融風暴對於銀行產業的衝擊相當重大。

關鍵字

利息收入 ； 次級房貸風暴 ； 銀行產業

並列摘要

This thesis examines the impacts of the U.S. subprime crisis on the Taiwanese banking industry. We examine the interest revenues of the 22 individual commercial banks in Taiwan by using the event study methodology. The abnormal interest revenues which are the computed as the differences between the actual and the predicted values of the targeted variable constitute the bases for the examination. The banks are separated into two groups based on their ownership, size and years of establishment for the comparison purposes,
Our findings are as follows:
1. All 22 banks are affected adversely during the two years span immediately following the formal announcement of the crisis.
2. Most publicly owned banks except one are seriously affected by the event.
Sizes as well as the years of establishment make no difference.

並列關鍵字

Interest Revenues ； Corporate operations ； Banking Industries

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