| 研究生: |
曾雅梅 Zeng, Ya-Mei |
|---|---|
| 論文名稱: |
我國壽險業從事房貸業務之研究 |
| 指導教授: |
陳常沂
Chen, Chang-Yi |
| 學位類別: |
碩士
Master |
| 系所名稱: |
商學院 - 風險管理與保險學系 Department of Risk Management and Insurance |
| 論文出版年: | 1996 |
| 畢業學年度: | 84 |
| 語文別: | 中文 |
| 論文頁數: | 110 |
| 相關次數: | 點閱:279 下載:0 |
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第一章緒論..........1
第一節研究動機與目的..........1
第二節研究範圍與研究限制..........2
第三節研究架構..........3
第二章房屋貸款之特性..........6
第一節房屋貸款之種類..........6
第二節房屋貸款與提前清償之關係..........13
第一目提前清償之定義與緣由..........13
第二目提前清償對金融機構之影響..........16
第三目提前清償之預測模型..........20
第三節違約風險..........21
第一目違約風險之理論基礎..........22
第二目違約風險之因素..........23
第四節浮動利率抵押貸款之結構..........27
第三章我國壽險業主要投資工具之比較..........34
第一節壽險業投資策略之制定..........34
第一目壽險公司投資之原則..........34
第二目美國壽險業過去之投資策略..........35
第三目RBC實施對壽險業投資之影響..........38
第二節我國壽險業資金運用之狀況..........41
第一目公債投資..........42
第二目股票投資..........44
第三目不動產投資..........47
第三節我國壽險業主要投資工具之比較..........49
第一目各投資工具性之比較..........49
第二目各投資工具風險與報酬之比較..........53
第四章壽險公司投資房貸業務之探討..........58
第一節我國房貸市場現況..........58
第一目房屋貸款之種類..........58
第二目國內房屋貸款之分析..........62
第三目我國壽險業投資房屋貸款業務現況..........64
我二節壽險公司發展固定利率房屋貸款的可行性..........67
第一目固定利率房屋貸款與浮動利率房屋貸款之比較..........67
第二目借款人對於ARM與FRM之選擇..........70
第三目我國壽險業推行固定利率房屋貸款之探討..........72
第三節壽險公司推行GPM及RM業務之可行性..........73
第一目國內壽險業推行GMP之可行性探討..........73
第二目我國壽險業推行RM業務之可行性分析..........77
第四節壽險公司從事各種房屋貸款之比較..........81
第一目各類型房屋貸款之再融資風險..........82
第二目各類型房屋貸款之違約風險..........84
第三目壽險公司推行各項房屋貸款業務之比較..........86
第五章結論與建議..........93
壹、中文部份
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2 、廖成典、李阿乙、梅建平合著?「不動產投資概論」,第二
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告」,國科會計畫,民國八十三年。
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2 期,氏國六十七年
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9 、蘇源拓?「美國NAIC 壽險業風險資本需求之研究」,政治
大學保險研究所8 3 年論文。
1 0 、蔣榮源?「壽險公司資金運用於不動產投資之研究」,政治
學保險研究所8 3 年論文。
1 1 、袁宗蔚著, 「保險學」,第三十三版,三民書局,民國八十
三年十月。
1 2 、張金鶚著, 「我國住宅金融制度之研究」,內政部營建署,
民國八十一年七月。
1 3 、中華民國,台灣地區民國81年住宅資訊統計彙報84年4 月
1 4 、黃建忠"台灣、地區的人口老化與照護人力之預估"中正
社福所八十一年論文
貳、英文部份
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Life Insurance Industry," Journal of Financial
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1 2 "K.Khazeh,Wayne H.Decker,Robert C.Winder & Martin
T.Neat "Who Has ARMs," Real Estate Finance ,Winter
1991
13 "J.Sa-Aadu "Consumer Welfare Under the Adiustablerate
Mortgage:Some Empirical Evidence," AREUEA,1987
1 4 "Joan Lamm-Tennant "Asset/Liability Management for
lOa
the Life Insurer:Situration Aalysis and Strategy,"
Journal of Risk and Insurance ,1989
1 5 "K. Khazeh, Wayne H. Decker, & Robert C. Winder
"Consumer Preferences Toward Adjustable and Fixed
Rate Mortgages," Real Estate Finance,Summer ,1990
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and Prepayment Risk," AREUEA ,1994
1 7 "Peter Chinloy & Isaac F.Megbolugbe "Reverse
Mortgages:Contracting and Crossover Risk," AREUEA
,1994
1 8 "Peter Chinloy "Elective Mortgage Prepayment:
Termination and Curtailment,? AREUEA,1993
1 9 "Robert Lawrence Kuhn , Mortgage and Asset
Securitization ,1990
2 0" Scott F.Richard and Richard Roll "Prepayments on
Fixed-rate Mortgage-backed Securities," The Journal
of Portfolio Management ,Spring 1989
2 1 "Stephen A.Buser, Patric H.Hendershott & Anthony
B.Sanders "Pricing Lif-of-Loan Rate Caps on Default
Free Adjustable Rate Mortgages," AREUEA ,1985
2 2 "Thomas P.Boehm & Michael C.Ehrhardt "Reverse
Mortgages and Interest Rate Risk," AREUEA ,1994
2 3 "Thomas J.Miceli & C.F.Sirmans "Reverse Mortgages
and Borrower Maintenance Risk," AREUEA ,1994
2 4 'William W.Bartlett ,The Valuation of Mortgagebacked
Securities, 1th edition ,1994
2 5 'Peter A.Merrigan "How Risk-based Capital
Regulations for The Life Insurance Industry Affect
Real Estate," The Real Estate Finance Jouranl ,
Fall 1994
2 6 ," Investments In the Limelight," Best's Reviews,
June 1987 0
2 7 ,"The Sturcture,Conduct, and Regulation of the
Life insurance Industry," Financial Condition and
Reglation of Insurance Companies
2 8 ," Investments In the Limelight," Best's Reviews ,
June 1987
2 9 '"More turbulence Ahead for Life Insurers' Real
Estate Investments," Insurance Review ,June 1992
(限達賢圖書館四樓資訊教室A單機使用)