The Impact of Monetary Policy Uncertainty on Bank Credit Asset Quality

DOI

10.2991/978-94-6463-996-4_4How to use a DOI?

Keywords

Monetary policy uncertainty; Non-performing loan ratio; Bank competition degree

Abstract

In recent years, the complex economic environment in China has led the government to adjust monetary policies continuously for multi-faceted balance. The resulting uncertainties have a direct impact on the daily operations and risk management of banks. This paper selects the panel data of 176 commercial banks from 2010 to 2022 as samples to empirically examine the impact of monetary policy uncertainty on bank credit assets quality. The study finds that the prudential effect brought by monetary policy uncertainty exerts a significant positive impact on bank credit asset quality. Compared with local commercial banks, national commercial banks are more sensitive to changes in monetary policy uncertainty. Further analysis reveals that bank competition degree positively moderates the relationship between the two.

Copyright

© 2026 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Yuxin Bian
PY  - 2026
DA  - 2026/02/15
TI  - The Impact of Monetary Policy Uncertainty on Bank Credit Asset Quality
BT  - Proceedings of the 2025 7th Management Science Informatization and Economic Innovation Development Conference (MSIEID 2025)
PB  - Atlantis Press
SP  - 26
EP  - 34
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-94-6463-996-4_4
DO  - 10.2991/978-94-6463-996-4_4
ID  - Bian2026
ER  -