The impact of risk on banks' Total Factor Productivity Change: empirical evidence from the Chinese banking sector

Fadzlan Sufian

International Journal of Business and Emerging Markets, 2011, vol. 3, issue 2, 109-136

Abstract: The paper employs the Malmquist Productivity Index (MPI) method to analyse the impact of risks on China banks' total factor productivity. The results indicate that the China banking sector has exhibited a lower Total Factor Productivity Change (TFPCH) with the inclusion of risk factor. The Joint Stock Commercial Banks (JSCBs) and City Commercial Banks (CCBs) have exhibited lower TFPCH owing to Technological Change (TECHCH), while the State Owned Commercial Banks (SOCBs) have exhibited lower TFPCH owing to Technical Efficiency Change (EFFCH).

Keywords: bank productivity; emerging markets; risk assessment; MPI; Malmquist productivity index; multivariate regression analysis; China; Chinese banking industry; banking risk; total factor productivity; technological change; technical efficiency. (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:ids:ijbema:v:3:y:2011:i:2:p:109-136

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