Risk Based Efficiency of Asian Banks -A Stochastic Approach of Cross Country Studies

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An, Jiexue (2014) Risk Based Efficiency of Asian Banks -A Stochastic Approach of Cross Country Studies. [Dissertation (University of Nottingham only)] (Unpublished)

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Abstract

Using stochastic cost frontier approach, this dissertation investigate the efficiency of 11 Asian region in the period of 1999-2013 in order to provide the general review of the efficiency in Asian banks.

To estimate the stochastic cost frontier, a one-stage model has been adopted to estimate bank-specific variable, macro-economic variables and risk control variables in the cost frontier.

The empirical result of the cost frontier summarized as below:1) the mean efficiency score of Asian banks is 0.83 ; 2)the most efficient banks is Japanese banks ;3) macroeconomic factors influence the cost efficiency of Asian banks

Key Works: Asian Bank efficiency; Stochastic Frontier Analysis

Item Type: Dissertation (University of Nottingham only)
Depositing User: EP, Services
Date Deposited: 12 Nov 2014 09:53
Last Modified: 28 Dec 2017 23:43
URI: https://eprints.nottingham.ac.uk/id/eprint/27563

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