Investigating the performance of Chinese banks : efficiency and risk features /

This book applies econometric techniques to test the relationship between efficiency and risk within the banking industry in China. Chapters examine how efficiency has been affected by different types of risk-taking behaviour and how risk has been an important determinant of bank efficiency in the c...

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Bibliographic Details
Main Authors: Tan, Yong (Author)
Published: Palgrave Macmillan,
Publisher Address: London, United Kingdom :
Publication Dates: [2016]
Literature type: Book
Language: English
Series: Palgrave Macmillan studies in banking and financial institutions
Subjects:
Summary: This book applies econometric techniques to test the relationship between efficiency and risk within the banking industry in China. Chapters examine how efficiency has been affected by different types of risk-taking behaviour and how risk has been an important determinant of bank efficiency in the context of the series of reforms impacting banks in China since 1978. The author begins by unpacking these reforms and proceeds to explain relevant theories of efficiency and bank risk before reviewing empirical literature in evaluating risk and efficiency in the banking industry. He then investigates the issues of efficiency and risk in the Chinese banking industry using a number of modern econometric techniques. The final chapters present the results of original empirical research conducted by the author, and provide valuable implications to Chinese government as well as banking regulatory authorities to make relevant policies.
Carrier Form: xiv, 200 pages : illustrations ; 22 cm.
Bibliography: Includes bibliographical references and index.
ISBN: 9781137493750
1137493755
Index Number: HG3334
CLC: F832.2
Call Number: F832.2/T161
Contents: Acknowledgements; Contents; List of Abbreviations ; List of Figures ; List of Tables ; 1: Introduction; 1 Introduction; 2 Aims and Objectives; 3 Measurement of Bank Risk and Bank Efficiency; 4 Structure; 4.1 Chapter 2: Chinese Banking Sector and Reforms; 4.2 Chapter 3: Theory of Bank Efficiency and Bank Competition; 4.3 Chapter 4: Literature Review on Bank Efficiency and Bank Competition; 4.4 Chapter 5: Measurement of Bank Efficiency and Bank Risk in China; 4.5 Chapter 6: Efficiency, Risk and Their Relationships: Evidence from Chinese Banking; 4.6 Chapter 7: Conclusion; References.
2: The Reforms and Structure of the Chinese Banking Sector1 Introduction; 2 China's Banking Reforms; 2.1 China's Banking Reform 1949-1978; 2.2 China's Banking Reform 1978-1992; 2.3 China's Banking Reform 1992-2001; 2.4 China's Banking Reform 2001-2013; 3 Structure of Chinese Banking Sector; 3.1 Large-Scale Commercial Banks; 3.1.1 Agricultural Bank of China; 3.1.2 Industrial and Commercial Bank of China; 3.1.3 Bank of China; 3.1.4 China Construction Bank; 3.1.5 Bank of Communications; 3.2 Joint-Stock Commercial Banks; 3.2.1 China Merchants Bank; 3.2.2 China CITIC Bank.
3.2.3 Hua Xia Bank3.2.4 China Everbright Bank; 3.2.5 SPD Bank; 3.2.6 China Minsheng Bank Corp. Ltd; 3.2.7 Industrial Bank Co. Ltd; 3.2.8 China Guangfa Bank; 3.2.9 Ping An Bank; 3.2.10 China Zheshang Bank; 3.2.11 China Bohai Bank; 3.2.12 Evergrowing Bank; 3.3 City Commercial Banks; 3.4 Other Banks and Non-financial Institutions; 4 Summary and Conclusion; References; 3: Theory of Bank Efficiency and Bank Risk; 1 Introduction; 2 The Framework of Efficiency; 2.1 Technical Efficiency; 2.2 Cost Efficiency; 2.3 Revenue Efficiency; 2.4 Profit Efficiency; 3 The Measurement of Efficiency.
3.1 Parametric Approach3.1.1 Stochastic Frontier Approach (SFA); 3.1.2 Distribution Free Approach (DFA); 3.1.3 Thick Frontier Approach (TFA); 3.2 Non-parametric Approach; 3.2.1 Data Envelopment Analysis (DEA); 3.2.2 Free Disposal Hull (FDH); 4 Theory of Bank Risk; 4.1 Credit Risk; 4.2 Liquidity Risk; 4.3 Security Risk; 4.4 Capital Risk and Insolvency Risk; 5 Summary and Conclusion; References; 4: Literature Review on Bank Efficiency and Bank Risk; 1 Introduction; 2 Literature Review on Bank Efficiency; 2.1 Cross-Country Studies on Bank Efficiency.
2.2 Bank Efficiency Studies on Single Countries2.3 Bank Efficiency Studies in China; 3 Literature Review on Bank Risk; 4 Literature Review on the Relationship Between Efficiency and Risk; 4.1 Relevant Theories Underlining the Relationship Between Efficiency and Risk; 4.1.1 Theories with Regard to the Impact of Efficiency on Risk in Banking Industry; 4.1.2 Theories with Regard to the Impact of Risk on Efficiency in Banking Industry; 4.2 Relevant Studies Investigating the Relationship Between Efficiency and Risk; 5 Summary and Conclusion; References.