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We study the impact of China's 2013 implementation of Basel III on bank risk-taking and its responses to monetary policy shocks using confidential loan-level data from a large Chinese bank. Guided by theory, we use a difference-in-difference identification, exploiting cross-sectional differences...
Persistent link: https://www.econbiz.de/10012665291
Persistent link: https://www.econbiz.de/10012261571
We present evidence that tightened bank capital requirements after China implemented the Basel III capital regulations in 2013 have reduced bank risk-taking following expansionary monetary policy shocks. Under the new regulations, a bank can boost its effective capital adequacy ratio (CAR) by...
Persistent link: https://www.econbiz.de/10012824958
We study the impact of China’s 2013 implementation of Basel III on bank risk-taking and its responses to monetary policy shocks using confidential loan-level data from a large Chinese bank. Guided by theory, we use a difference-in-difference identification, exploiting cross-sectional...
Persistent link: https://www.econbiz.de/10013322857
Persistent link: https://www.econbiz.de/10013373493