Capital adequacy ratio, bank size and commercial bank risk bearing-- Empirical Analysis Based on 16 Listed Commercial Banks
- DOI
- 10.2991/rac-18.2018.81How to use a DOI?
- Keywords
- capital adequacy ratio; Bank size; Commercial bank risk
- Abstract
Based on the panel data of 16 listed commercial banks in China from 2005 to 2017, this paper uses LS panel data model to analyze the relationship between capital adequacy ratio, bank size and risk bearing of commercial banks in China. The empirical results show that increasing the capital adequacy ratio can reduce the risk bearing behavior of commercial banks; The scale of the bank has a significant negative correlation with the risk bearing behavior of commercial banks in China. The larger the scale, the lower the risk bearing behavior of the bank; Under the condition of increasing the bank size, the capital adequacy ratio has a significant positive correlation with the risk assumption of the commercial bank, that is, the size of the bank inhibits the restraint of the capital adequacy ratio on the risk assumption behavior of the commercial bank to a certain extent. Finally, it is concluded that China's regulatory authorities should fully consider the role of different bank sizes in risk taking when preventing bank risks, and adopt a differentiated capital adequacy ratio system.
- Copyright
- © 2018, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Qiang Li AU - Chunmian Qin PY - 2018/10 DA - 2018/10 TI - Capital adequacy ratio, bank size and commercial bank risk bearing-- Empirical Analysis Based on 16 Listed Commercial Banks BT - Proceedings of the 8th Annual Meeting of Risk Analysis Council of China Association for Disaster Prevention (RAC 2018) PB - Atlantis Press SP - 516 EP - 521 SN - 2352-5428 UR - https://doi.org/10.2991/rac-18.2018.81 DO - 10.2991/rac-18.2018.81 ID - Li2018/10 ER -