How does Factors Effect on Bank Risk Evidence from China

DOI

10.2991/ssemse-15.2015.497How to use a DOI?

Keywords

Bank risk; Capital regulation; Z-score

Abstract

How does factors effect on bank risk This paper develops models with a sample of 24 commercial banks in China by measuring risk with Z-score, loan loss reservation ratio and non-performing loan ratio. Capital ratio is negative to bank insolvency probability. Two factors, including liquid ration and bank size, are positive to loan loss reservation ratio and non-performing loan ratio. Other factors, including ROA and banking market concentration, are positive to loan loss reservation ratio. State–owned bank risk is higher than non-State–owned bank risk. GDP growth rate and Realestate price index effects on solvency probability significantly.

Copyright

© 2015, 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/).

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TY  - CONF
AU  - Qin Song
AU  - Fangqi Hu
AU  - Chuanchuan Ni
PY  - 2015/11
DA  - 2015/11
TI  - How does Factors Effect on Bank Risk Evidence from China
BT  - Proceedings of the 2015 International Conference on Social Science, Education Management and Sports Education
PB  - Atlantis Press
SP  - 1946
EP  - 1948
SN  - 2352-5398
UR  - https://doi.org/10.2991/ssemse-15.2015.497
DO  - 10.2991/ssemse-15.2015.497
ID  - Song2015/11
ER  -