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
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;
Conference_Titel :
Business Management and Electronic Information (BMEI), 2011 International Conference on
Conference_Location :
Guangzhou
Print_ISBN :
978-1-61284-108-3
DOI :
10.1109/ICBMEI.2011.5917865
