宏觀審慎政策，戰爭與衝突以及銀行表現： 來自全球銀行的證據;Macroprudential Policy, War and Conflict, and Bank Performance: Evidence from Global Banks

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Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/92714

Title:	宏觀審慎政策，戰爭與衝突以及銀行表現：來自全球銀行的證據;Macroprudential Policy, War and Conflict, and Bank Performance: Evidence from Global Banks
Authors:	劉瑤;YAO, LIU
Contributors:	財務金融學系
Keywords:	宏觀審慎政策;銀行表現;不良貸款率;淨息差率;戰爭與衝突;發達經濟體;新興市場和發展中經濟體;Macroprudential policy;Bank performance;Non-performing loan ratio;Net interest margin ratio;War and conflict;Advanced economy;Emerging market and developing economy
Date:	2023-07-27
Issue Date:	2024-09-19 16:14:42 (UTC+8)
Publisher:	國立中央大學
Abstract:	本文主要關注全球銀行的宏觀審慎政策、戰爭和衝突、NPL（不良貸款）比率和NIM（淨息差）比率之間的關係。我們使用 2000-2015 年 20 個國家的銀行數據。通過實證實驗，我們發現整個樣本，亞洲國家，AE（發達經濟體）和 EMDE（新興市場和發展中經濟體）的 LTV（貸款價值比）和 NPL 之間存在負相關關係。接下來，我們考察九種宏觀審慎政策工具對銀行業績的影響，結果表明，許多政策工具以緊縮或寬鬆的方式影響NPL 和 NIM。同時，AE 和 EMDE 組之間的實證結果有所不同。最後，激烈的內部衝突和宗教緊張導致高 NIM。 ;This paper primarily focuses on the relationship between macroprudential policy, war and conflict, the NPL (non-performing loan) ratio, and the NIM (net interest margin) ratio of global banks. We use bank data from 20 countries from 2000-2015. Via empirical experiments, we find a negative relationship between LTV (loan to values) ratio and NPL in global and Asian countries, AE (advanced economy) and EMDE (emerging market and developing economy). Next, we examine the impact of nine macroprudential policy tools on bank performance; the result shows that many policy tools affect NPL and NIM in tightening or loosening manners. Simultaneously, the effects are different between AE and EMDE groups. Finally, intense internal conflict and religious tension result in high NIM.
Appears in Collections:	[Graduate Institute of Finance] Electronic Thesis & Dissertation

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