The Measurement of Bank Efficiency and Bank Risk in China

Yong Tan
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Yong Tan: University of Huddersfield Business School

Chapter 5 in Investigating the Performance of Chinese Banks: Efficiency and Risk Features, 2016, pp 105-128 from Palgrave Macmillan

Abstract: Abstract This chapter will mainly deal with the measurements of bank efficiency and bank risk in China. With regard to the estimation of bank efficiency, the technical, pure technical and scale efficiencies of Chinese commercial banks will be evaluated using the non-parametric Data Envelopment Analysis, while the stochastic frontier approach will be used to estimate the cost, revenue and profit efficiencies of Chinese commercial banks. The measurement of different types of risk by the Chinese commercial banks will also be explained in this chapter, and finally, the chapter will discuss the modelling framework in order to investigate the relationship between risk and efficiency in the Chinese banking industry.

Keywords: Data Envelopment Analysis; Efficiency Score; Credit Risk; Liquidity Risk; Tobit Regression (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:pal:pmschp:978-1-137-49376-7_5

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DOI: 10.1057/978-1-137-49376-7_5

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