The following information was submitted:
Transactions: WSEAS TRANSACTIONS ON INFORMATION SCIENCE AND APPLICATIONS
Transactions ID Number: 89-639
Full Name: Jyh-Jiuan Lin
Position: Professor
Age: ON
Sex: Female
Address: 151 Ying-Chuan Road, Tamsui, Taipei County 251
Country: TAIWAN
Tel: 886-2-2621-5656 ext 2878
Tel prefix:
Fax: 886-2-2620-9730
E-mail address: 117604@mail.tku.edu.tw
Other E-mails: jjlinster@gmail.com
Title of the Paper: a default risk model with multi-loan lending operations: a system of integral scale with scope
Authors as they appear in the Paper: Jeng-Yan Tsai, Jyh-Jiuan Lin, Jyh-Horng Lin
Email addresses of all the authors: tsaijy@mail.tku.edu.tw, 117604@mail.tku.edu.tw, lin9015@mail.tku.edu.tw
Number of paper pages: 14
Abstract: Recent research on multi-loan lending operations has remained largely silent on the question of what ties together the retail banking functions of scale and scope lending. Our main point is that in a sense, they are just two different manifestations of banking expansion. This is especially true to the extent that banks are heavily involved in consolidation-based lending. In a multi-loan call pricing model, changes in lending scope have direct effects on the bank¡¦s interest margin related to lending scale and thus bank profits and risks. Comparative static analysis shows that scale and scope lending are complements. However, this commingling is not guaranteed to produce higher return and greater safety for the bank. As a result, bank equity return and default risk are overvalued when the integral role on the inclusion of more realistic loan portfolio management in the consolidated banking is ignored.
Keywords: Bank Interest Margin, Default Risk, Scale, Scope
EXTENSION of the file: .doc
Special (Invited) Session: A Default Risk Model with Multi-Loan Lending Operations: A System of Integral Scale with Scope
Organizer of the Session: 634-519
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