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Indexed by:会议论文

Date of Publication:2011-01-01

Included Journals:CPCI-SSH

Page Number:662-667

Key Words:banking competition; conjectural variation method; bank risk-taking; empirical study

Abstract: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 risk-taking using Z-score and considers the influences of capital regulation and other control variables, then uses the multiple regression analysis and the co-integration 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.