首页 > 研究视点 > 正文

Xuelian Li等:Shadow-banking entrusted loan management
2017-03-27 18:35:54   来源:   评论:0 点击:

 Shadow-banking entrusted loan management, deposit insurance premium, and capital regulation
Xuelian Li,Jyh-Horng Lin

Abstract:This paper studies bank interest margin, i.e., the spread between the loan rate and the deposit rate of a bank, when the bank conducts regular lending and shadow-banking entrusted lending activities under capital regulation.  We show that an increase in the entrusted loans increases the bank’s interest margin, equity risk, and the liability of deposit insurer.  Entrusted loans can help spur bank equity return, but there is a trade-off in terms of reduced banking stability.  We also find that the reduced margin and the increased equity risk by capital regulation are reinforced when the bank additionally conducts entrusted lending activities.  Relaxing regulatory capital requirements may produce superior return performance and greater safety for the bank carrying on shadow-banking entrusted loans.
 
From:《International Review of Economics & Finance》, 2016, 41:98-109

 

相关热词搜索:

上一篇:李雪莲等:公务员家庭、创业与寻租动机
下一篇:最后一页

电话:028-87092197 028-87092156| 四川成都温江柳台大道555号格致楼9楼 | 邮编:611130 | 旧版