Test loan loss provision hypothesis on commercial banks in UK
In this paper, we investigated four hypothesizes of loan loss provision on commercial banks in UK based on a sample of 70 British commercial banks. During the process of analysis, we used three methodologies including Stochastic Frontier Analysis (SFA), OLS regression and Generalized Method of Momen...
| 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/58847/ |
| _version_ | 1848799567852601344 |
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| author | Wang, Lufei |
| author_facet | Wang, Lufei |
| author_sort | Wang, Lufei |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | In this paper, we investigated four hypothesizes of loan loss provision on commercial banks in UK based on a sample of 70 British commercial banks. During the process of analysis, we used three methodologies including Stochastic Frontier Analysis (SFA), OLS regression and Generalized Method of Moments (GMM). The results show that income smoothing hypothesis and procyclicality hypothesis are supported by UK commercial banks, while there is no evidence to support capital management hypothesis and bank efficiency hypothesis |
| first_indexed | 2025-11-14T20:37:43Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-58847 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T20:37:43Z |
| publishDate | 2019 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-588472022-12-09T13:14:28Z https://eprints.nottingham.ac.uk/58847/ Test loan loss provision hypothesis on commercial banks in UK Wang, Lufei In this paper, we investigated four hypothesizes of loan loss provision on commercial banks in UK based on a sample of 70 British commercial banks. During the process of analysis, we used three methodologies including Stochastic Frontier Analysis (SFA), OLS regression and Generalized Method of Moments (GMM). The results show that income smoothing hypothesis and procyclicality hypothesis are supported by UK commercial banks, while there is no evidence to support capital management hypothesis and bank efficiency hypothesis 2019-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/58847/1/4316739-Banking%20and%20Finance%20Dissertation-Test%20loan%20loss%20provision%20hypothesis%20on%20commercial%20banks%20in%20UK.pdf Wang, Lufei (2019) Test loan loss provision hypothesis on commercial banks in UK. [Dissertation (University of Nottingham only)] |
| spellingShingle | Wang, Lufei Test loan loss provision hypothesis on commercial banks in UK |
| title | Test loan loss provision hypothesis on commercial banks in UK |
| title_full | Test loan loss provision hypothesis on commercial banks in UK |
| title_fullStr | Test loan loss provision hypothesis on commercial banks in UK |
| title_full_unstemmed | Test loan loss provision hypothesis on commercial banks in UK |
| title_short | Test loan loss provision hypothesis on commercial banks in UK |
| title_sort | test loan loss provision hypothesis on commercial banks in uk |
| url | https://eprints.nottingham.ac.uk/58847/ |