The Research on the Asset Quality, Risk Management Capability and Scale Difference of Commercial Banks

Based on Panel Data of 36 Listed Banks

DOI

10.2991/aebmr.k.210409.036How to use a DOI?

Keywords

asset quality, commercial banks, non-performing rate, panel data, risk prevention and control

Abstract

Under the COVID-19, non-performing loan ratio is increasing, and it has been harder to handle the non-performing asset. Therefore, it is more difficult for business banks to prevent from deterioration of asset quality in current days.Based on this, in order to prevent the risk of rapid deterioration of bank asset quality, this article analyzes the pressure of asset quality deterioration of my country’s commercial banks at this stage based on the data of the first half of 2020, and is based on the panel data of 36 commercial banks listed on my country’s A-shares from 2016 to 2020, Using the system GMM model, analyze the relationship between the deterioration of the asset quality of commercial banks and their risk management capabilities. The study found that the risk management capabilities of commercial banks can effectively help commercial banks alleviate the deterioration of asset quality.

Copyright

© 2021, 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/).

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TY  - CONF
AU  - Yingchan Ye
AU  - HongMei Zhang
PY  - 2021
DA  - 2021/04/12
TI  - The Research on the Asset Quality, Risk Management Capability and Scale Difference of Commercial Banks
BT  - Proceedings of the 9th Annual Meeting of Risk Analysis Council of China Association for Disaster Prevention (RAC 2020)
PB  - Atlantis Press
SP  - 230
EP  - 235
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.210409.036
DO  - 10.2991/aebmr.k.210409.036
ID  - Ye2021
ER  -