Analyzing the Efficiency and Profitability Evidence from Chinese Commercial Banks after the 2008 financial crisis

After the 2008 financial crisis during the period of 2009 to 2014, the Chinese banking system has gone through further banking reform and policy development alongside efficiency and profitability enhancement. Thus, this study is aim to estimate the determinants of Chinese banking sector profitabilit...

Full description

Bibliographic Details
Main Author: Yao, Quanyi
Format: Dissertation (University of Nottingham only)
Language:English
Published: 0009
Online Access:https://eprints.nottingham.ac.uk/29870/
_version_ 1848793868767592448
author Yao, Quanyi
author_facet Yao, Quanyi
author_sort Yao, Quanyi
building Nottingham Research Data Repository
collection Online Access
description After the 2008 financial crisis during the period of 2009 to 2014, the Chinese banking system has gone through further banking reform and policy development alongside efficiency and profitability enhancement. Thus, this study is aim to estimate the determinants of Chinese banking sector profitability by employing 32 Chinese commercial banks. It divides the determinants into bank specific variables (assets size, assets quality et.al), macroeconomic variables (GDPGR, inflation and concentration), which affect bank profitability, which is estimated by ROE. This paper conducts a two-stage estimation. The first stage is to estimate the X-efficiency for each commercial bank by using the stochastic frontier approach (SFA). The second stage is estimating the determinants of bank profitability by using the system GMM. Overall, the results report that different variables have different effects on Chinese commercial banks’ profitability.
first_indexed 2025-11-14T19:07:08Z
format Dissertation (University of Nottingham only)
id nottingham-29870
institution University of Nottingham Malaysia Campus
institution_category Local University
language English
last_indexed 2025-11-14T19:07:08Z
publishDate 0009
recordtype eprints
repository_type Digital Repository
spelling nottingham-298702021-07-21T09:36:08Z https://eprints.nottingham.ac.uk/29870/ Analyzing the Efficiency and Profitability Evidence from Chinese Commercial Banks after the 2008 financial crisis Yao, Quanyi After the 2008 financial crisis during the period of 2009 to 2014, the Chinese banking system has gone through further banking reform and policy development alongside efficiency and profitability enhancement. Thus, this study is aim to estimate the determinants of Chinese banking sector profitability by employing 32 Chinese commercial banks. It divides the determinants into bank specific variables (assets size, assets quality et.al), macroeconomic variables (GDPGR, inflation and concentration), which affect bank profitability, which is estimated by ROE. This paper conducts a two-stage estimation. The first stage is to estimate the X-efficiency for each commercial bank by using the stochastic frontier approach (SFA). The second stage is estimating the determinants of bank profitability by using the system GMM. Overall, the results report that different variables have different effects on Chinese commercial banks’ profitability. 0009-09-09 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/29870/1/QUANYI%20YAO.docx Yao, Quanyi (0009) Analyzing the Efficiency and Profitability Evidence from Chinese Commercial Banks after the 2008 financial crisis. [Dissertation (University of Nottingham only)]
spellingShingle Yao, Quanyi
Analyzing the Efficiency and Profitability Evidence from Chinese Commercial Banks after the 2008 financial crisis
title Analyzing the Efficiency and Profitability Evidence from Chinese Commercial Banks after the 2008 financial crisis
title_full Analyzing the Efficiency and Profitability Evidence from Chinese Commercial Banks after the 2008 financial crisis
title_fullStr Analyzing the Efficiency and Profitability Evidence from Chinese Commercial Banks after the 2008 financial crisis
title_full_unstemmed Analyzing the Efficiency and Profitability Evidence from Chinese Commercial Banks after the 2008 financial crisis
title_short Analyzing the Efficiency and Profitability Evidence from Chinese Commercial Banks after the 2008 financial crisis
title_sort analyzing the efficiency and profitability evidence from chinese commercial banks after the 2008 financial crisis
url https://eprints.nottingham.ac.uk/29870/