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Dissertations / Theses on the topic 'Capital adequacy'

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Published: 4 June 2021
Last updated: 25 July 2025

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1

Baldassin, Riccardo <1988&gt. "Bank capital adequacy e prociclicità." Master's Degree Thesis, Università Ca' Foscari Venezia, 2013. http://hdl.handle.net/10579/3363.

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La tesi affronta il tema del potenziale carattere prociclico della bank capital adequacy, sulla base delle disposizioni di Basilea. In presenza di una normativa che preveda in maniera inderogabile l’obbligo di un patrimonio minimo di vigilanza, qualunque sistema di adeguatezza tenderebbe a essere strutturalmente prociclico e quindi in grado di accentuare le fluttuazioni del ciclo economico. In fase di recessione, il profilo di rischio degli impieghi bancari aumenta, richiedendo maggiori requisiti patrimoniali. Tale situazione potrebbe condurre una banca a rivedere la propria offerta di credito
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2

Gallagher, Mark Ashley. "Bank capital : definition, adequacy and issue announcement effects." Thesis, City University London, 1992. http://openaccess.city.ac.uk/7993/.

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This dissertation focuses primarily on potential explanations for bank common stock abnormal returns, and their patterns, coincident with the announcement of bank capital issues. Potential influences considered include increased regulatory pressure, conflicting regulatory and market views of bank capital adequacy and the relative predictability of security type. Where possible, the dissertation is set in both UK and US contexts. The dissertation has four principal research components; (1) a review of historical and contemporary bank capital regulation in the UK and US. Historical analysis indi
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3

Santoso, Wimboh. "Capital adequacy assessment in Indonesia : an empirical study." Thesis, Loughborough University, 1999. https://dspace.lboro.ac.uk/2134/7096.

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Many Indonesian banks suffered problems and some even failed in the early 1990s. This provided evidence that risk-based capital adequacy regulation in Indonesia had failed to prevent banks from taking excessive risks. Such observations provide the motivation for this thesis which seeks to identify the nature of bank risks in Indonesia and also analyses the operation of risk-based capital adequacy regulation in Indonesia. To obtain a general view of risk in Indonesian banks, this thesis includes an empirical study to identify the determinants of problem banks in Indonesia using a logit fixedeff
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Kruja, Zana. "Capital Access in Rural Virginia." Diss., Virginia Tech, 1997. http://hdl.handle.net/10919/30702.

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The objective of this study is to determine whether there are inadequacies in the rural financial markets of Virginia. The analysis is based on data from a survey of farm and non-farm small businesses, in five rural counties in Virginia. A Probit model is used to determine whether the financing difficulty encountered by small rural businesses is significantly determined by non-risk characteristics of users of capital and/or non-risk characteristics of local capital markets. Four variables representing different aspects of financing difficulty are used as the dependent variables in each of the
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5

Siddiq, Abu Bakar. "Capital Adequacy Behaviour: : A case study of Swedish banking industry." Thesis, Jönköping University, JIBS, Accounting and Finance, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12932.

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6

Black, Kevin. "Determining capital adequacy for a community bank's agricultural loan portfolio." Thesis, Kansas State University, 2015. http://hdl.handle.net/2097/35221.

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Master of Agribusiness<br>Department of Agricultural Economics<br>Brian C. Briggeman<br>As the recent financial crisis brought to light, the ability of commercial banks to quantify and better manage risk in their loan portfolios is paramount to their continued success and viability. Assessing, managing, and retaining capital is now a larger issue than ever given this event as well as the advent of the Basel III Accord. Pinnacle Bancorp is a community banking organization headquartered in Omaha, Nebraska with roughly $8.6 billion in assets. The company is also one of the largest agricultu
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7

Kim, Kyoung Yong. "Capital adequacy requirements and the risk-return profile of Korean banks." Thesis, Bangor University, 1993. https://research.bangor.ac.uk/portal/en/theses/capital-adequacy-requirements-and-the-riskreturn-profile-of-korean-banks(c30cb9c9-e030-40f6-b0b9-f5d0e891933d).html.

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Bank supervision in general, and capital adequacy requirements in particular, are concerned fundamentally with bank safety, the stability of the financial system and depositor protection. Bank safety and the stability of the banking and financial system are crucially influenced by the public confidence that depositors and other creditors have in the banks and banking system. Bank capital adequacy is a critical element in generating public confidence in a bank's ability to handle uncertainty and as the ultimate defence against such losses. In this context, capital adequacy regulations by the su
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8

Fouché, Casper Hendrik. "Continuous-time stochastic modelling of capital adequacy ratios for banks / C.H. Fouche." Thesis, North-West University, 2005. http://hdl.handle.net/10394/1221.

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9

Fung, James Cheuk Lun. "An agent-based model of the interbank market : reserve and capital adequacy requirements." Thesis, University of Leeds, 2014. http://etheses.whiterose.ac.uk/8242/.

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10

Shabani, Mimoza. "The incidence of bank default and capital adequacy regulation in U.S. and Japan." Thesis, SOAS, University of London, 2015. http://eprints.soas.ac.uk/20381/.

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This thesis provides an original theoretical and empirical analysis of the effectiveness of capital adequacy regulation in promoting the soundness and stability of the international banking system, focusing on two countries: US and Japan. It is argued that capital adequacy regulation is theoretically flawed, taking no account of the process of balance sheet reconstruction banks undertake to achieve overcapitalisation, and ignoring any effect on the rest of the economy. The analysis uses a macro- economic theory -based approach to examine the impact of capital adequacy regulation on the probabi
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Muller, Grant Envar. "Optimal asset allocation and capital adequacy management strategies for Basel III compliant banks." University of the Western Cape, 2015. http://hdl.handle.net/11394/4755.

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Philosophiae Doctor - PhD<br>In this thesis we study a range of related commercial banking problems in discrete and continuous time settings. The first problem is about a capital allocation strategy that optimizes the expected future value of a commercial bank’s total non-risk-weighted assets (TNRWAs) in terms of terminal time utility maximization. This entails finding optimal amounts of Total capital for investment in different bank assets. Based on the optimal capital allocation strategy derived for the first problem, we derive stochastic models for respectively the bank’s capital adequacy and
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12

ARDUCA, MARIA. "Measures of Risk: valuation and capital adequacy in illiquid markets, and systemic risk." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2021. http://hdl.handle.net/10281/307643.

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In questa tesi studiamo problemi di pricing e misure di rischio in mercati con frizioni, e misure di rischio sistemico. Il contesto è quello di mercati uniperiodali. Nel primo capitolo consideriamo un modello con costi di transazione convessi all'istante iniziale, vincoli convessi sui portafogli, e insieme di accettazione convesso che riflette le preferenze di un agente che agisce da compratore sul mercato. Definiamo l'insieme dei "prezzi consistenti" per ogni possbile payoff, dove con consistenti intendiamo sia rispetto al mercato, sia rispetto alle preferenze dell'agente. Mostriamo che l'est
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13

Norton, J. J. "International bank supervisory standards : the case of the Basle Committee and capital adequacy standards." Thesis, University of Oxford, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.241301.

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14

Dickason, Zandri. "An investigation into regulatory capital adequacy of South African banks under the Basel Accords / Zandri Dickason." Thesis, North West University, 2014. http://hdl.handle.net/10394/13085.

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One objective of the BCBS is to implement minimum supervisory capital standards in the banking sector. Basel I to Basel III attempted to maintain a minimum capital standard for credit risk, market risk and operational risk. Many loopholes were highlighted through years when political and economic disturbances occurred and caused volatility in the financial markets. This study analysed five major South African banks from 2002–2012 to determine the size of these disturbances on the regulatory capital levels. The empirical portion of this study comprised of statistical models to be applied to the
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15

Wirch, Julia Lynn. "Coherent Beta Risk Measures for Capital Requirements." Thesis, University of Waterloo, 1999. http://hdl.handle.net/10012/1106.

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This thesis compares insurance premium principles with current financial risk paradigms and uses distorted probabilities, a recent development in premium principle literature, to synthesize the current models for financial risk measures in banking and insurance. This work attempts to broaden the definition of value-at-risk beyond the percentile measures. Examples are used to show how the percentile measure fails to give consistent results, and how it can be manipulated. A new class of consistent risk measures is investigated.
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De-Graft, Quansah Josiah G. "Capital adequacy under Basel 3 : its implications for large commercial banks in Ghana and Kenya." Thesis, University of Leeds, 2014. http://etheses.whiterose.ac.uk/8797/.

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The recent global financial crisis (2007-2009) might seem like a distant memory, however the impact and implications of the Basel 3 Accord¹, (the brain-child of the Basel Committee on Banking Supervision (BCBS) and the G20) lives on; at least for the entire phase-in period (1 January 2013 to 1 January 2023). Even though Ghana and Kenya like some other African countries were affected by the global financial crisis (although not to the same extent as some European countries), both countries as well as most African countries were conspicuously absent during the negotiations phase of Basel 3, perh
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17

Back, Alexander, and William Keith. "Valuation of Contingent Convertible Bonds." Thesis, KTH, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188984.

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Contingent convertible bonds are hybrid capital instruments, contingent on some form of indicator of financial distress of the issuing bank. Following the financial crisis, these instruments are proposed as a solution to the moral hazard issue of banks too big to fail. With the increased capital requirements of the Basel III directive, contingent capital enables banks to increase their capitalization without issuing expensive equity. Also, in times of historically low interest rates, these instruments might be interesting for investors in search of higher yields, as well as long term investors
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18

Мотречко, Б. М. "Напрями підвищення ефективності використання основних засобів на ДП Морський торговельний порт «Южний»". Thesis, Одеський національний економічний університет, 2021. http://local.lib/diploma/Motrechko.pdf.

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Доступ до роботи тільки на території бібліотеки ОНЕУ, для переходу натисніть на посилання нижче<br>У роботі розглядаються теоретичні аспекти використання основних засобів на підприємстві. Проаналізовано основні результати діяльності ДП «Морський торговельний порт «Южний»; зроблений аналіз технічного стану, динаміки та ефективності використання основних засобів. Запропоновано конкретні практичні заходи щодо підвищення ефективності використання основних засобів.<br>The work deals with the theoretical aspects use of fixed assets at the enterprise. The main results of the activity of SE "Se
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Кудрякова, А. І. "Проблемні аспекти оцінювання достатності капіталу банків". Master's thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/71521.

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Дослідження теоретичних засад та практичного інструментарію щодо проблемних аспектів оцінювання достатності капіталу банків.<br>Исследование теоретических основ и практического инструментария по проблемным аспектам оценки достаточности капитала банков.<br>Research of theoretical foundations and practical tools on problematic aspects of banks capital adequacy assessment.
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20

Hsiao, Hui-Fang, and 蕭惠方. "Studies of Optimal Capital and Capital Adequacy in Banks." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/53627991742221440729.

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碩士<br>國立高雄第一科技大學<br>風險管理與保險所<br>94<br>ABSTRACT This thesis uses 14 financial holding banks (FHBs) in Taiwan as research data collected for the period from December 2002 to December 2004. Based on financial accounts of the risky asset returns and the administrative costs, the optimal capital amounts, structures and optimal VaR limit capital ratio (OVLCR) were obtained through solution process of the optimization problem and formula derivations by maximizing operating profit under VaR solvency restriction. Also, the VaR and solvency condition were simulated as the deposit rate was changed. Compa
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21

Peng, Kang-Chu, and 彭康竹. "The Regulation of Basel Capital Adequacy Ratio." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/98840829359094062421.

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碩士<br>銘傳大學<br>財務金融學系碩士在職專班<br>100<br>Capital agreement has become international standard regulation by Basel Banking Supervisory Board. BaselⅠ、BaselⅡ、Basel Ⅲ is financial innovation. It is also provide standard for international financial regulation institution. Especially Basel Ⅱ was established, it happened “The Financial Crisis of 2008”, Any other nations have not enough experience and information to use new regulation. Therefore, in September 2010,Basel Ⅲ was be implemented, it occurred many dispute. We implement Basel Agreement, need to know relative regulation、rule and shortcomings and t
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22

Tzu-Wen, Wang. "Assessing the Capital Adequacy for Financial Holding Companies." 2003. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0009-0112200611334925.

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23

Wang, Tzu-Wen, and 王姿雯. "Assessing the Capital Adequacy for Financial Holding Companies." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/07831731734465325427.

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碩士<br>元智大學<br>財務金融研究所<br>91<br>Following the concept of Merton (1977), this thesis studies the capital adequacy for a financial holding company and how to create the maximum default risk premium. Passing through this model, we find not only the highest default risk premium value for a financial holding company but also the interrelation between the subsidiary companies and the financial holding company.
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TUNG, HSIN-YI, and 童欣儀. "Bank Capital Adequacy and Market Discipline: International Evidence." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/fbg3t4.

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碩士<br>逢甲大學<br>財務金融學系<br>106<br>This study analyzes the impact of capital adequacy on market discipline in an international samples of banks. We use a panel data set of banks from 52 countries around 2351 commercial banks during the 2005-2016 period. Dividing the gap between actual bank capital and optimal capital into capital surpluses and capital insufficiency, the sample is also divided into developed and developing countries, and it is examined whether the market discipline intensity is weakened or enhanced when the capital is surpluses or insufficiencies. The results of this study is:
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Chiu, Hung-Yuan, and 邱虹元. "Study on Capital Adequacy and Regulation of Financial Conglomerates." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/37298883560606799096.

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碩士<br>國立政治大學<br>風險管理與保險研究所<br>93<br>Under current competitive circumstances, the development of Taiwan’s financial market will be bound to move forward in the direction of cross-sector business. In Taiwan, Legislative Yuan also has passed the “Financial Holding Company Act” in June 2001. With the passage of the act, it not only gives Taiwan’s financial institutions authority to operate cross-sector activities, but also creates a trigger for financial institutions to become financial conglomerates in order to meet the objectives of financial modernization and globalization. Although financial i
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hwang, juei, and 黃追. "The study of capital adequacy''s elements---Operational Risk." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/38964290423767406361.

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碩士<br>東吳大學<br>會計學系<br>90<br>Abstract The banks in Taiwan are currently in the period of transforming to financial holdings company. Meanwhile, to deal with the great competitions caused by joining WTO, the authority and bank management are both making endeavours to strengthen the constitution of banks. This study focused on the task of operational risk, which was brought up at the report of ‘A Proposal for a New Basel Capital Accord’ published on 16th Jan 2001 by The Basel committee on Banking Regulations and Supervisory Practices of Bank for International Settlement. Hope my points
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Chan, Hui-Wen, and 詹惠雯. "Capital Adequacy and the Performance of Financial Holding Company." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/27066818052693609371.

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碩士<br>國立臺北大學<br>會計學系<br>93<br>This thesis mainly focuses on the performance of financial holding companies (FHC) and its relationship with capital adequacy. In addition, it further determines the factors that influence the performance of FHC. FHC has been through three and a half years since its establishment. However, its function of raising profitability, reducing cost and generating the expected synergy has not been commonly confirmed. This thesis will concentrate on whether the improvement of the FHC's performance exhibits. Its operational characteristics include cross-market operations, w
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Lu, Kuan-Ying, and 呂冠瑩. "Capital Adequacy Regulation in a Cash-in-Advance Economy." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/6kz2cs.

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碩士<br>國立臺灣大學<br>經濟學研究所<br>105<br>With more intense attention regarding global financial system stability, this paper develops a general equilibrium model through a cash-in-advance constraint to study the macroeconomic effects of a capital adequacy regulation. We find that increasing the capital adequacy ratio may not necessarily deteriorate social welfare and capital accumulation owing to banks&apos;&apos; ability to issue stocks. Furthermore, a reserve monetary policy may not be effective in simulating economic activities. Our numerical analysis simulates the U.S. economy, deriving a hump-sh
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Yan-Chi, Chen. "Integrated Risk Management and Capital Adequacy in Financial Holding Company." 2004. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0001-2007200401565200.

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Lin, Bih-Jiuan, and 林璧娟. "THE STUDY OF CAPITAL ADEQUACY & MANAGEMENT PERFORMANCE IN BANKS." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/13373534628718880590.

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碩士<br>銘傳大學<br>金融研究所碩士在職專班<br>89<br>In recent years, financial innovations were widely adopted by most countries to promote financial liberalization and internationalization. Therefore, banks under a strong competition and a decreasing profit have more risks than ever. For supervising banking risks, governments have a regulation of banking capital control to make a rule of minimum capital-adequacy ratio based on “Basle Capital Accord”, which was established by the Bank of International Settlements in 1988. Although the accord has been amended many times, it is still widely accepted by most coun
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Wu, Chiou-Huey, and 吳秋慧. "The Study on Capital Adequacy and Risk Management in Banking." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/98465481299038487679.

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碩士<br>銘傳大學<br>金融研究所碩士在職專班<br>89<br>The study analyzes the risk and capital adequacy management in local banking using VaR and by referring to Basel rulings, and focuses on the availability of local banking risk management. The purposes of the study focus on comparing the risk management and the monitoring mechanism between local and foreign banks. The conclusions of the study are as followed: (1)Supporting from the top management is essential for the risk mechanism, and (2)Providing Global VaR and EaR summary is essential for the local banks.
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Chen, Yu-Han, and 陳雨涵. "A Study of Commercial Bank’s Capital Adequacy and Operating Performance." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/m5889y.

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Li, Fu Lon, and 李福隆. "Risk Management of Securities Firms and Risk-based Capital Adequacy." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/32701772265979169697.

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Yan-Chi, Chen, and 陳燕琪. "Integrated Risk Management and Capital Adequacy in Financial Holding Company." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/74958017280690257759.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>92<br>The current financial trend is toward the cross-sectoral operation and establishment of financial holding companies; two of the achievements are the foundation of universal banks in Germany and the creation of financial holding companies in the United States of America. Similarly, the Financial Holding Company Act was eventually promulgated in Taiwan on July 9 2001, following the global tendency toward financial integration, so as to remove the restrictions on the cross-sectoral operation among banks, securities firms and insurance companies. By the end of 200
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Tseng, Chi-Feng, and 曾麒峰. "A Study on Impact Factors of the Banking Capital Adequacy." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/46583111728852969245.

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碩士<br>國立高雄第一科技大學<br>風險管理與保險研究所<br>102<br>Since August 2007, the U.S. subprime mortgage collapse of Lehman Brothers, international bonds and other crisis detonated after the financial crisi, quickly spreading to the rest of the world, triggered a global financial crisis. After the financial crisis, countries and international organizations realized that the&;quot; too big to fail &;quot;banks in the financial system and the negative impact of shocks. Basel Committee on Banking Supervision in response to the financial crisis, released in December 2010 capital and liquidity reform content (Basel
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Chen, Wen-Shine, and 陳文信. "The Effect of Capital Adequacy Ratios on Domestic Banks Efficiency." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/43997707491359873911.

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碩士<br>國立中興大學<br>應用經濟學系所<br>102<br>To strengthen the banking system, capital adequacy ratio is an important tool for the FSC and the central bank's. However, What does the act of strengthening capital have an influence on banks' efficiency ? The study collected 2008Q1 to 2012Q4, a total of 20 quarters and 27 domestic banks as a sample, calculated using stochastic frontier model technical inefficiency value, and then discuss technical inefficiency empirical model to explore the factors that influence.The results of the study：(1) capital adequacy ratio for technical inefficiency has a significant
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Yuh, Jan Shiou, and 詹秀玉. "The Influence of Capital Adequacy Rate-The Banks in Taiwan." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/80898410719896268265.

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碩士<br>輔仁大學<br>金融研究所<br>93<br>The capital adequacy means the capital that banks needed to hold in order to maintain operating soundly. The more capital a bank hold, the more protection the obligees has, on the contrary, making the usage of capital less efficiency and limiting the profit gain. The capital adequacy ratio (CAR) was made for monitoring the business risks of the financial institutions and became one of the most important proportions in the financial check items by the authorities. Our government has already announced to adopt CAR since 1998. So, many studies had discussed whether t
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Hsu, Yi-Ching, and 徐億靜. "Analysis of Optimal Capital Adequacy Ratios of Taiwan’s Commercial Banks." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/52049715146594226300.

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碩士<br>國立高雄大學<br>經營管理研究所<br>99<br>The Bank of International Settlements (1999) had made Basel II accord of capital adequacy ratio (BIS ratio) not to be less than 8% in order to reduce risk. Financial industries were seriously struck in financial crisis in 2008. Basel III strengthen capital requirement in response to this financial crisis which was come up with in 2010. Basel III set a more strict control than ever. It has not changed the total minimum capital requirement, called the BIS ratio, under Basel II, which will reach CAR 10.5% at 2019. Is the current 8% of BIS ratio too low to con
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Wan, Chih-Chieh, and 萬智傑. "Bankruptcy Prediction of SMEs, Credit Rating and the BIS Capital Adequacy." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/63308491796450355739.

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碩士<br>東吳大學<br>企業管理學系<br>96<br>Using a sample containing financial and nonfinancial data of 1500 Taiwan small and medium sized enterprises (SMEs), we first employ the Logistic regression to develop the bankruptcy prediction model for SMEs. Then we implement the credit rating for the SMEs and compare the bank capital requirements of the portfolio among the alternative approaches under the Basel II. The empirical results show that our financial predictors include cash/total assets, inventory/net sales, turnovers of account receivables, average collection period, rate of gross operating income and
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Shih, Ying-liang, and 施盈良. "An Empirical Study of Capital Adequacy and Management Efficiency for Banks." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/95107618548887184049.

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碩士<br>元智大學<br>管理研究所<br>89<br>ABSTRACT This study first evaluates the operation environment of banking industry,then probes into ,under the change of working capital ,the related financial ratio variation of capital solvency and financial management efficiency.At last ,take financial statements of forty-one domestic banks as samples to do financial ratio analysis which focused on each main indicator in terms of liquidity,capital adequacy,asset quality, earning,and efficiency.Its contents are part of the item of "capital management evaluation” in the “banking early-warning
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LEE, CHING-LIN, and 李景玲. "A Study on the Relationship Between Capital Adequacy and Bank Risk." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/12357425136718984875.

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碩士<br>國立交通大學<br>管理科學研究所<br>84<br>Because of the innovation of financial markets and several deregulations,the safety of banks is getting more and more important.There are different issues in different theory.State Preference Theory and Option Pricing Modelimply that capital regulation could reduce bank risk-taking behavior.However, Mean-Variance claims regulation will cause the increase of the riskof bank failure. This study concerns the effect of risk-based capitalregulation,
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Yang, Chi-Ming, and 楊騏銘. "A Research of Market Conditions and the Bank's Capital Adequacy Ratio." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/92782740636614021676.

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碩士<br>嶺東科技大學<br>財務金融研究所<br>101<br>This study wants to explore the relation between the returns of bank and the fundamental messages that include the monthly growth rate of loan, the monthly change rate of loan and the monthly growth rate of revenue in the different market conditions and capital adequacy ratios. Our sample consists of 10 bank listed or in OTC during May 2005 to June 2012. We consider some influencing factors included the BaselⅡ, inter-bank rate, financial crisis and European debt crisis, Economic Cooperation Framework Agreement(ECFA), and separate our empirical period into thre
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Chien, An Fen, and 簡安棻. "A Study on the relationship Between Capital Adequacy and Bank Risk." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/71341227567399377322.

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碩士<br>國立雲林科技大學<br>財務金融系<br>90<br>e Study on the Relationship Between Capital Adequacy and Bank Risk Student：An Fen Chien Advisors： Dr. Roung Jen Wu Graduate Institute of Finance National Yunlin University of Science & Technology ABSTRACT Recently Risk-Based Capital Ratio (RBCR) has become an important issue for banking regulations. Its main goal is to decrease banks’ risk through limiting the amount of risky assets owned by banks under the requirement of capital ad
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CHEN, CHUN-CHI, and 陳峻吉. "Capital Adequacy Ratio and Financial Performance of Banks under BASEL I.II.III." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/75891238236034725647.

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碩士<br>國立中正大學<br>國際經濟研究所<br>103<br>It appears that there are too many financial institutions with small business scales in the trend of financial globalization in recent years. It becomes an important issue to examine financial indicators to control the risk and asset quality of Taiwan’s banks according to a three-stage adjustment of capital adequacy ratio in Basel. This study adopts an Ordinary Least Squares model (OLS) to evaluate the impact of capital adequacy ratio in three-stage Basel agreements on the financial performance of 25 banks in Taiwan in the years of 1988 to 2013. Empirically
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Huang, Sheng-yi, and 黃盛毅. "The capital adequacy of Commercial bank and performance-The Correlation research." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/31292646313888756829.

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碩士<br>國立臺南大學<br>科技管理碩士班<br>101<br>To reduce the bank&apos;&apos;s operational risk, the BIS Basel Committee on Banking Supervision and Administration Commission (Basel Committee on Banking Supervision) proposed restrictions on capital adequacy ratio, which means banks are required to retain a portion of the assets, retained shall not be used for loaning and investing. However, in this case, the bank is reducing its profit opportunities, whether it can improve capital adequacy bank performance, this issue needs through research and analysis. The object of this thesis are commercial banks, discu
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Ru-Chen, Hsiao, and 蕭如媜. "A Study on the Capital Adequacy of Property Insurance Industry in Taiwan - Using Risk-Based Capital Approach." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/57413535102250171999.

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碩士<br>逢甲大學<br>保險學系<br>88<br>The major purpose of insurance supervision are going to ehance insurance system soundly and to keep insuers'' solvency on maintenance. In order to perform these purposes, we have to set up the criterion of evaluating of insurer''s solvency. There are some measurements of solvency margin in European Union. The National Association of Insurance Commissioners in the United States has set up early warning system for solvency. This study will evaluate the basic principles for capital adequacy of property insurance,set up a theoretical model of Risk-Based Capital (RBC) sy
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Lin, Yu-lu, and 林育如. "The Discretionary Accounting and Capital Adequacy of the Banking Industry in Taiwan." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/19767150039631570426.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>92<br>The main purpose of this study explores whether capital adequacy ratio has an effect on the use of discretionary accounting, especially discretionary gains on securities and provisions for loan loss, in the Taiwan’s banking industry. We use a simultaneous-equation model including four equations, which respectively explain what factors affect the growth rate of loan, gains on securities, provisions for loan loss , and dividends. Data is from both balance sheet and income statement of thirty-one banks from the period 1993 to 2002. The following empirical resul
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Lin, Yi-ling, and 林逸苓. "Measuring Insolvency Risk and Capital Adequacy for Insurers- The Case of AIG." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/f6jf4k.

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碩士<br>靜宜大學<br>財務金融研究所<br>97<br>This paper adopts the option-based framework and uses market-based data to measure the insolvency risk, risk-based premium, risk-based capital and needed capital infusion for insurers. The model uses the bailout put to measure the guaranty value and required capital standards in an environment of stochastic assets and liabilities. The paper first applies equity price data and equity as a call option relation to estimate the critical values of assets and liabilities and their return volatilities, and then uses these estimates as inputs to calculate the fairly-pric
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Lung-Jie, Chen, and 陳瀧傑. "Capital Adequacy Ratio and Risk-Taking Behavior under Basel Regulation in Banking." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/47098321859374742447.

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碩士<br>輔仁大學<br>金融研究所<br>97<br>This thesis applies the financial data of 21 developed countries and 21 emerging countries, to examine that how the banks adjust their capital adequacy and risk taking ability under capital regulation. In addition, we use simultaneous equations to examine if the banks would have moral hazard problems and if the capital buffer theory applies when they comply with the capital regulation. Furthermore, by comparing among the countries, discuss the way how the banks of developed countries and emerging countries adjust their capital adequacy and risk taking ability, and
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Tao, Chang-Chun, and 陶昌群. "Efficiency Evaluation with Capital Adequacy Consideration for Specialized Securities Brokers in Taiwan." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/04404336503824696823.

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碩士<br>國立臺灣大學<br>農業經濟學研究所<br>101<br>With the securities industry in Taiwan being developed and transformed over the last three decades, the number of institutes of securities brokers has decreased from 381 in the 1980s down to 81 in 2010, many of which were out-competed or merged due to various reasons. Therefore, how to improve the efficiency of an institute through management under the competitive environment becomes an essential issue. This study aimed to apply data envelopment analysis to create a model for management efficiency. Drawing data from Taiwan Specialized Securities Brokers Data
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