Market discipline in South Asia: Evidence from commercial banking sector

被引：36
|
作者：
Afzal, Ayesha [1 ]
Mirza, Nawazish [2 ]
Arshad, Fatima [3 ]
机构：
[1] Lahore Sch Econ, Dept Business Adm, Lahore, Pakistan
[2] La Rochelle Business Sch, Dept Finance, Excelia Grp, La Rochelle, France
[3] Ctr Res Business & Econ, Lahore, Pakistan
来源：
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS | 2021年 / 26卷 / 02期
关键词：
Basel II; CAMEL; cost of funds; deposit switching; market discipline; risk management; RISK; INSURANCE; CRISES; TRUST;
D O I：
10.1002/ijfe.1904
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The paper investigates the presence of market discipline in the banking sectors of India and Pakistan, using the CAMEL approach and the stringent calculations of liquidity and capital as per Basel II. It employs a fixed effects model to market discipline as reflected in the capital adequacy, asset quality profitability, management and liquidity of banks, with bank size and changes and GDP as control variables, for the years 2008 to 2017. The results show varying degrees of market discipline in both India and Pakistan, which manifest through different variables.
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页码：2251 / 2262
页数：12
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