Summary: | 碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 107 === This study dedicates to figure out what banks’ risk characteristics are susceptible to the financial crisis. We study global data including 1,703 financial institutions and distributed in 88 countries. We find banks with more deposit, net interest margins, and total asset growth in the previous year would perform better in the future crisis; On the other hand, banks have more noninterest income, short-term funding, leverage and loan loss provision would perform worse. Using this information, we construct a risk-taking variable to conduct regression analysis which is significantly negative and we expect that would predict what banks which will be harm more in the future crisis.
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