Loan Loss Provision Behaviours in Chinese Commercial Banks from year 2012 to 2018
On the strength of the investigation in situation of Chinese banking industry, this dissertation uses the experimental research to explore the four main hypotheses on loan loss provisions of Chinese commercial banking system during 2012 and 2018. A dynamic unbalanced panel dataset of different varia...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2019
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| Online Access: | https://eprints.nottingham.ac.uk/58617/ |
| _version_ | 1848799553739816960 |
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| author | Qi, Chunyi |
| author_facet | Qi, Chunyi |
| author_sort | Qi, Chunyi |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | On the strength of the investigation in situation of Chinese banking industry, this dissertation uses the experimental research to explore the four main hypotheses on loan loss provisions of Chinese commercial banking system during 2012 and 2018. A dynamic unbalanced panel dataset of different variables of 172 Chinese commercial banks are selected and investigated by applying IV-GMM, which represents instrumental variables and the Generalized Method of Moments (GMM) methodology. X-efficiency data will be generated from SFA model. The relevant theories about income smoothing, capital management, business cycle and efficiency are confirmed by empirical research within different significance level and the empirical results are analyzed. Chinese commercial banks should put more emphasis on overall planning and coordination in regulation, and continue to precaution and deal with financial risks in key areas. And a dynamic provisioning system should be established and promoted. |
| first_indexed | 2025-11-14T20:37:30Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-58617 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T20:37:30Z |
| publishDate | 2019 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-586172022-12-08T14:32:50Z https://eprints.nottingham.ac.uk/58617/ Loan Loss Provision Behaviours in Chinese Commercial Banks from year 2012 to 2018 Qi, Chunyi On the strength of the investigation in situation of Chinese banking industry, this dissertation uses the experimental research to explore the four main hypotheses on loan loss provisions of Chinese commercial banking system during 2012 and 2018. A dynamic unbalanced panel dataset of different variables of 172 Chinese commercial banks are selected and investigated by applying IV-GMM, which represents instrumental variables and the Generalized Method of Moments (GMM) methodology. X-efficiency data will be generated from SFA model. The relevant theories about income smoothing, capital management, business cycle and efficiency are confirmed by empirical research within different significance level and the empirical results are analyzed. Chinese commercial banks should put more emphasis on overall planning and coordination in regulation, and continue to precaution and deal with financial risks in key areas. And a dynamic provisioning system should be established and promoted. 2019-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/58617/1/Chunyi%20Qi%2014339837%20Loan%20Loss%20Provision%20Behaviours%20%20in%20Chinese%20Commercial%20Banks%20from%20year%202012%20to%202018.pdf Qi, Chunyi (2019) Loan Loss Provision Behaviours in Chinese Commercial Banks from year 2012 to 2018. [Dissertation (University of Nottingham only)] Loan loss provision; China Banking System; SFA; IV-GMM; Cost efficiency |
| spellingShingle | Loan loss provision; China Banking System; SFA; IV-GMM; Cost efficiency Qi, Chunyi Loan Loss Provision Behaviours in Chinese Commercial Banks from year 2012 to 2018 |
| title | Loan Loss Provision Behaviours
in Chinese Commercial Banks from year 2012 to 2018 |
| title_full | Loan Loss Provision Behaviours
in Chinese Commercial Banks from year 2012 to 2018 |
| title_fullStr | Loan Loss Provision Behaviours
in Chinese Commercial Banks from year 2012 to 2018 |
| title_full_unstemmed | Loan Loss Provision Behaviours
in Chinese Commercial Banks from year 2012 to 2018 |
| title_short | Loan Loss Provision Behaviours
in Chinese Commercial Banks from year 2012 to 2018 |
| title_sort | loan loss provision behaviours
in chinese commercial banks from year 2012 to 2018 |
| topic | Loan loss provision; China Banking System; SFA; IV-GMM; Cost efficiency |
| url | https://eprints.nottingham.ac.uk/58617/ |