The Features Common to Banks That are Heavily Engaged in Nontraditional Activities

• Main Authors: Hisao-Lun Lin, 林筱倫
• Other Authors: Horace Chueh
• Format: Others
• Language: zh-TW
• Published: 2002
• Online Access: http://ndltd.ncl.edu.tw/handle/22368964241636108496

碩士 === 國立高雄第一科技大學 === 金融營運所 === 90 === ABSTRACT This paper examines a bank choice of nontraditional activities to determine the characteristics that banks with greater amounts of nontraditional activities might have in common. The analysis focuses on nontraditional activities at Taiwan forty-six local banks and forty-five foreign commercial banks observed from 1992 through 2000. After empirical analysis, the paper ends with some empirical findings. First, for local commercial banks: the results for ROA and equity capitals reveal a positive and significant relationship with NTA; for NIM and core deposits, the results suggest a negative and significant relationship with NTA. Second, for foreign commercial banks: for NIM、core deposits、equity capitals and PLLs, the results suggest a positive and significant relationship with NTA; GAP as a measure of interest rate risk, and banks involved in higher levels of nontraditional activities have less exposure to interest rate risk. Besides, there are difference between foreign banks and local commercial banks.