{"title":"新兴市场的银行资本与风险调整决策:以印度为例","authors":"S. G. Maji, Preeti Hazarika","doi":"10.1504/IJFSM.2016.080120","DOIUrl":null,"url":null,"abstract":"This paper aims to investigate the association between changes in regulatory capital and risk of Indian commercial banks by using secondary data collected from 'Capitaline Plus' corporate database from 2000 to 2014. Employing a three-stage least-squares technique in a simultaneous equation framework, the study finds that changes in capital and those in risk are negatively associated. The observed results also indicate the speed of adjusting the level of risk is greater than the speed of adjusting the level of capital adequacy ratio, which suggests that Indian banks are maintaining stipulated levels of capital and concentrating more on achieving the target level of risk at a faster rate.","PeriodicalId":174638,"journal":{"name":"International Journal of Financial Services Management","volume":"40 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"Bank capital and risk adjustment decision in emerging markets: the case of India\",\"authors\":\"S. G. Maji, Preeti Hazarika\",\"doi\":\"10.1504/IJFSM.2016.080120\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper aims to investigate the association between changes in regulatory capital and risk of Indian commercial banks by using secondary data collected from 'Capitaline Plus' corporate database from 2000 to 2014. Employing a three-stage least-squares technique in a simultaneous equation framework, the study finds that changes in capital and those in risk are negatively associated. The observed results also indicate the speed of adjusting the level of risk is greater than the speed of adjusting the level of capital adequacy ratio, which suggests that Indian banks are maintaining stipulated levels of capital and concentrating more on achieving the target level of risk at a faster rate.\",\"PeriodicalId\":174638,\"journal\":{\"name\":\"International Journal of Financial Services Management\",\"volume\":\"40 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-11-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Financial Services Management\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1504/IJFSM.2016.080120\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Financial Services Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1504/IJFSM.2016.080120","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Bank capital and risk adjustment decision in emerging markets: the case of India
This paper aims to investigate the association between changes in regulatory capital and risk of Indian commercial banks by using secondary data collected from 'Capitaline Plus' corporate database from 2000 to 2014. Employing a three-stage least-squares technique in a simultaneous equation framework, the study finds that changes in capital and those in risk are negatively associated. The observed results also indicate the speed of adjusting the level of risk is greater than the speed of adjusting the level of capital adequacy ratio, which suggests that Indian banks are maintaining stipulated levels of capital and concentrating more on achieving the target level of risk at a faster rate.