Title page for etd-0528113-110417


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URN etd-0528113-110417
Author Din-Fu Ke
Author's Email Address fd76610@gmail.com
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Department Finance
Year 2012
Semester 2
Degree Master
Type of Document
Language zh-TW.Big5 Chinese
Title The Influence of Basel III on Taiwan's Bank Quantitative Impact Study and Credit Behavior
Date of Defense 2013-06-22
Page Count 66
Keyword
  • Capital adequacy
  • Quantitative Impact Study
  • loan rate
  • equity
  • loan
  • Abstract Abstract
    After the financial crisis, The Basel Capital Accord drastically reformed its regulations. In the past, Basel II only focused on the micro-prudential but ignored macro-prudential supervision. Therefore The Basel Capital Accord proposed Basel III to improve macro-prudential supervision. Basel III proposed multiple methods that included countercyclical capital buffer and multiplicity of implementing measure capital adequacy ratio requirements and capital adequacy of capital and risk-weighted assets metrics to be improved. The new Basel III supervision will make the bank's capital adequacy decline, which will not meet the new international regulations. This article refers to BCBS (2013) “quantify the impact of empirical results”, observe the implementation of Basel III in Taiwan domestic banks capital adequacy impact. In face of more stringent Basel III capital measurable method, the bank is forced to raise funds to meet legal standards, this article focus on the bank credit behavior changes research after the increasing of the shareholders 'equity. Finally explore the changes in shareholders' equity and loans, interest rates on loans balances and to observe the effect of the multiplicity of its capital adequacy ratio, the bank lending interest rates and changes in the balance of the loan. Referring to the above conclusion, we can understand the Basel III how to impact banking industry credit behavior, which make Taiwan bank sector as soon as possible with the new Basel III supervision content standards, and strengthen its competitiveness and meet the world trend.
    Keyword:Capital adequacy, Quantitative Impact Study, equity, loan rate, loan
    Advisory Committee
  • Kuang-Erh Lai - chair
  • Chin-ming Chen - co-chair
  • Hsiao-Jung Chen - co-chair
  • Chau-Jung Kuo - advisor
  • Files
  • etd-0528113-110417.pdf
  • Indicate in-campus at 99 year and off-campus access at 99 year.
    Date of Submission 2013-06-28

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