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• 项目名称：银行管理规定方向论文英文   [已结项]
• 分类：
• 发布者： al***h
• 点击量：557
• 发布时间：2016-1-11 01:07
• 项目关键词：
• 项目描述：项目描述:Tentative title
  The effect of Basel III on the lending behavior of banks: A case study of Chinese commercial banks.
  Tentative problem statement
  After Basel III Accord has been issued, some of economists point out that higher capital requirements would lead banks to raise the price of their lending because the cost of capital is higher.
  This thesis intends to analyze the changes in the lending behavior of banks after the Basel III implementation. It will be a case study of commercial banks in China.
  What are the impacts of Basel III implementation on the lending behavior of Chinese commercial banks?
  To answer this question, I will try to answer the following questions: §
  1. Do the banks increase their bank capital?
  2. How does the increase in bank capital affect the loan rates?
  3. Does this affect the amount of loans?
  Tentative research approach (method & theory)
  Case study:
  1. Sort to collect data for Commercial banks to comparing the capital ratios before and after the implementation of the Basel III.
  2. Look at capital structures of these Commercial banks.
  3. Loan proportion for loan takers
  4. Evaluate and analyze data using OLS or GMM method.
  Tentative description of data basis
  Open source:
  National Bureau of Statistics of China: Annual Data of capital capacity of five commercial banks
  Loan rates from home page of five commercial banks
  Data analysis and research reports from
  1. Jian fei data mate
  2. Ju chao information
  3. Development research center of the state council of P.R.China
  4. Ping gu (anlyses) forum
  5. People daily economy
  6. Peking university library
  7. Wind information Co,Ltd etc.
  Tentative outline
  1. Introduction
  Introduction to Basel III framework
  Changes in the capital ratio
  Implementation of Basel III capital requirement
  2. Literature review
  3. Hypothesis development
  Is the cost of capital increased?
  Is the amount of loans decreased?
  Does increased capital affects loan rates?
  4. Analysis
  Bank’s reaction to Basel III
  What is the consequences o private loan takers or firms?
  5. Conclusion
  Tentative literature
  Thomas F. Cosimano and Dalia S. Hakura (2011) “Bank behavior in response to Basel 3: A cross-country analysis” Available at:
  http://www.disag.unisi.it/sites/st07/files/allegatiparagrafo/01-10-2013/imfwp11119_bank_behavior_in_response_to_basel_iii.pdf
  Douglas J. Elliott (2009) “Quantifying the Effects on Lending of Increased Capital Requirements.” Available at:
  http://www.brookings.edu/~/media/research/files/papers/2009/9/24-capital-elliott/0924_capital_elliott.pdf
  Jose M. Berrospide and Rochelle M. Edge (2010) “The Effects of Bank Capital on Lending: What Do We Know, and What Does it Mean?” Available at:
  http://www.federalreserve.gov/pubs/feds/2010/201044/201044pap.pdf
  Dimitris Gavalas and Theodore Syriopoulos (2014) “Basel III and its Effects on Banking Performance: Investigating Lending Rates and loan Quantity.” Available at:
  http://jfbmnet.com/journals/jfbm/Vol_2_No_3_4_December_2014/2.pdf
  Rose, N., 2010, “An Introduction to Basel III-Its Consequences for lending,” Available via the Internet:
  http://www.nortonrose.com/knowledge/publications/2010/pub31077.aspx?page=1009 30154153&lang=en-gb.
  İnci Ötker-Robe and Ceyla Pazarbasioglu with Alberto Buffa di Perrero, Silvia Iorgova, Turgut Kışınbay, Vanessa Le Leslé, Fabiana Melo, Jiri Podpiera, Noel Sacasa, and André Santos (2010) “Impact of Regulatory Reforms on Large and Complex Financial Institutions.” Available at:
  https://www.imf.org/external/pubs/ft/spn/2010/spn1016.pdf
  Thomas F.Cosimano Bill McDonald (1998) “What’s different among banks?” Available at:
  http://www3.nd.edu/~mcdonald/Papers/JME_FEB_1998.pdf
  P Angelini, L Clerc, V Cúrdia, L Gambacorta, A Gerali, A Locarno, R Motto, W Roeger, S Van den Heuvel and J Vlček (2011) “BASEL III: Long-term impact on economic performance and fluctuations” Available at: http://www.bis.org/publ/work338.pdf
  Patrick Slovik, Boris Cournède (2011) “Macroeconomic Impact of Basel III” Available at: http://www.oecd-ilibrary.org/economics/macroeconomic-impact-of-basel-iii_5kghwnhkkjs8-en
  Jürgen von Hagen and Tai-kuang Ho (2003) “Money Market Pressure and the Determinants of Banking Crises.” Available at:
  https://ideas.repec.org/p/cpr/ceprdp/4651.html
  William Francis and Matthew Osborne (2009) “Bank regulation, capital and credit supply: Measuring the impact of Prudential Standards.” Available at:
  http://www.fsa.gov.uk/pubs/occpapers/op36.pdf
  Etc.
  
  要求：只需要做回归，可以看这篇文章作为起点，Bank behavior in response to Basel 3: A cross-country analysis
  完成时间：半个月至1个月
  所需技术： GMM,OLS,Basel III
  
  
• 项目附件： 承接人可见
• 项目预算： ￥ 3000-5000 元（ 未托管 ）
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