Risk, capital and efficiency in Chinese banking

被引：141

作者：

Tan, Yong ^{[1
]}

Floros, Christos ^{[2
,3
]}

机构：

[1] Univ Huddersfield, Dept Strategy & Mkt, Huddersfield HD1 3DH, W Yorkshire, England

[2] Univ Portsmouth, Portsmouth Business Sch, Portsmouth PO1 3DE, Hants, England

[3] Technol Educ Inst Crete, Dept Finance & Insurance, Khania 72100, Greece

来源：

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY | 2013年 / 26卷

关键词：

Efficiency; Risk; Capital; SUR; Chinese banks; PRODUCTIVITY GROWTH; BEHAVIOR; REQUIREMENTS; COST;

D O I：

10.1016/j.intfin.2013.07.009

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

We assess the relationship between bank efficiency, risk and capital for a sample of Chinese commercial banks employing three efficiency indexes and four risk indicators under a three stage least square method in a panel data framework. The empirical evidence suggests that there is a positive and significant relationship between risk (loan-loss provision as a fraction to total loans or LLPTL) and efficiency in Chinese banking industry, while the relationship between risk (Z-score) and level of capitalization is negative and significant. (C) 2013 Elsevier B. V. All rights reserved.

引用

页码：378 / 393

页数：16

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