Proceedings of the Fifth International Conference on Economic and Business Management (FEBM 2020)

A Study of Factors Affecting Banking Operating Risk

Authors
Junyi Li
Corresponding Author
Junyi Li
Available Online 14 December 2020.
DOI
10.2991/aebmr.k.201211.068How to use a DOI?
Keywords
Operating risk, Z-score, factors
Abstract

With reforms like interest rate marketization, and during banks’ expanding of non-interest income business, size, and lending, it’s of vital importance to manage banking operating risk to make their development steadily. Based on the micro-data of 12 listed Banks in China from 2011 to 2019 and the macro-economic data of the same period, this paper studies the correlation between seven variables of related factors and the banking operating risk which is represented by Z-score. Through using an established empirical model, it’s finally found that the operating risk decreases with the increase of capital adequacy ratio, growth rate of GDP per person, size of bank, the proportion of non-interest income and net interest margin, while the operating risk increases with the increase of money supply and loan-to-deposit ratio. The results of this paper can provide a reference for the supervision and management of risks.

Copyright
© 2020, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

Volume Title
Proceedings of the Fifth International Conference on Economic and Business Management (FEBM 2020)
Series
Advances in Economics, Business and Management Research
Publication Date
14 December 2020
ISBN
978-94-6239-296-0
ISSN
2352-5428
DOI
10.2991/aebmr.k.201211.068How to use a DOI?
Copyright
© 2020, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Junyi Li
PY  - 2020
DA  - 2020/12/14
TI  - A Study of Factors Affecting Banking Operating Risk
BT  - Proceedings of the Fifth International Conference on Economic and Business Management (FEBM 2020)
PB  - Atlantis Press
SP  - 401
EP  - 404
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.201211.068
DO  - 10.2991/aebmr.k.201211.068
ID  - Li2020
ER  -