메뉴 건너뛰기
Library Notice
Institutional Access
If you certify, you can access the articles for free.
Check out your institutions.
ex)Hankuk University, Nuri Motors
Log in Register Help KOR
Subject
Humanities
General Humanities History Philosophy Religious Studies Linguistics and Literature Other Humanities
Social science
General Social Science Business Management Tourism Education Military Science Library and Information Science Law Sociology Journalism and Media Studies Psychological Science Political Science and Diplomacy Geography Public Administration Economics International Trade Anthropology Other Social Science
Natural science
General Natural Science Physics Biology Life Sciences Mathematics/Statistics Astronomy Earth Science Chemistry Other Natural Science
Engineering
General Engineering Architectural Engineering Mechanical Engineering Industrial Engineering Material/Energy Engineering Electrical and Electronic Engineering Marine and Ocean Engineering Chemical Engineering Computer Science Other Engineering
Medical science
General Medical Science Nursing Science Veterinary Pharmacy Traditional Korean Medicine Basic Medicine Clinical Medicine Other Medicine
Agriculture and Fishery
General Agriculture and Fishery Agriculture Fishery Science Food Science Forestry Animal Husbandry Marine Transportation Studies Other Agriculture and Fishery
Art and Kinesiology
General Arts Design Fine Arts Cosmetology Photography Music Fashion Kinesiology Performing Media Arts Other Arts and Kinesiology
Interdisciplinary Studies
Interdisciplinary Research Science and Technology Studies Brain and Cognitive Science Technology Policy Other Interdisciplinary Studies

KOR

The Study on Bank Risk Level Influenced by Economic Shocks
Recommendations
Search

논문 기본 정보

Type
Academic journal
Author
Journal
The Korean Data Analysis Society Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제17권 제1호 KCI Accredited Journals
Published
2015.1
Pages
81 - 91 (11page)

Usage

cover
The Study on Bank Risk Level Influenced by Economic Shocks
Ask AI
Recommendations
Search

Abstract· Keywords

Report Errors
This study examines empirically the relationship between the bank risk level and economic shock. This study uses rolling regression model to derive the systematic risk based on the Haq, Heaney (2009) and adopt the panel data models to confirm risk factor to bank risk level. As the independent variables, the proxy variables representing financial market condition, credit level, and liquidity level are adopted in this study. As the proxy variables for financial market variables, the level of interest rate, stock market price, and foreign exchange rate between Korean won and U. S. dollar are used. Bounced rate and the status of business cycle are regarded as the proxy variables for credit level. In addition, deposit turn over rate and stock market trading value are adopted as the liquidity level. Main test results are as follows. First, high level of interest rate and low level of foreign exchange rate lead to reducing bank's systematic risk level which is transferred to other banks. This evidence is line with Choi, Elyasiani, Kopecky (1992) and Delis, Kouretas (2011). Second, credit level also plays a significant role in determining the bank risk. This results support the Nijskens, Wagner (2011). Third, stock market liquidity is risk factor affecting bank risk. Thus, the higher trading amounts in the stock market is, the more increase the bank risk is.
#Bank risk level #Economic shock #Rolling regression #Systematic risk #Panel data models

Contents

No content found

References (25)

Add References
Acharya, V. V. / 2011 / Dividends and bank capital in the financial crisis of 2007-2009 : 1 ~ 43 google schola Admati, A. R. / 2010 / Fallacies, irrelevant facts and myths in the discussion of capital regulation: Why bank equity is not expensive : 1 ~ 72 google schola Anderson, R. C. / 2000 / Corporate control, bank risk taking, and the health of the banking industry / Journal of Banking and Finance 24 : 1383 ~ 1398 google schola Awdeh, A. / 2011 / The effect of capital requirements on banking risk / International Research Journal of Finance and Economics 66 : 133 ~ 146 google schola Barth, J. R. / 2004 / Bank regulation and supervision : What works best / Journal of Financial Intermediation 13 : 205 ~ 248 google schola

Recommendations

It is an article recommended by DBpia according to the article similarity. Check out the related articles!

Related Authors

Recently viewed articles

A Development of a Conceptual Model of Instructional Design for Physical Activity Project Learning Based on Smart Education
Jungkil Koh, Jonglyoul ParkKorean Association of Sport Pedagogy2020.10

Comments(0)

0

Write first comments.