Loan loss provision behavior in China Banking system from 2009 to 2014
The purposes of this paper are to investigate the loan loss provision behavior in China’s banks from 2009 to 2014. This study is based on relevant empirical literatures and 36 commercial banks in China. Two model are used in this research, which is Stochastic frontier analysis and Generalized method...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/36889/ |
| _version_ | 1848795354014679040 |
|---|---|
| author | He, Junnan |
| author_facet | He, Junnan |
| author_sort | He, Junnan |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | The purposes of this paper are to investigate the loan loss provision behavior in China’s banks from 2009 to 2014. This study is based on relevant empirical literatures and 36 commercial banks in China. Two model are used in this research, which is Stochastic frontier analysis and Generalized method of moments. X-efficiency is included in this study and the estimation variables of loan loss provision are estimated by GMM model. The results in this research strongly support the capital management and earning management hypotheses in China banking system. However, there is no significant variable supporting a pro-cyclical provision behavior in China banking system. |
| first_indexed | 2025-11-14T19:30:45Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-36889 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T19:30:45Z |
| publishDate | 2016 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-368892017-10-19T17:04:38Z https://eprints.nottingham.ac.uk/36889/ Loan loss provision behavior in China Banking system from 2009 to 2014 He, Junnan The purposes of this paper are to investigate the loan loss provision behavior in China’s banks from 2009 to 2014. This study is based on relevant empirical literatures and 36 commercial banks in China. Two model are used in this research, which is Stochastic frontier analysis and Generalized method of moments. X-efficiency is included in this study and the estimation variables of loan loss provision are estimated by GMM model. The results in this research strongly support the capital management and earning management hypotheses in China banking system. However, there is no significant variable supporting a pro-cyclical provision behavior in China banking system. 2016-09-15 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/36889/1/dt.pdf He, Junnan (2016) Loan loss provision behavior in China Banking system from 2009 to 2014. [Dissertation (University of Nottingham only)] |
| spellingShingle | He, Junnan Loan loss provision behavior in China Banking system from 2009 to 2014 |
| title | Loan loss provision behavior in China Banking system from 2009 to 2014 |
| title_full | Loan loss provision behavior in China Banking system from 2009 to 2014 |
| title_fullStr | Loan loss provision behavior in China Banking system from 2009 to 2014 |
| title_full_unstemmed | Loan loss provision behavior in China Banking system from 2009 to 2014 |
| title_short | Loan loss provision behavior in China Banking system from 2009 to 2014 |
| title_sort | loan loss provision behavior in china banking system from 2009 to 2014 |
| url | https://eprints.nottingham.ac.uk/36889/ |