國家風險與信用評等制度之建立 ; The Establishment of Country Risk and Credit Rating System

NCUIR > School of Management at National Central University > Executive Master of Finance Management > Electronic Thesis & Dissertation > Item 987654321/44159

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/44159

Title:	國家風險與信用評等制度之建立;The Establishment of Country Risk and Credit Rating System
Authors:	林虹吟;Hung-Yin Lin
Contributors:	財務金融學系碩士在職專班
Keywords:	評等機構;製造業;信用評等;國家風險;航運業;shipping industry;manufacturing industry;credit rating agency;country risk
Date:	2010-07-22
Issue Date:	2010-12-08 14:52:22 (UTC+8)
Publisher:	國立中央大學
Abstract:	本研究以個案銀行國家風險制度為例，探討該銀行如何以國家之外部信用評等資訊，作為限額配置之依據。在實證部分，選取國內6家本國銀行，探討國外分行家數多寡、公營銀行民營化及民營銀行、各期間國家風險曝險與其關聯，結果發現，國外分行家數多及公營銀行民營化二者均有較大的國家風險曝險。然而，若以年度區分，則以2000-2002年國家風險曝險顯著高於2003-2008年。另外在評等機構Moody’s 方面，以製造業及航運業定量及定性之分析，藉以了解評等方法，並且以信評機構Moody’s評等方法為基礎，對台灣製造業及航運業進行試評，其結果發現，均與原評等差異不大。The study focuses on banks about country risk system as an example of how banks use outside credit rating agency information as a basis for limit allocation. We chose six local banks broken into number of overseas branches, private banks and privatized banks with government ownership. We also studied their country risk exposure based on different historical periods. As a result, we found that banks with large number of overseas branches and privatized banks with government ownership have greater country risk exposure. We also found that from year 2000 to 2002 , country risk exposure is significantly higher than that of year 2003 to 2008. In addition, by studying Moody’s quantitative and qualitative analysis on manufacturing and shipping industries, we applied its method to Taiwan manufacturing and shipping industries. The results are not scientifically different from that of Moody’s study.
Appears in Collections:	[Executive Master of Finance Management] Electronic Thesis & Dissertation

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