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 |
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Subjects: | H Social Sciences > HG Finance |
Schools: | Huddersfield Business School Huddersfield Business School > Quantitative Analysis Research Group |
Related URLs: | |
Depositing User: | Yong (Aaron) Tan |
Date Deposited: | 06 Sep 2013 15:29 |
Last Modified: | 28 Aug 2021 19:44 |
URI: | http://eprints.hud.ac.uk/id/eprint/18251 |
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