Risk, capital and efficiency in Chinese Banking

Tan, Aaron Yong and Floros, Christos (2013) Risk, capital and efficiency in Chinese Banking. Journal of International Financial Markets, Institutions and Money, 26. pp. 378-393. ISSN 1042-4431

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Abstract

We assess the relationship between bank efficiency, risk and capital for a sample of Chinese commercial banks employing three efficiency indexes and four risk indicators under a three stage least square method in a panel data framework. The empirical evidence suggests that there is a positive and significant relationship between risk (loan-loss provision as a fraction to total loans or LLPTL) and efficiency in Chinese banking industry, while the relationship between risk (Z-score) and level of capitalization is negative and significant.

Item Type:	Article
Subjects:	H Social Sciences > HG Finance
Schools:	Huddersfield Business School Huddersfield Business School > Quantitative Analysis Research Group
Related URLs:	Author
Depositing User:	Aaron Tan
Date Deposited:	06 Sep 2013 15:29
Last Modified:	06 Apr 2018 17:00
URI:	http://eprints.hud.ac.uk/id/eprint/18251

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