信用风险、资本与低效率:南盟银行部门的实证分析

Shumaila Zeb, Z. Ali
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引用次数: 0

摘要

本研究的主要目的是探讨南亚区域合作联盟(SAARC)银行的信用风险、资本与效率之间的关系。该研究对2010-2016年期间的面板数据使用了看似不相关的回归(SUR)方法。研究结果表明,高度资本化的银行往往会增加南盟银行业面临的低效率和信用风险。南盟银行的信用风险、资本和低效率之间的关系没有显著差异。研究结果表明,监管机构和政策制定者在设计银行监管时可能需要评估信贷风险、资本和效率之间的关系。
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Credit Risk, Capital, and Inefficiency: An Empirical Analysis of SAARC Banking Sector
: The main purpose of this study is to investigate the relationship between credit risk, capital, and inefficiency of South Asian Association for regional Cooperation (SAARC) banks. The study used seemingly unrelated regressions (SUR) approach on panel data for the period 2010-2016. The findings suggest that highly capitalized banks tend to increase inefficiency and credit risk faced by SAARC banking sector. There are no major differences in relationship between credit risk, capital, and inefficiency in SAARC banks. The findings suggest that regulators and policy makers may need to assess the relationship between credit risk, capital, and efficiency while designing banking regulations.
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审稿时长
12 weeks
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