Evaluating X-efficiency and Financial Performance of Chinese banks: A comparative analysis of different types of banks

With stochastic frontier estimator, using data of 183 banks in China during 2013 and 2018, this study first examines and compares the X-efficiency of commercial banks with three types of ownership, namely state-owned banks, joint-stock banks and other banks (including urban and rural commercial bank...

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Main Author: Han, Xingyu
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2019
Subjects:
Online Access:https://eprints.nottingham.ac.uk/58741/
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author Han, Xingyu
author_facet Han, Xingyu
author_sort Han, Xingyu
building Nottingham Research Data Repository
collection Online Access
description With stochastic frontier estimator, using data of 183 banks in China during 2013 and 2018, this study first examines and compares the X-efficiency of commercial banks with three types of ownership, namely state-owned banks, joint-stock banks and other banks (including urban and rural commercial banks and foreign banks). A steady increase trend can be seen in the X-efficiency of the overall banking sector. State-owned and joint-stock banks were less efficient than other banks but surpassed them in the recent two years. Then this study analyzes how the financial ratios affect their profitability with generalized method of moments for the overall banks and other banks to solve endogenous problems and ridge regression for state-owned banks and joint-stock banks to solve problems of multicollinearity. The results express that the profitability of all types of banks are obviously impacted by bank size, capitalization and capital adequacy. In addition, the state-owned banks are also significantly influenced by their liquidity and earning quality. The management efficiency could positively affect both joint-stock banks and other banks. Besides, the asset quality and off-balance sheet income ratio are the other two significant determinants of other-bank profitability. However, there is no evidence that X-efficiency and Z-score of banks affect profitability importantly. The results denote increasing management costs, inadequate capital, and relatively competitive and diversified financial market of Chinese banking sector.
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spelling nottingham-587412022-12-09T10:06:56Z https://eprints.nottingham.ac.uk/58741/ Evaluating X-efficiency and Financial Performance of Chinese banks: A comparative analysis of different types of banks Han, Xingyu With stochastic frontier estimator, using data of 183 banks in China during 2013 and 2018, this study first examines and compares the X-efficiency of commercial banks with three types of ownership, namely state-owned banks, joint-stock banks and other banks (including urban and rural commercial banks and foreign banks). A steady increase trend can be seen in the X-efficiency of the overall banking sector. State-owned and joint-stock banks were less efficient than other banks but surpassed them in the recent two years. Then this study analyzes how the financial ratios affect their profitability with generalized method of moments for the overall banks and other banks to solve endogenous problems and ridge regression for state-owned banks and joint-stock banks to solve problems of multicollinearity. The results express that the profitability of all types of banks are obviously impacted by bank size, capitalization and capital adequacy. In addition, the state-owned banks are also significantly influenced by their liquidity and earning quality. The management efficiency could positively affect both joint-stock banks and other banks. Besides, the asset quality and off-balance sheet income ratio are the other two significant determinants of other-bank profitability. However, there is no evidence that X-efficiency and Z-score of banks affect profitability importantly. The results denote increasing management costs, inadequate capital, and relatively competitive and diversified financial market of Chinese banking sector. 2019-09-05 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/58741/1/4340762%20N14157%20Evaluating%20X-efficiency%20and%20Financial%20Performance%20of%20Chinese%20banks%20.pdf Han, Xingyu (2019) Evaluating X-efficiency and Financial Performance of Chinese banks: A comparative analysis of different types of banks. [Dissertation (University of Nottingham only)] X-efficiency financial ratio financial performance profitability
spellingShingle X-efficiency
financial ratio
financial performance
profitability
Han, Xingyu
Evaluating X-efficiency and Financial Performance of Chinese banks: A comparative analysis of different types of banks
title Evaluating X-efficiency and Financial Performance of Chinese banks: A comparative analysis of different types of banks
title_full Evaluating X-efficiency and Financial Performance of Chinese banks: A comparative analysis of different types of banks
title_fullStr Evaluating X-efficiency and Financial Performance of Chinese banks: A comparative analysis of different types of banks
title_full_unstemmed Evaluating X-efficiency and Financial Performance of Chinese banks: A comparative analysis of different types of banks
title_short Evaluating X-efficiency and Financial Performance of Chinese banks: A comparative analysis of different types of banks
title_sort evaluating x-efficiency and financial performance of chinese banks: a comparative analysis of different types of banks
topic X-efficiency
financial ratio
financial performance
profitability
url https://eprints.nottingham.ac.uk/58741/