The implication of profit efficiency on credit risk: Evidence from US commercial banks

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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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Bibliographic Details
Main Author:	Yang, Yuxi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2019
Subjects:	US commercial banks Profit efficiency Credit risk Stochastic Frontier Approach Generalized Method of moments
Online Access:	https://eprints.nottingham.ac.uk/58751/

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