An Analysis of Loan Loss Provision Behavior in US Banking

This research aims to test the determinants of loan loss provision practices of the top 80 US commercial banks from 2012 to 2018. Firstly, utilizing Stochastic Frontier Analysis, this study constructs the efficiency frontiers to estimate efficiency score for the sample banks. The average efficiency...

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Bibliographic Details
Main Author: Luo, Tianyi
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2019
Subjects:
Online Access:https://eprints.nottingham.ac.uk/58485/