Release Time:2019-03-12  Hits:

Indexed by: Conference Paper

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.