運用模糊多準則決策於資產證券化信用增強機構之選擇

CCUR > College of Business > Department of Business Administration & Graduate Institute of International Business Administration > Thesis > Item 987654321/23590

Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/23590

Title:	運用模糊多準則決策於資產證券化信用增強機構之選擇
Authors:	林政均
Contributors:	國際企業管理學系
Keywords:	資產證券化 asset securitization 模糊德爾菲法 fuzzy delphi method 層級分析法 analytic hierarchy process
Date:	2012
Issue Date:	2012-11-01 10:55:45 (UTC+8)
Abstract:	本研究旨在探討資產證券化創始機構使用外部信用增強方式時，選擇信用保險公司之關鍵因素。首先利用文獻回顧找出選擇因素五項主準則，分別為(1)公司治理(2)財務狀況(3)信用風險(4)合作經驗與(5)價格，再細分為十三項次準則。然後使用模糊德爾菲法專家問卷(fuzzy delphi method)，請金融業資深專業人員填答檢視由文獻回顧所提出之五主準則與十三項次準則是否合適。再利用層級分析法專家問卷 (analytic hierarchy process)，利用兩兩相比較方式計算出主準則與次準則之權重。本研究結果發現，價格次準則與財務狀況主準則權重分數最高，可做為未來發行商、投資者和政府機關判斷之依據。 This study of the originators of the asset securitization in the use of external credit enhancement mode, select the credit insurance company. First use literature review to identify the five main criteria: 1. corporate governance; 2. financial condition; 3. credit risk; 4. cooperative experience; 5. price. Later subdivision for thirteen item. And use of members of the finance for fuzzy delphi method test the five main criteria and thirteen sub criteria turn or fault. And then use par comparison for Analytic Hierarchy Process, calculate other main criteria weights and sub criteria weights. The results of this study found that the price criteria and maximum dimensions of the financial position of the weight fraction, the basis of the judgment can be used as the future of issuers, investors and government agencies.
Appears in Collections:	[Department of Business Administration & Graduate Institute of International Business Administration ] Thesis

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	124	View/Open
fb150319171903.pdf		765Kb	Adobe PDF	1413	View/Open

View Licence

Loading...