An Analysis of Efficiency and Loan Loss Provisioning Behavior in Chinese Banking
This paper investigates Loan Loss Provision (LLP) determinants from four perspectives: income smoothing, business cycle, capital management and cost efficiency, applying the stochastic frontier analysis (SFA) methodology to derive X-efficiency scores and the system generalized method of moments (SGM...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2017
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| Online Access: | https://eprints.nottingham.ac.uk/45814/ |