次順位債券發行條件之訂定對銀行經營與管理之影響--均衡狀態下靜態分析
Date Issued
2005
Date
2005
Author(s)
陳禹伸
DOI
zh-TW
Abstract
Subordinated debt can be bank’s capital. Bank can improve capital adequacy by issuing subordinated debt. The purpose of the research is finding the way to use subordinated debt more efficiently. First, we construct a model which uses barrier options to form bank’s capital structure. Assuming the bank is in equilibrium in the beginning, we use static analysis and change the parameters of the model to find out the positive or negative effects for the bank. The research focus on three subject: 1.the size of subordinated debt. 2.the debt-for equity swap contract. 3.the yield of subordinated debt.
Subjects
次順位債券
銀行資本適足率
靜態分析
債券規模
債權轉換股權契約
債券票息
Subordinated debt
capital adequacy
static analysis
bond size
debt-for equity swap
bond yield
Type
thesis
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ntu-94-R92723029-1.pdf
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