| Summary: | 碩士 === 國立宜蘭大學 === 應用經濟學系碩士班 === 97 === This paper examines the effects of capital regulations on bank performance and risk management. We use the financial data of the top 1000 banks in the world from The Banker in the period of 1996-2007 and adopt static and dynamic panel data model to analyze the effects.
The empirical results overall show a positive relationship between the capital regulation and the performance, and a significantly negative relationship exists between the capital regulation and the profit-risk, and a significantly negative relationship exists between the capital regulation and insolvency risk.
This paper further divides the whole sample into Asian-Pacific, America, Europe, Middle East and Africa and estimates the area effects. In the business performance, there is a positive relationship in Europe, Middle East and Africa. In profit-risk, there is a negative relationship in Middle East and Africa. In insolvency risk, there is a negative relationship in Asian-Pacific, Middle East and Africa. The results refer that the impact of bank capital regulation is different by area.
|
|---|
