Earticle

초록

영어

The purpose of this study is to empirically examine bank behavior with respect to observed changes in bank lending. Under Basle Accord this variable is related to capital ratio. Lending is influenced by economic conditions that maybe change the probability of insolvency. If the probability of borrower default increases, thus increase the probability of bank failure, banks want to reduce their default risk and will reduce lending under the norm. The same with this case, If the cost of lending increases and hence the profit of bank reduces, banks will reduce lending under the norm. To complete the purpose of this study, the simultaneous equations model developed by Shrieves-Dahl(1992), and later modified by Aggarwal-Jacques(1998) to study the impact of risk-based capital, is used to examine how capital regulations simultaneously influenced bank lending. This study analyzes the annual data on domestic banks for the period from 1988 to 2000 and divided the period into two sub-periods, periodⅠ(1988-1992)·poriodⅡ(1993-2000). Data were obtained from KIS-FAS database and Korea Bank annual reports. The main results of this study can be summarized as this. I find some evidence that supports significant relation between bank lending reduction and capital regulation.

목차

I. 서론
 II. 선행연구와 연구가설
 III. 분석모형
 IV. 분석 결과
 V. 결론
 참고문헌
 Abstract

키워드

저자

• 이정도 [ Jeong-Do Lee | 경북대학교 경영학부 교수. ]
• 설병문 [ Byung-Moon Seol | 경일대학교 경영학과 초빙교수 ]

참고문헌

발행기관

간행물

표지보기 관심저널 등록

• 간행물명

  생산성연구: 국제융합학술지 [Productivity Research: An International Interdisciplinary Journal]

• 간기

  격월간

• pISSN

  1225-3553

• 수록기간

  1987~2025

• 등재여부

  KCI 등재

• 십진분류

  KDC 325 DDC 330