A reexamination on the effect of bank competition on bank non-performing loans

被引：16

作者：

Wang, Alan T. ^{[1
]}

机构：

[1] Natl Cheng Kung Univ, Grad Inst Finance, Dept Accountancy, 1 Ta Hsueh Rd, Tainan 70101, Taiwan

来源：

APPLIED ECONOMICS | 2018年 / 50卷 / 57期

关键词：

Bank competition; non-performing loans; Generalized VAR; RISK-TAKING; MARKET POWER; CAPITAL REQUIREMENTS; MORAL HAZARD;

D O I：

10.1080/00036846.2018.1489505

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This article examines whether competition in the deposit and loan markets results in a more stable or fragile banking industry. Following the assumption that deposit and loan competitions are not separable, a simple equilibrium model is developed. Then, using the aggregate time-series data of Federal Deposit Insurance Corporation (FDIC)-insured financial institutions, we estimate the generalized VAR model of deposit rate (DR), interest margin between the loan and DRs, and non-performing loan ratio. Our results support the competition-fragility hypothesis.

引用

页码：6165 / 6173

页数：9

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