The implication of profit efficiency on credit risk: Evidence from US commercial banks
This study measures bank profit efficiency and studies its relationship with credit risk of 300 commercial banks in the United States from 2014 to 2018. The estimation of profit efficiency adopts Stochastic Frontier Approach (SFA) and System Generalized Method of Moments (SGMM) is used to investigat...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2019
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| Online Access: | https://eprints.nottingham.ac.uk/58751/ |