An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong

NIE, YIMIN (2016) An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong. [Dissertation (University of Nottingham only)]

[img] PDF - Registered users only - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
Download (972kB)

Abstract

This paper examines the cost efficiency of 35 commercial banks in Hong Kong over the period 2009 to 2014. By employing SFA method, the mean cost efficiency score of the sample commercial banks ranges from 88% to 97.66%. Meanwhile, the determinants of cost efficiency level are investigated, where Tobit regression model is utilized and the cost efficiency is adopted as dependent variable. Among the internal and external determinants, the GDP growth rate has a negative impact on Hong Kong commercial banks, while the net loan to total asset ratio is positively related to the cost efficiency level of the banks.

Item Type: Dissertation (University of Nottingham only)
Keywords: cost efficiency; Hong Kong bank; SFA
Depositing User: Nie, Yimin
Date Deposited: 09 Mar 2017 16:32
Last Modified: 17 Oct 2017 03:31
URI: https://eprints.nottingham.ac.uk/id/eprint/36679

Actions (Archive Staff Only)

Edit View Edit View