博碩士論文 954300068 詳細資訊




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姓名 鄒道宇(TAO-YU TSOU)  查詢紙本館藏   畢業系所 高階主管企管碩士班
論文名稱 美國次級房貸危機之探討
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摘要(中) 美國次級房貸危機自 2007 年下半年爆發後,就對美國與許多其
他國家的金融市場秩序造成碩大的傷害,也因此妨礙了實體經濟的健
全運作,使經濟成長趨緩。因此本論文針對此次美國次級房貸危機的
整體事件企圖進行一項全面性的完整分析,希望對此事件做一有系統
的全面了解。本論文先針對美國次級房貸危機發生的近因與遠因進行
深入了解,接著了解次級房貸危機擴散到美國與全世界金融市場的管
道,尤其是那些包裝次級房貸的金融商品。對於事件傳遞管道了解之
後,論文進一步分析次級房貸危機對美國金融市場與經濟運作所產生
的影響,並分析美國聯邦準備理事會與銀行體系對次級房貸危機所採
取的一連串因應政策的適切性。本論文最重要的目的是企圖找出之所
以造成此次次級房貸危機在制度上與法規上的缺失,並對這些制度上
與法規上的缺失提出修正與改進的建議。
摘要(英) Since the second half of 2007, the outbreak of the subprime
mortgage crisis in the U.S.A. has caused tremendous disorder
in the financial market in the U.S. and other industrial
countries. This financial crisis has seemed to gradually affect
the real economy adversely over time. The aim of this thesis
is to conduct a complete analysis of this subprime mortgage
crisis, in order to have a systematic understanding of this
event. First of all, the thesis will analyze the short term and
long term causes of this crisis. Next, the thesis will find out
the transmission channels of the crisis, through which its
effects are spread out to around the world. Those new financial
products incorporating the subprime mortgages are the focuses.
Then the thesis will study the overall effects of this crisis
on all aspects of the financial markets and the economy. The
responses of the Federal Reserve System to this crisis will also
be analyzed to examine the effectiveness of those policies
adopted. In the end, the thesis is going to identify those
organizational and regulatory flaws and weakness that might
lead to the occurrence of this crisis, and propose corrective
suggestions to prevent the similar events from happening in the
future.
關鍵字(中) ★ 次級房貸
★ 證券化
★ 系統風險
★ 流動性風險
關鍵字(英) ★ system risk
★ securitization
★ subprime mortgage
★ liquidity risk
論文目次 第一章 緒論……………………………………………………………1
第一節 研究動機與背景……………………………………………………………1
第二節 研究目的……………………………………………………………………2
第三節 論文架構……………………………………………………………………4
第二章 次級房貸危機之成因分析……………………………………5
第一節 次級房貸興起的原因………………………………………………………5
第二節 次級房貸的包裝……………………………………………………………9
第三節 評等機構能力遭質疑………………………………………………………13
第四節 專業次級抵押貸款公司在次級房貸中之角色……………………………16
第五節 取消贖回權…………………………………………………………………19
第三章 引發次級房貸危機的金融商品………………………………23
第一節 資產證券化簡介……………………………………………………………23
第二節 不動產抵押貸款證券(MBS)與資產基礎證券(ABS)………………………26
第三節 擔保債務憑證(CDO)………………………………………………………29
第四節 信用違約交換(CDS)………………………………………………………30
第五節 資產擔保商業本票(ABCP)…………………………………………………32
第六節 結構式投資工具……………………………………………………………33
第七節 小結…………………………………………………………………………34
第四章 次級房貸危機對金融體系資金仲介的影響…………………35
第一節 對金融體系資金仲介的影響-房貸業……………………………………35
第二節 對金融體系資金仲介的影響-銀行業……………………………………36
第三節 對金融體系資金仲介的影響-保險業……………………………………41
第四節 對金融體系資金仲介的影響-債券方面…………………………………45
第五章 次級房貸危機對美國總體經濟的影響………………………47
第一節 對美國相關產業就業機會的影響…………………………………………49
第二節 美國次級房貸危機對全球金融造成的影響………………………………53
第六章 美國聯邦準備理事會對次級房貸危機的反應………………57
第一節 聯準會的貨幣政策反應……………………………………………………57
第二節 聯邦住宅管理局(FHA)……………………………………………………61
第七章 次級房貸危機的教訓與檢討建議……………………………72
第一節 銀行流動性風險管理缺失檢討……………………………………………72
第二節 銀行流動性風險管理缺失改進建議………………………………………79
第三節 美國總統金融市場工作團隊分析次級房貸發生的原因…………………85
第四節 美國總統金融市場工作團隊對次級房貸危機處理的建議………………90
第八章 結論……………………………………………………………95
第一節 重視銀行流動性風險管理機制……………………………………………95
第二節 重視全球金融市場系統風險控管問題……………………………………96
參考文獻………………………………………………………………100
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指導教授 滕曉雲 審核日期 2008-7-18
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