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Basel III, risk aversion and bank performance: evidence from Chinese commercial banks panel data
| Content Provider | Semantic Scholar |
|---|---|
| Author | Song, Qin Zeng, Wei |
| Copyright Year | 2014 |
| Abstract | The bank supervision in China promotes four instruments coming from Basel III standards announced from Basel committee. What effects will it have on Chinese commercial banks? T his paper develops models with a sample of 29 commercial banks in China by measuring risk aversion with Z-score, and finds that: Z-score is positive to capital adequacy ratio and negative to liquid ratio significantly; performance is positive to liquid ratio, Z-score is negative to loan loss reservation ratio significantly. It suggests that the four instruments are good for increasing Z-score, reducing solvency probability and stimulating bank performance. |
| File Format | PDF HTM / HTML |
| DOI | 10.2991/icss-14.2014.7 |
| Alternate Webpage(s) | https://download.atlantis-press.com/article/14584.pdf |
| Alternate Webpage(s) | https://doi.org/10.2991/icss-14.2014.7 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |