Journal article
Reining in the riskiest? Evidence of non-linear impacts of macroprudential regulations on bank systemic risk in China
Journal of Asian economics, v 94, 101765
Oct 2024
Featured in Collection : UN Sustainable Development Goals @ Drexel
Abstract
We investigate the impact of macroprudential regulations on systemic risk in Chinese banks. Applying the approach of unconditional quantile regressions to a panel dataset of major Chinese banks from 2002 to 2018, we find supportive evidence for non-linear impacts of macroprudential regulations in mitigating the systemic risk of banks. Specifically, the risk-reducing effects of macroprudential regulations increase with the distributional quantiles of bank systemic risk, implying that macroprudential regulations may be implemented more rigorously on banks with a greater potential to influence systemic stability.
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Details
- Title
- Reining in the riskiest? Evidence of non-linear impacts of macroprudential regulations on bank systemic risk in China
- Creators
- Qiaoling Kang - Chongqing Technology and Business UniversityMinghua Chen - Southwestern University of Finance and EconomicsJi Wu - Southwestern University of Finance and EconomicsBang Nam Jeon - Drexel University
- Publication Details
- Journal of Asian economics, v 94, 101765
- Publisher
- Elsevier
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Economics (School of Economics)
- Web of Science ID
- WOS:001253565100001
- Scopus ID
- 2-s2.0-85195576821
- Other Identifier
- 991021887284304721
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- Collaboration types
- Domestic collaboration
- International collaboration
- Web of Science research areas
- Economics