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Title:	探討美國矽谷銀行倒閉事件 –兼論標準流動性覆蓋比率之有效性 The Collapse of Silicon Valley Bank and the Effectiveness of Standardized Liquidity Coverage Ratio in Banking Supervision
Authors:	陳彥霖 Chen, Yen Ling
Contributors:	呂桔誠江永裕陳彥霖 Chen, Yen Ling
Keywords:	金融監理銀行監理金融機構風險管理公司治理美國矽谷銀行巴塞爾資本協定流動性覆蓋比率淨穩定資金比率 Financial Supervision Banking Supervision Risk Management for Financial Institutions Corporate Governance Silicon Valley Bank Basel Ⅲ Liquidity Coverage Ratio Net Stable Funding Ratio LCR NSFR
Date:	2024
Issue Date:	2024-04-01 14:25:48 (UTC+8)
Abstract:	本研究以美國矽谷銀行倒閉事件為例，輔以不同研究方法，說明銀行實施巴塞爾銀行監理委員會(簡稱BCBS)標準流動性覆蓋比率(簡稱LCR)的有效性及重要性。研究結果顯示，如同矽谷銀行資產配置的金融機構，若遵循標準LCR規範，將於連續升息環境中發出警訊。因該類法定風險規範須逐月計算及按季揭露，又須維持比最低法定標準更高的警示目標；甚至於低於警示比率時，銀行就能立即啟動逐週或逐日監控及調整。因該類指標具備國際規範的一致性定義，不容金融機構自我放寬解釋，並須於該類指標所顯現的風險警訊出現時有所因應，直至風險指標改善為止。因此在這類法定監理流程及內外部監控下，應有更高機會避免發生如同矽谷銀行的倒閉事件。 This research takes the failure of SVB as an example, and use different methods to illustrate the effective and important implementation of the full standardized Liquidity Coverage Ratio (LCR) by Basel Committee on Banking Supervision (BCBS). This research shows that a bank with the same assets allocation as SVB had abided by the full standardized LCR will get early warning signals in an environment with rising interest rates. Because these regulatory ratios must be calculated monthly and disclosed seasonally, and a bank have to maintain a certain level higher than the minimum standard as "an early warning standard" for internal risk management. When falling below "the early warning standard", a bank will start up their weekly or daily monitoring and adjustment to correct the ratio. Besides, the definitions of these regulatory ratios have been highly standardized with no room for banks to manipulate. Also, the banks must improve the assets and liabilities to comply the regulatory standards. Therefore, with the outer supervision, regulation and internal risk monitoring process, the collapse just like SVB is avoidable.
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Review of the Federal Reserve’s Supervision and Regulation of Silicon Valley Bank. 28 April 2023. Retrieved from Federal Reserve Board: https://www.federalreserve.gov/publications/files/svb-review-20230428.pdf 34.Fung, K. (2023). Silicon Valley Bank CEO Sold $3.5 Million in Stock 2 Weeks Before Collapse. 10 March 2023. Retrieved from Newsweek: https://www.newsweek.com/silicon-valley-bank-ceo-sold-million-stock-before-collapse-1787062 35.Knauth, Dietrich and Tom Hals. (2023). Silicon Valley Bank's former owner, FDIC bracing for fight over $2 bln.22 March 2023. Retrieved from Reuters: https://www.reuters.com/business/finance/svb-financial-group-accuses-fdic-cutting-it-off-cash-2023-03-21/ 36.Knot, K. (2023). Mamma Mia, here we go again? Lessons from Silikon Valley Bank and Credit Suisse, BIS - Central bankers' speeches.28 April 2023. Retrieved from Bank for International Settlements: https://www.bis.org/review/r230502a.pdf 37.Nelson, B. (2023a). 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Description:	碩士國立政治大學國際金融碩士學位學程 112ZB1002
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0112ZB1002
Data Type:	thesis
Appears in Collections:	[Master’s Program in Global Banking and Finance] Theses

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