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Determinants of Commercial Banks’ Capital Buffer——Empirical Analysis Based on China’s Listed Banks |
HUANG Hui,HAN Ke yong |
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Abstract This paper empirically studies the capital buffer of China’s 13 listed banks with dynamic panel data from 2000 to 2010. The results show that economic cycle and bank asset have significant positive impacts on the listed banks’ capital buffer in China. In addition, the level of capital buffer is also significantly influenced by capital adjustment cost, return on equity and asset quality. In conclusion, policy suggestions based on the empirical analysis are put forward for China’s bank supervisors to implement the capital buffer requirement of Basel III.
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Received: 14 January 2013
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Corresponding Authors:
HUANG Hui
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