Loan Loss Provision and Pro-cyclicality: Evidence from Chinese Banks
This study is to investigate how Chinese bank provisioning behaviour is related to business cycle using a GMM for 619 bank-year observations from 2003 to 2010. Loan loss provisioning is heavily dependent upon the performance of the real economy. Provisioning turns out to be substantially lower when...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
|
| Online Access: | https://eprints.nottingham.ac.uk/25209/ |