這篇論文主要在檢驗籌資的流動性風險以及銀行從事風險性行為之關係。我們使用TEJ資料庫，抓取2005至2016台灣銀行產業的季資料。結果顯示當銀行有較高的籌資流動性風險即當存款減少，銀行較不從事風險性行為。另外，我們也發現銀行有較高的資本緩衝當面臨較低的流動風險，不會降低從事風險性行為。我們也發現，當處於全球金融風暴時，即使銀行的籌資流動性風險很低，銀行也較無意願從事風險性投資。然而我們發現當銀行的籌資流動性風險較低，規模大的銀行愈不偏好從事風險性行為。

This paper examines the relationship between funding liquidity risk and bank risk-taking. We use quarterly basis data of Taiwan banking industry from 2005 to 2016 to test this relationship. The result shows that banks with higher liquidity risk as proxied by lower deposits, banks will less likely take more risk. Besides, we also find that banks with high capital buffer tend to take more risk when facing lower funding liquidity risk. In addition, during the Global Financial Crisis, banks are less likely to take more risk even the funding liquidity risk is low. However, we find that bank size will mitigate the effect that banks will take more risky investments when the funding liquidity risk is low.

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