The Impact of Banking Competition on Bank Risk-taking
Using the data of 11 listed banks from 2002 to 2009 this paper studies on the impact of banking competition on bank risk-taking. The paper calculates the competition degree of banks according to the conjectural variation method, measures the risktaking using Z-score and considers the influences of capital regulation and other control variables, then uses the multiple regression analysis and the cointegration test to conducts a study. The conclusion shows that the competition of deposit market inhibits the risk-taking of banks, and the fierce competition in loan market will urge banks on taking more risk.
banking competition conjectural variation method bank risk-taking empirical study
LIANG Yan LI Shuang
School of Economics, Dalian University of Technology, Dalian, China, 116024
国际会议
大连
英文
662-667
2011-06-30（万方平台首次上网日期，不代表论文的发表时间）