銀行的放款行為與風險承擔於金融危機與經濟不景氣之驗證

Bank Lending Behavior and Risk-Taking during Financial Crises and Recession

蔡宜庭(Yi-Ting Cai)

指導教授 ： 謝孟芬

國立臺中科技大學/商學院/財務金融研究所碩士班/碩士(2021年)

摘要

本文研究在金融危機與經濟不景氣的情況下，銀行對放款的差異性，以及銀行特性是否影響放款的多寡，放款多寡又是否會影響信用風險，資料期間為2006年1月至2020年12月台灣的銀行資產負債表資料。首先實證結果顯示了樣本期間私人銀行放款增長率會高於公股銀行，傾向較積極的放款，而在危機時期的放款變化，整體而言是增加的，有趣的是公股銀行在危機時期並未發現到顯著的放款行為，顯示出在危機期間沒有一致性的策略。第二，在危機時期銀行特徵方面，銀行規模為不顯著，流動性資產比率、存款負債比、權益比率為負向顯著，第三，在危機期間銀行多放款的行為也會使得信用風險隨之增加。

關鍵字

金融危機 ； 經濟不景氣 ； 銀行放款 ； 信用風險

並列摘要

This article studies the differences in lending by banks under the financial crisis and economic downturn, and whether bank characteristics affect the amount of lending, and whether the amount of lending affects credit risk. The data period is from January 2006 to December 2020. Taiwan's bank balance sheet information is sourced from the statistical database of the Financial Supervision and Administration Commission. First, the empirical results show that during the sample period, the increase in private bank lending will exceed that of public equity banks, which is obviously more active in lending. However, the changes in lending during the crisis period have increased overall. What is interesting is that public equity banks have found significant loans during the crisis period. The lending behavior showed that there was no consistent strategy during the crisis. Second, in terms of the characteristics of banks during the crisis, the SIZE of the bank is not significant, and the D/L ratio、Equity_ratio、Liquidity_ratio are negatively significant. Third, During the crisis, the bank's excessive lending will also increase the credit risk.

並列關鍵字

Financial Crisis ； Economic Downturn ； Bank Lending ； Credit Risk

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