Test loan loss provisioning hypotheses for Chinese bank from 2011 to 2016
Abstract The object of this dissertation is to investigate the loan loss provision behavior in Chinese bank from 2011 to 2016.This research is based on corresponding empirical literatures and 92 banks (includes: commercial and saving banks) in China. two models are used in this research, which is S...
| Main Author: | |
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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/46175/ |
| _version_ | 1848797273282052096 |
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| author | Cheng, Haonan |
| author_facet | Cheng, Haonan |
| author_sort | Cheng, Haonan |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | Abstract
The object of this dissertation is to investigate the loan loss provision behavior in Chinese bank from 2011 to 2016.This research is based on corresponding empirical literatures and 92 banks (includes: commercial and saving banks) in China. two models are used in this research, which is Stochastic frontier analysis and Generalized method of moments. X-efficiency is contained in this dissertation and the estimation variables of loan loss provision are estimated by GMM model. The consequence in this research strongly supports the pro-cyclical provision behavior in Chinese banking system. However, there is no significant variables sustain the capital management and earning management hypotheses in China banking system.
Keywords: Loan loss provision; Chinese bank; X-efficiency; GMM model; pro-cyclical provision behavior |
| first_indexed | 2025-11-14T20:01:15Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-46175 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T20:01:15Z |
| publishDate | 2017 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-461752018-04-17T15:09:52Z https://eprints.nottingham.ac.uk/46175/ Test loan loss provisioning hypotheses for Chinese bank from 2011 to 2016 Cheng, Haonan Abstract The object of this dissertation is to investigate the loan loss provision behavior in Chinese bank from 2011 to 2016.This research is based on corresponding empirical literatures and 92 banks (includes: commercial and saving banks) in China. two models are used in this research, which is Stochastic frontier analysis and Generalized method of moments. X-efficiency is contained in this dissertation and the estimation variables of loan loss provision are estimated by GMM model. The consequence in this research strongly supports the pro-cyclical provision behavior in Chinese banking system. However, there is no significant variables sustain the capital management and earning management hypotheses in China banking system. Keywords: Loan loss provision; Chinese bank; X-efficiency; GMM model; pro-cyclical provision behavior 2017-09-14 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/46175/1/Haonan%20Cheng%27s%20Dissertation%20MSC%20Banking%20and%20Finance.pdf Cheng, Haonan (2017) Test loan loss provisioning hypotheses for Chinese bank from 2011 to 2016. [Dissertation (University of Nottingham only)] |
| spellingShingle | Cheng, Haonan Test loan loss provisioning hypotheses for Chinese bank from 2011 to 2016 |
| title | Test loan loss provisioning hypotheses for Chinese bank from 2011 to 2016 |
| title_full | Test loan loss provisioning hypotheses for Chinese bank from 2011 to 2016 |
| title_fullStr | Test loan loss provisioning hypotheses for Chinese bank from 2011 to 2016 |
| title_full_unstemmed | Test loan loss provisioning hypotheses for Chinese bank from 2011 to 2016 |
| title_short | Test loan loss provisioning hypotheses for Chinese bank from 2011 to 2016 |
| title_sort | test loan loss provisioning hypotheses for chinese bank from 2011 to 2016 |
| url | https://eprints.nottingham.ac.uk/46175/ |