The Impact of Risk Management Capability on the Stock Price Returns of China's Six Major Commercial Banks
Affected by the 1997 Asian financial crisis, the Chinese banking industry began to pay attention to risk management capabilities. This dissertation mainly studies the risk management capabilities of China's six major commercial banks from 2015 to 2019. The research questions of this dissertatio...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2020
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| Online Access: | https://eprints.nottingham.ac.uk/62187/ |
| _version_ | 1848799940608786432 |
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| author | Tang, Zijing |
| author_facet | Tang, Zijing |
| author_sort | Tang, Zijing |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | Affected by the 1997 Asian financial crisis, the Chinese banking industry began to pay attention to risk management capabilities. This dissertation mainly studies the risk management capabilities of China's six major commercial banks from 2015 to 2019. The research questions of this dissertation are the changes in the risk management capabilities of China's six major commercial banks during the research period and the impact of risk management capabilities on bank stock prices. This dissertation measures the bank’s risk management capabilities with financial indicators composed of interest rate risk, credit risk, solvency risk and natural hedging risk. The dissertation employs a quantitative method to conduct research and analysis on the secondary data collected from the banks’ annual reports. A linear regression model is used to test the significant relationship between risk management capabilities and bank stock prices. The results indicate that the risk management capabilities of Chinese commercial banks have a positive impact on stock prices. This dissertation recommends that Chinese commercial banks need to continue to strengthen their risk management capabilities, especially the management of solvency risk, in order to better deal with risks and increase stock price returns. |
| first_indexed | 2025-11-14T20:43:39Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-62187 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T20:43:39Z |
| publishDate | 2020 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-621872022-12-22T14:13:27Z https://eprints.nottingham.ac.uk/62187/ The Impact of Risk Management Capability on the Stock Price Returns of China's Six Major Commercial Banks Tang, Zijing Affected by the 1997 Asian financial crisis, the Chinese banking industry began to pay attention to risk management capabilities. This dissertation mainly studies the risk management capabilities of China's six major commercial banks from 2015 to 2019. The research questions of this dissertation are the changes in the risk management capabilities of China's six major commercial banks during the research period and the impact of risk management capabilities on bank stock prices. This dissertation measures the bank’s risk management capabilities with financial indicators composed of interest rate risk, credit risk, solvency risk and natural hedging risk. The dissertation employs a quantitative method to conduct research and analysis on the secondary data collected from the banks’ annual reports. A linear regression model is used to test the significant relationship between risk management capabilities and bank stock prices. The results indicate that the risk management capabilities of Chinese commercial banks have a positive impact on stock prices. This dissertation recommends that Chinese commercial banks need to continue to strengthen their risk management capabilities, especially the management of solvency risk, in order to better deal with risks and increase stock price returns. 2020-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/62187/1/20134124_BUSI4019_The%20Impact%20of%20Risk%20Management%20Capability%20on%20the%20Stock%20Price%20Returns%20of%20China%27s%20Six%20Major%20Commercial%20Banks.pdf Tang, Zijing (2020) The Impact of Risk Management Capability on the Stock Price Returns of China's Six Major Commercial Banks. [Dissertation (University of Nottingham only)] |
| spellingShingle | Tang, Zijing The Impact of Risk Management Capability on the Stock Price Returns of China's Six Major Commercial Banks |
| title | The Impact of Risk Management Capability on the Stock Price Returns of China's Six Major Commercial Banks |
| title_full | The Impact of Risk Management Capability on the Stock Price Returns of China's Six Major Commercial Banks |
| title_fullStr | The Impact of Risk Management Capability on the Stock Price Returns of China's Six Major Commercial Banks |
| title_full_unstemmed | The Impact of Risk Management Capability on the Stock Price Returns of China's Six Major Commercial Banks |
| title_short | The Impact of Risk Management Capability on the Stock Price Returns of China's Six Major Commercial Banks |
| title_sort | impact of risk management capability on the stock price returns of china's six major commercial banks |
| url | https://eprints.nottingham.ac.uk/62187/ |