Management Science and Engineering
The Capital and Risk Adjustment Under Regulatory Pressure of Chinese Commercial Banks
Abstract
This paper analyzes the adjustment of Chinese commercial banks’ capital and risk after the implementation of Measures for the Management of Capital Adequacy Ratios of Commercial Banks, using 3SLS technique and a simultaneous equation model (Shrieves and Dahl, 1992) with data of 28 commercial banks. The results suggest that banks increase the capital level in order to meet the reqirement of capital regulation; the regulation pressure increases the risk taken by banks with inadequate capital, and increases the capital level in banks with adequate capital.
Key words: Capital Adequacy Ratios; Regulation Pressure; Risk Taking
Keywords
DOI: http://dx.doi.org/10.3968/j.mse.1913035X20110504.z1911
Refbacks
- There are currently no refbacks.
Copyright (c)
Share us to: 
Reminder
We are currently accepting submissions via email only.
The registration and online submission functions have been disabled.
Please send your manuscripts to [email protected]，or [email protected] for consideration.
We look forward to receiving your work.
We only use three mailboxes as follows to deal with issues about paper acceptance, payment and submission of electronic versions of our journals to databases:
[email protected]; [email protected]; [email protected]
Articles published in Management Science and Engineering are licensed under Creative Commons Attribution 4.0 (CC-BY).
MANAGEMENT SCIENCE AND ENGINEERING Editorial Office
Address:1055 Rue Lucien-L'Allier, Unit #772, Montreal, QC H3G 3C4, Canada.
Telephone: 1-514-558 6138
Http://www.cscanada.net Http://www.cscanada.org
Copyright © 2010 Canadian Research & Development Centre of Sciences and Cultures 
