An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong

This paper examines the cost efficiency of 35 commercial banks in Hong Kong over the period 2009 to 2014. By employing SFA method, the mean cost efficiency score of the sample commercial banks ranges from 88% to 97.66%. Meanwhile, the determinants of cost efficiency level are investigated, where Tob...

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Main Author: NIE, YIMIN
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2016
Subjects:
Online Access:https://eprints.nottingham.ac.uk/36679/
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author NIE, YIMIN
author_facet NIE, YIMIN
author_sort NIE, YIMIN
building Nottingham Research Data Repository
collection Online Access
description This paper examines the cost efficiency of 35 commercial banks in Hong Kong over the period 2009 to 2014. By employing SFA method, the mean cost efficiency score of the sample commercial banks ranges from 88% to 97.66%. Meanwhile, the determinants of cost efficiency level are investigated, where Tobit regression model is utilized and the cost efficiency is adopted as dependent variable. Among the internal and external determinants, the GDP growth rate has a negative impact on Hong Kong commercial banks, while the net loan to total asset ratio is positively related to the cost efficiency level of the banks.
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format Dissertation (University of Nottingham only)
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institution University of Nottingham Malaysia Campus
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language English
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publishDate 2016
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spelling nottingham-366792017-10-17T03:31:08Z https://eprints.nottingham.ac.uk/36679/ An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong NIE, YIMIN This paper examines the cost efficiency of 35 commercial banks in Hong Kong over the period 2009 to 2014. By employing SFA method, the mean cost efficiency score of the sample commercial banks ranges from 88% to 97.66%. Meanwhile, the determinants of cost efficiency level are investigated, where Tobit regression model is utilized and the cost efficiency is adopted as dependent variable. Among the internal and external determinants, the GDP growth rate has a negative impact on Hong Kong commercial banks, while the net loan to total asset ratio is positively related to the cost efficiency level of the banks. 2016-09-14 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/36679/1/dissertation.pdf NIE, YIMIN (2016) An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong. [Dissertation (University of Nottingham only)] cost efficiency; Hong Kong bank; SFA
spellingShingle cost efficiency; Hong Kong bank; SFA
NIE, YIMIN
An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong
title An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong
title_full An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong
title_fullStr An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong
title_full_unstemmed An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong
title_short An Empirical Analysis on Cost Efficiency and Determinants of Commercial Banks in Hong Kong
title_sort empirical analysis on cost efficiency and determinants of commercial banks in hong kong
topic cost efficiency; Hong Kong bank; SFA
url https://eprints.nottingham.ac.uk/36679/