Dissertation > Excellent graduate degree dissertation topics show

Empirical research on capital under the supervision of our country commercial bank capital adjustment and asset risk

Author: WangWenJia
Tutor: ZhangZongXin
School: Fudan University
Course: Finance
Keywords: Commercial Bank Capital Regulation Capital Adjustment Ratio of risk-weighted assets to total assets
CLC: F832.33
Type: Master's thesis
Year: 2012
Downloads: 237
Quote: 0
Read: Download Dissertation

Abstract


The2007financial crisis forced the Basel Committee to review the existing regulatory standards. In2010November the Basel III framework was endorsed by the G20leaders in South Korea. The new accord which raises capital requirement and introduces the leverage ratio and global liquidity standard (Liquidity Coverage Ratio, Net Stable Funding Ratio) aims at rebuilding the global regulatory system. In May2011CBRC released’Guidelines on the Implementation of New Regulation Standards for Commercial Banks’. After the implementation of new standard, the capital adequacy ratio (CAR) of systemically important banks is not less than11.5%, whereas that of non-systemically important banks not less than10.5%. The capital regulation limits the risk-taking of the banks. Banks reduced risk through the choice of assets by the capital regulation. It is worthy of studying whether the raising of CAR could reduce the banks’assets’risk.This paper uses panel data for13domestic banks as study sample and ratio of risk-weighted assets to total assets (RWATA) as the definition of banks’assets’risk and improves Shrieves and Dahl’s simultaneous equations to empirically research relationship of CAR and assets’risk. It discusses factors which affect variations of capital and RWATA to find how capital regulation influences variations of capital and RWATA. Empirical results indicate that lowering growth rate of RWATA would accelerate increase of CAR, not vice versa. Regulation pressure has a significantly positive impact on banks which just reach the regulation standard, but no impact on those which are far away from the regulation standard.Finally the paper makes suggestions from the point of views of both banks and regulators considering the research results and China banks’CAR. Banks are supposed to widen and improve profitability to reduce the risk and enhance the capital management and obtain capital from various channels, especially internally. Regulatory authorities are supposed to improve capital regulation, regulate strictly and promote the market constraints to disclose transparently.

Related Dissertations

  1. Research on Operational Risk Management of Counter Service under China Construction Bank Gansu Brach’s Network Transformation,F832.2
  2. Study on Information Systems Project Management System Optimization of DB Bank,F832.2
  3. The Research on Our Country Commercial Bank’s Finanical Mangement Problesm and Countermeasures,F830.42
  4. Study on the Influence of Internal Marketing on the Satisfaction of Employee Job Satisfaction in Chinese Commercial Bank,F832.2
  5. The information content of the commercial banks accounting policy choices,F830.42
  6. Research on Non-performing Assets Securitization of Our State-owned Commercial Banks,F832.5
  7. Credit Risk Management of Shenzhen Joint-stock Commercial Bank,F832.4
  8. Analysis on Executive Officer Compensation Incentive System Performance-Based in Commercial Banks,F832.2
  9. From the perspective of business performance strategic transformation of China's commercial banks,F832.33
  10. The Analysis of China’s State-owned Commercial Banks Compensation System,F832.2
  11. Study on the Improvement of International Trade Finance in China’s Commercial Banks,F832.2
  12. Commercial Bank Individual Wealth Management Business Development Present Situation. Problems and Countermeasures,F832.2
  13. Empirical Research of Chinese Listing Commercial Banks’ X Efficiency Based on Data Envelopment Analysis,F832.33
  14. The Research of Internal Risk Control for American Commercial Bank under Post-financial Crisis,F832.2
  15. The Empirical Research on the Effects of Corporate Governance to the Performance of Commercial Bank,F224
  16. The Real Estate Price Analysis Based on Commercial Banks Project Evaluation Point,F832.2;F224
  17. Research on Commercial Bank Risk Ealy-warning under Enterprise Risk Management,F224
  18. Research on the Strategy of the JN Sub-branch of Bank of China to Improve the Customer Satisfaction,F832.2
  19. A Study of Performance Appraisal in State-owned Commercial Banks under Management Mode Transition,F832.2
  20. Study on Credit Financing Problem of SMEs in China,F276.3
  21. The Improving Research of Evaluation and Management in the Grassroots Organizations of Commercial Bank,F832.2

CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial organizations, banks > Commercial banks ( specialized banks )
© 2012 www.DissertationTopic.Net  Mobile