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Evidence on Risk-Adjusted Efficiency Analysis of the Rural Credit Unions in Jiangsu Province

Author: GuoJun
Tutor: ZhangBing
School: Nanjing Agricultural College
Course: Finance
Keywords: The Rural Credit Unions Risk Efficiency The Stochastic FrontierApproach
CLC: F832.35
Type: Master's thesis
Year: 2013
Downloads: 2
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Abstract


Rural credit cooperative is an important part of the financial system,the stability and development of rural credit cooperatives will directly influence China’s financial system’s stability and development. With the further opening of China’s financial market and the diversification of business and trade,domestic rural credit cooperatives are facing more difficult credit risk,market risk and operational risk and other factors. Risk has become an important factor that affect the rural credit cooperative’s stable operation and efficiency. Former researches on the efficiency of the rural credit cooperative ignore the influence risk has on efficiency, which may lead to biased evaluation result of the rural credit cooperative. Taking risk factors into the rural credit cooperative efficiency study framework is of important practical significance. We can not only measure efficiency scientifically, but also explore method and mode to promote the efficiency. Through the balance between risk and development, we can reduce the risk and improve efficiency to guarantee rural credit cooperatives’stable operation and development. This paper will take important variables that rural credit cooperatives face (capital adequacy ratio, bad loan ratio) into the rural credit cooperative efficiency evaluation model, using stochastic frontier analysis method (SFA) and risk factors, construct beyond logarithm cost function and use panel data to carry on empirical test of rural credit cooperative cost efficiency.According to the research target, we set the research content:The first chapter of this research the selection meaning and the background, the domestic and relevant research situation abroad, the main focus of this study, research methods, the technical route and data sources, the innovation and the insufficiency.In the second chapter, we introduce the basic theory and measurement method of bank efficiency. And provide the necessary theory and measurement the method of rural credit cooperative efficiency.It mainly defines the bank efficiency and summarize the input and output methods; Introduces the bank efficiency measure methods,including data envelopment analysis,random boundary method,free distribution free approach and thick boundary analysis method,in addition,discusses the advantages and disadvantages of the method; Introduces the function forms of bank efficiency measurement.In the third chapter,it talks about model set and variable selection; confirms the efficiency measure method(SFA) and efficiency measure functional form (beyond the logarithm function). In this chapter we explain the selection of input and output variables and risk variables; on this basis, constructs the beyond logarithm cost function and do the statistical analysis of characteristics of the variables.The fourth chapter, based on the rural credit cooperative efficiency measure method SFA, the analysis is the core content of this paper. Based on the method of SFA and use panel data to do the empirical test for rural credit cooperatives cost after adjusting the risk the efficiency; analyze the risk before and after adjustment for rural credit cooperatives, and make comparison analysis according to the categories of the rural credit c operatives (rural credit cooperatives association, rural cooperative banks and rural commercial banks)The fifth chapter, conclusions and policy recommendations section. According to the above analysis, we mainly get the following conclusions.(1) No matter considering the risk factors or not, the sample of rural credit cooperative cost efficiency has a stead rising trend, and they have no significant difference.(2)Bad loans ratio has a significant negative influence to the rural credit cooperative cost efficiency. The rural credit cooperative cost efficiency after risk adjustment is lower than that before the adjustment. Finally, puts forward relevant policy suggestions on how to make the rural credit cooperatives to improve their efficiency further

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial organizations, banks > Financial organizations in urban and rural areas
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