Efficiency in China’s Banking Sector: A Comparative Analysis of Pre- and Post-Basel II Eras

IF 0.3 Q4 BUSINESS, FINANCE

Review of Pacific Basin Financial Markets and Policies Pub Date : 2021-06-25 DOI:10.1142/s0219091521500107

S. Mohanty, Hong-Jen Lin

引用次数: 2

Abstract

This study investigates the effects of Basel II and Basel III capital adequacy rules and the regulatory framework adopted by Chinese banking regulators on the efficiency of the banking sector in China during the post-Basel II era (2007–2017) and compares the results with that of the pre-Basel II era (1996–2006). The study finds that both cost and profit efficiency of the banking industry have improved significantly from the pre-Basel II era (1996–2006) to the post-Basel II era (2007–2017). Subperiod analyses show that the risk-based capital ratio (Tier 1 capital ratio) is significantly positively associated with profit efficiency during both pre- and post-Basel II eras. Overall, the “Big Four” national banks and regional commercial banks signal higher profit efficiency during the post-Basel II era.

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中国银行业效率:巴塞尔协议II前后的比较分析

本研究考察了后巴塞尔协议时代(2007-2017年)，巴塞尔协议II和巴塞尔协议III资本充足率规则以及中国银行业监管机构采用的监管框架对中国银行业效率的影响，并将结果与前巴塞尔协议时代(1996-2006年)的结果进行了比较。研究发现，从前巴塞尔协议时代(1996-2006)到后巴塞尔协议时代(2007-2017)，银行业的成本效率和利润效率都有显著提高。分阶段分析表明，在巴塞尔协议II之前和之后的时代，基于风险的资本比率(一级资本比率)与利润效率显著正相关。总体而言，“四大”全国性银行和地区性商业银行在后巴塞尔协议II时代显示出更高的利润效率。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Review of Pacific Basin Financial Markets and Policies BUSINESS, FINANCE-

CiteScore

1.30

自引率

11.10%

发文量

期刊介绍： This journal concentrates on global interdisciplinary research in finance, economics and accounting. The major topics include: 1. Business, economic and financial relations among the Pacific rim countries. 2. Financial markets and industries. 3. Options and futures markets of the United States and other Pacific rim countries. 4. International accounting issues related to U.S. companies investing in Pacific rim countries. 5. The issue of and strategy for developing Tokyo, Taipei, Shanghai, Sydney, Seoul, Hong Kong, Singapore, Kuala Lumpur, Bangkok, Jakarta, and Manila as international or regional financial centers. 6. Global monetary and foreign exchange policy, and 7. Other high quality interdisciplinary research in global accounting, business, economics and finance.