Loan loss provision behavior in China Banking system from 2009 to 2014

He, Junnan (2016) Loan loss provision behavior in China Banking system from 2009 to 2014. [Dissertation (University of Nottingham only)]

[img] PDF - Registered users only - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
Download (1MB)

Abstract

The purposes of this paper are to investigate the loan loss provision behavior in China’s banks from 2009 to 2014. This study is based on relevant empirical literatures and 36 commercial banks in China. Two model are used in this research, which is Stochastic frontier analysis and Generalized method of moments. X-efficiency is included in this study and the estimation variables of loan loss provision are estimated by GMM model. The results in this research strongly support the capital management and earning management hypotheses in China banking system. However, there is no significant variable supporting a pro-cyclical provision behavior in China banking system.

Item Type: Dissertation (University of Nottingham only)
Depositing User: HE, Junnan
Date Deposited: 09 Mar 2017 15:48
Last Modified: 19 Oct 2017 17:04
URI: http://eprints.nottingham.ac.uk/id/eprint/36889

Actions (Archive Staff Only)

Edit View Edit View