ISBN:

pp Pub. Date:

Category:

Price:

Title: The Management of the Capital Adequacy Ratio of Commercial Banks in Rate Hike Cycle
Source: International Conference on Engineering and Business Management 2012(Part 3 Engineering and Project Management) (pp 1606-1608)
Author(s): Dezhu Ye, College of Economics, Jinan University, Guangzhou, China
Jiaxing Wang, College of Economics, Jinan University, Guangzhou, China
Kunming Huang, College of Economics, Jinan University, Guangzhou, China
Qian Nie, College of Economics, Jinan University, Guangzhou, China
Abstract: Interest rate risk is closely related with bank’s capital adequacy ratio because the present discounted value of the assets is more volatile than that of the liabilities. Then the rising interest rate not only reduce the earnings of commercial banks, but also lead to fluctuations of asset adequacy ratio. This paper will analysis the impact of interest rate changes on Chinese commercial bank's capital adequacy ratio by way of numerical simulation, so as to give some policy suggestion to bank’s management of capital adequacy ratio.
Proceedings by Subjects
Resources
Products
Contact us
book@scirp.org
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1243940697
Book Publishing WeChat
Follow SCIRP
Free SCIRP Newsletters
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top