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| Real Estate Price Fluctuation and Loan Loss Provisions of Commercial Banks: Empirical Research Based on the City Commercial Banks in China |
| ZHU Jigao, LI Tianshi, YOU Kechang
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Business School, University of International Business and Economics;
Fujian Branch,China Development Bank Corporation |
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Abstract Using data of city commercial banks in China from 2005 to 2013, this study analyzes the influence of real estate price fluctuation on city commercial banks' loan loss provisions. This study finds that real estate price increasing has a significant positive correlation with city commercial banks' loan loss provisions. This study also finds that banks audited by “Big-Four” audit firms and state-owned banks tend to reserve greater loan loss provisions when real estate price increases. Further analysis shows that banks tend to reserve greater loan loss provisions when they have branches in area with higher real estate growth rate. These findings help city commercial banks to avoid operating risks and financial risks caused by real estate price fluctuation.
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Received: 17 March 2017
Published: 18 January 2018
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