Open Journal Systems

Research on the Efficiency of China's Listed Commercial Banks from the Perspective of Risk Management

YANG Zhen wu

Article ID: 2608
Vol 3, Issue 2, 2023

DOI: https://doi.org/10.54517/vfc.v3i2.2608
VIEWS - 1485 (Abstract)

Download PDF

Abstract

Based on the panel data of 36 listed commercial banks in my country from 2014 to 2018, this paper takes Loan Loss Reserves (LLR) and Non-performing Loans (NPL) as undesired output, analyzes the impact of risk management factors on the efficieney of China's listed commercial banks, and provides a comprehensive A comparative study on the efficiency of four types of banks: joint-stock commercial banks, city commercial banks and rural commercial banks, and the Bootstrap method is used to analyze the factors affecting bank efficiency.

References

1. Charnes A, Cooper W W, Rhodes E. Measuring the efficiency of decision making units [J]. European Journal of Operational Research, 1978, 2(6): 429-444.

2. Efron B. Computers and the Theory of Statistics: Thinking the Unthinkable [J]. Siam Review, 1979, 21(4): 460-480.

3. Mertens A, Urga G. Efficiency, scale and scope economies in the Ukrainian banking sector in 1998 [J]. Emerging Markets Review, 2001, 2(3): 0-308.

4. Pasiouras F, Liadaki A, Zopounidis C. Bank efficiency and share performance: evidence from Greece [J]. Applied Financial Economics, 2008, 18(13-15): p.1121-1130.

5. R, D, Banker, et al. Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis [J]. Management Science, 1984.

6. Tone K. A slacks-based measure of efficiency in data envelopment analysis [J]. European Journal of Operational Research, 2001, 130(3): 498-509.

7. Gu Xiaoan, YUAN Zhaohe, Gong Defeng. Research on Regional differences and Influencing factors of efficiency of urban commercial banks in China [J]. Journal of Nanjing Audit University, 2017,14 (1) : 10-20.

8. He Ping, Yang Zoli, LIU Xian-Qiu, Chen Wei. Study on Timing evolution and Driving Factors of total factor Productivity of Chinese listed commercial Banks under the constraint of non-performing Loans: malmquist-luenberger and tobit model based on non-expected Output [J]. Operations Research and Management, 2018,027 (004) : 162-172.

9. Huang Zhihong. Research on Frontier Efficiency of Chinese Commercial Banks: DEA model based on Bootstrap modification [J]. Times Finance, 2013 (15).

10. LAN Yi-Xin, WEN Bin-yan, WANG Xu. Performance analysis of Chinese commercial banks considering the time-lag effect of non-performing loans [J]. Industrial Technical Economics, 2019,38 (04) : 69-78.

11. Li Ping, Zeng Yong, ZHU Xiaolin. The impact of China's banking reform on the efficiency change of Chinese banks [J]. Journal of Management Science, 2013,16 (8) : 47-53.

12. Liu Mengfei, Zhang Xiaolan. Research on the efficiency of commercial banks under risk constraints and its influencing factors [J]. Financial Research, 2013 (007) : 113-125.

13. Lu Yan, Li Gang. Research on Total Factor Productivity of Chinese commercial Banks in post-crisis Era: Malmquist Index Analysis based on DEA Model [J]. Journal of Shanxi University (Philosophy and Social Sciences Edition), 2018,041 (005) : 94-104.

14. Wang Bing, Zhu Ning. Research on Efficiency and Total factor Productivity of Chinese Listed commercial Banks under the constraint of non-performing Loans: An Empirical analysis based on SBM directional distance Function [J]. Financial Research, 2011 (1) : 110-130.

15. Wang Jia, JIN Xiu, WANG Xu, WANG Shuli. Evaluation and Comparison of Chinese commercial banks' Efficiency based on bootstrap-dea [J]. Journal of Northeastern University (Natural Science Edition), 2018,39 (10) : 141-145, 155.

16. Xia Qiong, Yang Feng, Wu Huaqing. Analysis on Operation Efficiency of Chinese Commercial Banks and its Influencing Factors under "Triple bottom line" [J]. Management Science in China, 2019 (8) : 26-36.

17. Zhang Hao, Yang Huimin. The Efficiency of Chinese Commercial Banks Based on the Super-efficient Network SBM Model Considering Non-expected Output [J]. Systems Engineering, 2017 (04) : 21-28.

18. Zhang Jianhua, Wang Peng. Research on Frontier Efficiency of Chinese Banking Industry and its Influencing Factors: Distance Function Model Based on Stochastic Frontier [J]. Financial Research, 2009 (12) : 1-18.

19. Zhang Tongpu, Lei Changkun. An empirical analysis of efficiency measurement of Chinese commercial banks and its Influencing factors: Based on panel data of 15 banks [J]. Journal of Xi 'an University of Finance and Economics, 2019,032 (004) : 75-81.

20. China Banking Association Industry Development Research Committee. 2019 China Banking Industry Development Report [M]. Beijing: China Finance Press, 2019.