The Factors Determining Non-Performing Loan from the Aspects of Macroeconomics、Corporate and Banking
| Autor: | Chih-Ming Hsu, 許智銘 |
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| Rok vydání: | 2008 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 96 Banking industry is an essential hinge in determining the success or failure of a country’s economy development, and its soundness also affects the safety of the financial market on an overall level. Non-Performing Loan (NPL) is one of the most important indicators to inspect the healthiness of banking industry. Since early 1990, the financial liberalization has taken effect in Taiwan, which includes opening up the establishment of new banks; the reform of credit cooperative and etc. All these actions have increased the number of banks abruptly. The results of over competition in a limited market have gradually increased non-performing loans for banking industry, and also disturbed the stabilization of financial system. However, there are various complicated factors that result in non- performing loans. The research samples focus on the listing banks and companies. We probe into the effects of non-performing loans from the aspects of macroeconomics, corporate and banking, by adopting the methods of 3SLS to estimate the simultaneous equations with pooling data of cross section & cross time. Based on the research results, we have discovered the followings: (1) there is a significant positive effect of the prior period corporate debt ratio to the non-performing loan of the current period. (2) there is a significant positive effect of capital cost of corporate to non-performing loan. (3) there is a significant positive effect of CAR to non-performing loan. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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