How does Bank Capital Affect Bank Profitability and Risk? Evidence from China's WTO Accession

被引：16

作者：

Lee, Chien-Chiang ^{[1
]}

Ning, Shao-Lin ^{[1
]}

Lee, Chi-Chuan ^{[2
]}

机构：

[1] Natl Sun Yat Sen Univ, Dept Finance, Kaohsiung 80424, Taiwan

[2] Beijing Normal Univ, Sch Management, Zhuhai, Guangdong, Peoples R China

来源：

CHINA & WORLD ECONOMY | 2015年 / 23卷 / 04期

关键词：

bank capital; China; dynamic panel data model; profitability; risk; WTO; ECONOMIC-GROWTH; FOREIGN BANKS; EFFICIENCY; PERFORMANCE; COMPETITION; OWNERSHIP; INSURANCE; REFORMS; SYSTEM;

D O I：

10.1111/cwe.12119

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper examines how bank capital affects bank profitability and risk in China, and how its impact differed before and after the nation entered the WTO. Our study uses the dynamic generalized method of moments approach with a panel database containing 171 Chinese commercial banks. We find that bank capital has significant influence on bank profitability and risk, but its impact has declined since China joined the WTO in 2001. For different sized groups, the impact of capital on profitability exhibits a distinct trend. The effects of capital on bank risk are different for large and small banks depending on the risk variables used for the Chinese banking industry.

引用

页码：19 / 39

页数：21

共 40 条

[21] Bank capitalization and cost: Evidence of scale economies in risk management and signaling [J].