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蒋海教授与博士生相助的论文在China Economic Review发表

来源:暨南大学经济学院 | 2019-05-09 | 宣布:新葡京官网

      近日,金融学系蒋海教授与其指导的博士研究生张锦意同学相助的论文”How does capital buffer affect bank risk-taking? New evidence from China using quantile regression”在期刊China Economic Review上在线发表。








 


论文摘要:

We present evidence of nonlinearity and heterogeneity relation between capital buffer and risk-taking for the Chinese banking system. We use quantile regression methods on a data set of 135 Chinese banks during 2004–2017. Our results suggest that bank capital buffer has a robust U-shaped association with bank risk-taking. This effect is more significant for banks that at the upper tail of risk-taking distribution. Moreover, we demonstrate for the first time that the turning point of capital buffer decreases throughout the risk-taking distribution. These findings offer important policy implications that continuously increasing bank capital requirement does not continuously lead to lower risk-taking, instead, requiring banks to build up too much capital buffer is more likely to result in greater risk-taking for high-risk banks.







阅读全文请点击:

https://doi.org/10.1016/j.chieco.2019.04.008

 


 


(研管办:孙兰)

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检察原文:http://ec.jnu.edu.cn/news/view/id/4818

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