| URN |
etd-1215106-193123 |
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| Author |
Yu-Ting Lin |
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| Author's Email Address |
No Public. |
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| Statistics |
This thesis had been viewed 4094 times. Download 12 times. |
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| Department |
Business Management |
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| Year |
2005 |
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| Semester |
1 |
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| Degree |
Master |
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| Type of Document |
|
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| Language |
zh-TW.Big5 Chinese |
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| Title |
the relationship between the collateraled shares and the bank performance, for public companies in Taiwan |
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| Date of Defense |
2006-06-26 |
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| Page Count |
98 |
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| Keyword |
collateraled share
bank performance
stock price volatility
market price-to-earing
market price-to-book value
the proportion of holding shares collateralized by the board of director
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| Abstract |
This study discusses about the relationships between the qualities of collateralized shares by the broad of directors and the bank performance. In this study, we focus on the quantitative indicators of collateralized shares. Base on individual collateralization data, we build up the sets of the loans permitted by banks. In additon, this study is based on the multiple regression model to find out the relationships between the qualities of the collateral loans and the bank performance. By the conclusion, this study tries to give some advice to the banks about measuring the loans with collateralized shares. There are few conclusion of this study:
1. The stocks with higher price volatility are not good collaterals. The banks which have the loan with the collaterals with higher price volatility usually have bad proformance. The banks should pay attension to this indicator.
2. The collaterals are better with high ‘market price-to-book value’.
3. By literature review, the higher proportion of collateralized shares by the broad of directors, the shares seem to be the worse collaterals for the banks. However, in this study, we find out some trade-off relationship between the profit and the risk in measuring this indicator. |
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| Advisory Committee |
Ruen-dang Chang - chair
Lanfeng Kao - co-chair
Anlin Chen - advisor
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| Files |
indicate in-campus access in a year and off_campus not accessible |
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| Date of Submission |
2006-12-15 |
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