Browse

Research on the Bank Lending Behavior and Different Measures of Bank Asset Quality

DC Field Value Language
dc.contributor.advisor이인호-
dc.contributor.author이정현-
dc.date.accessioned2017-07-19T12:41:00Z-
dc.date.available2017-07-19T12:41:00Z-
dc.date.issued2017-02-
dc.identifier.other000000141232-
dc.identifier.urihttps://hdl.handle.net/10371/134736-
dc.description학위논문 (석사)-- 서울대학교 대학원 : 경제학부, 2017. 2. 이인호.-
dc.description.abstractThis studys goal was to testify if the bank asset liquidity measures, namely the Net Substandard Loan Ratio, the Liquidity Ratio, and the Highly Liquid Asset Ratio, have bi-directional correlation with their lending behavior, specifically the loan growth rate. A number of different models were used to test the explanatory power of both direction, with the independent variables having one period lag from the dependent variable. The results showed that it is possible the bank loan decisions are insulated from the increase or decrease of the asset liquidity measures in the previous period. Rather, the loan growth rate of the current period can be better explained by the macroeconomic variables. Meanwhile, the Net Substandard Loan Ratio can be explained by the previous periods loan growth status. Then, there exists a reasonable incentive for banks with low Net Substandard Loan Ratio to increase loan to recover the asset liquidity measure. Liquidity Ratio, however, did not have significant explanatory power not only on the next periods bank loan decision but also on the market-wide liquidity level.-
dc.description.tableofcontents1. Introduction 1
2. Literature Review 7
3. Research Model 16
3.1. Regression model and hypotheses 16
3.2. Explanation on the chosen explanatory variables 22
4. Data 25
4.1. Basic statistics and correlation 25
4.2. Discussion on the individual effect 27
5. Regression Results 29
5.1. Hypothesis 1 29
5.2. Hypothesis 2 31
5.3. Interpretation 39
6. Conclusion 47
7. Reference 50
국문초록 53
-
dc.formatapplication/pdf-
dc.format.extent707398 bytes-
dc.format.mediumapplication/pdf-
dc.language.isoen-
dc.publisher서울대학교 대학원-
dc.subjectbank asset liquidity-
dc.subjectlending behavior-
dc.subject.ddc330-
dc.titleResearch on the Bank Lending Behavior and Different Measures of Bank Asset Quality-
dc.typeThesis-
dc.contributor.AlternativeAuthorLEE JUNGHYUN-
dc.description.degreeMaster-
dc.citation.pages54-
dc.contributor.affiliation사회과학대학 경제학부-
dc.date.awarded2017-02-
Appears in Collections:
College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
Files in This Item:
  • mendeley

Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.

Browse