Testing loan loss provisioning hypotheses for Chinese banks

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Li, Chenxi (2017) Testing loan loss provisioning hypotheses for Chinese banks. [Dissertation (University of Nottingham only)]

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Abstract

ABSTRACT:

This paper investigates loan loss provisions hypotheses concerning Chinese banks during the period of 2009 to 2016. I choose the income-smoothing, capital management, business cycle and x-efficiency hypotheses and test whether other control variables affect the provisioning behavior. When estimating the x-efficiency, it applies an independent model based on inputs and outputs variables to get the cost x-efficiency statistics. It also describes and analyzes Chinese banking system and relevant regulations, which also could affect the provisioning behavior.

Item Type: Dissertation (University of Nottingham only)
Depositing User: Li, Chenxi
Date Deposited: 10 Apr 2018 11:09
Last Modified: 17 Apr 2018 15:09
URI: https://eprints.nottingham.ac.uk/id/eprint/46023

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