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OFF-BALANCE SHEET ACTIVITIES AND BANK RISKS: AN INVESTIGATION OF THE LISTED COMMERCIAL BANKS IN CHINA (1999–2013)

Kangwei Ye ()
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Kangwei Ye: Department of Finance, Jinan University, Huangpu Road Middle No. 601, Guangzhou 510632, P. R. China;

Annals of Financial Economics (AFE), 2015, vol. 10, issue 01, 1-21

Abstract: Based on a broad set of 16 listed commercial banks in China during the period 1999–2013, this paper makes the empirical analysis of the relationship between the development of off-balance sheet (OBS) activities and the banks' overall risk, bankruptcy risk and credit risk. Innovation of this article is mainly reflected in: (1) Considering different types of risk variables, it gives a more comprehensive disclosure of the bank's risk characteristics. (2) Dividing the research object into joint-stock commercial banks and state-owned commercial banks, and get some new test results: The development of OBS business of state-owned commercial banks increases the overall risk, bankruptcy risk and credit risk significantly. While in joint-stock commercial banks sample, the development of OBS business reduces the overall risk significantly.

Keywords: Off-balance sheet activities; commercial banks; overall risk; bankruptcy risk; credit risk; G21; G28; G32 (search for similar items in EconPapers)
Date: 2015
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