The Influence of Involuntary Excess Reserves on Bank Risk-taking Empirical Evidence from Chinese Listed Commercial Banks

被引：0
|
作者：
Liang Yan [1 ]
Dong Jianyan [1 ]
Zhang Lefan [1 ]
机构：
[1] Dalian Univ Technol, Dept Management & Econ, Dalian 116024, Peoples R China
来源：
PROCEEDINGS OF THE 10TH (2018) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT (FRCFM) | 2018年
关键词：
involuntary excess reserves; risk-taking of commercial banks; monetary policy;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
This paper uses the microscopic data of 16 listed commercial banks in 2005-2016 to empirically test the impact of the involuntary excess reserves on the risk-taking of commercial banks, as well as the effect of the interaction of monetary policy and involuntary excess reserves on the risk-taking of commercial banks. The results show that the involuntary excess reserves will significantly increase the risk-taking of the commercial banks, meanwhile, the involuntary excess reserves will enhance the effect of the monetary policy on the risk-taking of commercial banks.
引用
收藏
页码：379 / 384
页数：6
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