Basel III, risk aversion and bank performance: evidence from Chinese commercial banks panel data
- 10.2991/icss-14.2014.7How to use a DOI?
- Z-score; risk averse; bank performance
The bank supervision in China promotes four instruments coming from Basel III standards announced from Basel committee. What effects will it have on Chinese commercial banks This paper develops models with a sample of 29 commercial banks in China by measuring risk averse with Z-score, and finds that: Z-score is positive to capital adequacy ratio and negative to liquid ratio significantly; performance is positive to liquid ratio, Z-score is negative to loan loss reservation ratio significantly. It suggests that the four instruments are good for increasing Z-score, reducing solvency probability and stimulating bank performance.
- © 2014, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Qin Song AU - Wei Zeng PY - 2014/11 DA - 2014/11 TI - Basel III, risk aversion and bank performance: evidence from Chinese commercial banks panel data BT - Proceedings of the 2014 International Conference on Social Science PB - Atlantis Press SP - 48 EP - 52 SN - 2352-5398 UR - https://doi.org/10.2991/icss-14.2014.7 DO - 10.2991/icss-14.2014.7 ID - Song2014/11 ER -