DocumentCode
1847051
Title
Empirical analysis on the relationship between the entry of foreign banks and risk-taking behavior of Chinese commercial Banks
Author
Min, Li ; Lijing, Zhang ; Xuwen, Guo ; Yanyan, Sen
Author_Institution
Economic & Manage. Dept., Henan Inst. of Sci. & Technol., Xinxiang, China
Volume
2
fYear
2011
fDate
13-15 May 2011
Firstpage
137
Lastpage
140
Abstract
This thesis chooses the Z-score index to measure commercial banks´ risk-taking behavior. Then Panel data model is used to empirically analyze in the year from 2001 to 2008, it is indicated that by using non-linear model, there is a U-shape non-linear relation between foreign banks´ entry degree and the risk-taking behavior of Chinese banks, and the effect is embodied by the foreign bank´s portion in China´s capital.
Keywords
bank data processing; international finance; risk analysis; Chinese commercial bank risk-taking behavior; U-shape nonlinear relation; Z-score index; foreign banks; nonlinear model; panel data model; Banking; Economics; Indexes; Investments; Reactive power; Stability criteria; Z-score index; foreign bank; risk-taking behavior;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Management and Electronic Information (BMEI), 2011 International Conference on
Conference_Location
Guangzhou
Print_ISBN
978-1-61284-108-3
Type
conf
DOI
10.1109/ICBMEI.2011.5917865
Filename
5917865
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