UM E-Theses Collection (澳門大學電子學位論文庫)
Title
Determinants of capital adequacy ratio :a study of East Asian economies
English Abstract
The fast development of banking sector brings banks facing higher risk exposure; the level of capital adequacy of banks attracts our attention again. This study will investigate the determinants of capital adequacy ratio (CAR) which measures banks’ safety and soundness. Most of the previous studies only focus on one single market; this study extends the previous literature by studying East Asian regions, so that the results could be more representative. Factors are divided into two categories: internal factors (bank-specific factors) and external factors (macroeconomic indicators). It is found that among the internal factors, loan ratio, profitability and leverage level are significant determinants of CAR while among the external factors, GDP growth rate and average market CAR have significant impact on CAR.
Issue Date
2015
Author
Chai, Hio Im
Faculty
Faculty of Business Administration
Department:
Department of Finance and Business Economics
Degree
M.B.A.
Subject
Bank capital
Banks and banking
Banking and Finance -- Department of Finance and Business Economics


Supervisor
Vong Pou Iu
Library URL
b3337630
Files In This Item:
Full-text (Intranet only)
Location
1/F Zone C
Supervisor
--