Assessing China’s bank risk-taking
A study from the microeconomic and macroeconomic perspectives
Datos Bibliográficos
| ID | 22236789 |
|---|---|
| Autores | Chunjiao Yu (0000-0002-4979-3844, Wuhan Business University, autor de correspondencia), Wei Tang (0009-0003-1464-8334), Tang Wei (0000-0002-6537-018X, Wuhan Business University), Jiaqi Zhao (0000-0003-3754-2201, Wuhan Business University) |
| Año | 2024 |
| Volumen | 11 |
| Número | 1 |
| Fecha de publicación | 2024-11-27 |
| Open Access | Sí |
| Tipo | ARTICLE |
| Revista | Humanities and Social Sciences Communications (JOURNAL) |
| Identificadores de la revista | ISSN: 2662-9992 • E-ISSN: 2662-9992 |
| Editorial | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1057/s41599-024-04144-5 |
| OpenAlex | W4404787742 |
| Idioma | EN |
| Referencias citadas | 26 |
On the basis of the unbalanced panel financial data of Chinese commercial banks from 2007–2021, this paper first conducts an identification test of the bank risk-taking channel for China’s monetary policy transmission. Then, it tests the impact of bank microcharacteristics and macroeconomic fluctuations on bank risk-taking in monetary policy transmission. The empirical results reveal the presence of the risk-taking channel for China’s monetary policy transmission. China’s bank risk-taking in monetary policy transmission is asymmetric because of the heterogeneity of bank microcharacteristics and macroeconomic fluctuations; i.e., the larger the asset size is, the greater the capital adequacy ratio is, the greater the return on net assets is, the greater the risk-taking level is, and the lower the risk-taking level of banks with poorer liquidity and higher branch coverage is. The impact of macroeconomic fluctuations is reflected in the fact that the higher the economic growth rate is, the greater the risk-taking level of banks. Therefore, it is necessary to enhance the transparency of monetary policy, strengthen the supervision of commercial banks, stabilize the macroeconomic environment, match the risk-taking level of banks with monetary credit and economic growth, and improve the effect of monetary policy transmission
China · Economics · Macroeconomics · Political science · Banking stability, regulation, efficiency · Credit Risk and Financial Regulations · Housing Market and Economics
| Altamente citado | No |
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