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1
Okehi, Daniel Onyebuchi. "Modelling Risk Management in Banks: Examining Why Banks Fail?" ScholarWorks, 2014. https://scholarworks.waldenu.edu/dissertations/158.
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The persistent bank failures in the Nigerian financial system have been a major concern of the government, depositors, shareholders, and the general public because of the important roles banks play in the economy. The aim of this research was to determine why there have been persistent bank failures in Nigeria and to investigate whether ineffective risk management in banks, coupled with poor corporate governance practices and nonadherence to regulations (independent variables), play a significant role in the banks' performance(dependent variable). The variables were operationalized by taking VaR as the proxy for risk management, having CRO as proxy for ERM , CAR as proxy for corporate governance, and ROE as proxy for performance. The square gap model formed the theoretical basis of this study. The research design was survey design, and a survey instrument was used to collect data from the target population of 300 senior bank executives who were randomly selected from the 24 operating banks in Nigeria. A multiple regression model was used to examine if risk management, governance practices, and regulation adherence significantly predicted bank performance. The findings of the study confirmed that there is a significant positive relationship between the independent variables and the dependent variable. These findings suggest that, by adopting effective risk management, improving corporate governance practices, and adhering to regulations, Nigerian banks can improve their performance. This research has positive social implications for those in the banking industry by ensuring the safety of the depositors' funds in banks, and stabilizing the payment system in the economy, which historically would have been disrupted by systemic failure in the banking industry.
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Sasraku, Francis M. "Regulatory Structures and Bank –Level Risk Management in Ghanaian Banks." Thesis, University of Bradford, 2015. http://hdl.handle.net/10454/15021.
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This research examines the impact of certain bank-specific variables on bank stability in Ghana, in the context of the existing regulatory structures. The thesis examines this issue along two main themes. The first part of this study examines whether two of the commonly used measures of banking stability, the CAMELS and the Z-Score, provide similar or different results in assessing the stability of banks in Ghana. The results of this study show that the use of the CAMELS and the Z-score measures could lead to different outcomes in terms of bank stability in Ghana. This suggests that the traditional micro-prudential CAMELS framework should be complemented with the Z-score which inherently has both micro and macro-prudential characteristics of signaling weaknesses in bank stability, and to enhance the management of bank stability. The second part of the study examines the impact of some bank-specific variables on bank stability. Using the panel data approach, the results show that while bank size, regulatory governance, regulatory independence and origin impact significantly on the stability score, there was no significant impact in terms of interbank borrowing and non-performing loans. Further analysis using the Blinder –Oaxaca decomposition also suggests that foreign banks in Ghana exhibit relatively higher levels of stability compared to local banks. The policy implications of these findings suggest that the liberalisation of the banking sector should be accompanied by an effective micro- and macro-prudential supervisory regime in order to manage the stability of the constituent banks and the banking sector as a whole.
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Song, Yang. "Performance management in Chinese commercial banks." Thesis, University of Kent, 2016. https://kar.kent.ac.uk/57089/.
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This dissertation aims to design and implement a tailored performance management framework for Chinese commercial banks in order to deal with some of the bank problems. Chinese commercial banks are experiencing rapid development from both internal management and external environments. With increasingly fierce competition, more strict risk management requirements and ongoing reform of process-oriented bank, many issues emerged regarding to the banks management and operations. Performance management is believed to be an effective tool to deal with some of the bank problems. However, the current performance management frameworks used in Chinese commercial banks are mostly designed for general organizations. There is lack of a systematic performance management framework specially designed for Chinese commercial banks considering features of banking operations and their current situations. Thus in this study, the main features of Chinese commercial banks are firstly discussed, which include risk management and external supervisory institutions. Then a performance management review is carried out including key definitions and current developments of performance management theories as well as some performance management methods. The commonly applied six steps performance management framework is adopted in this research since it is consistent with the research purpose. After that, the current performance management studies and practices in Chinese commercial banks are reviewed and discussed. Meanwhile, recent studies show that suitable performance management models are closely related to organizational structure. Therefore a review of organizational structure theories, especially the Minzberg's configuration theory, is carried out. The configuration theory suggests applying different management approaches for different parts of an organization, which assists to identify different structures in Chinese commercial banks and then design proper performance management activities. Based on the above review, a performance management framework for Chinese commercial bank is developed. This framework initially follows the six steps framework and integrates the bank features in management and operations into the performance management activities. The configuration theory is also applied in this framework in order to identify performance management targets as well as design proper performance management approaches. The main contingency factors related to this framework are discussed, especially the factor of stable organizational structure, since a rapid changing organizational structure requires further adjustments of the framework. This framework is applied in a case study which is carried out in a Chinese commercial bank located in Henan province. A performance management system is designed and implemented according to the framework based on the banks current situation. Feedback is collected after the implementation, and generally is positive. The framework is then adjusted by introducing performance tree method in order to deal with rapidly changing organizational structure. Compared with other methods, Performance tree method does not rely on the current organizational structure (e.g. Department structure) to carry out the strategy decomposition and deployment. It is also powerful in looking for innovative improvements in operations. The adjusted framework is applied in another case study carried out in a commercial bank located in Zhejiang province. This bank is experiencing rapid change in both management and operations due to process-oriented banking reform. Traditional performance management approach is found failed to deal with their current situation. A performance management system is designed for this bank based on the adjusted framework. Moreover, we also assist to develop a digital mission monitoring system to track and carry out their daily performance management activities. The feedback is positive after the implementation, and the bank is praised for good progress in building of process-oriented bank. The main contribution of this dissertation is the design and implementation of the tailored performance management framework for Chinese commercial banks, especially the adjustments in framework by introducing the performance tree method. It enriches theories and practices of performance management system in a rapid changing organizational structure. Further studies are suggested to look for more applications of performance tree method in different type of organizations.
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Chikoko, Laurine. "Liquidity risk management by Zimbabwean commercial banks." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1020344.
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Macroeconomic and financial market developments in Zimbabwe since 2000 have led to an increase in many banks‟ overall exposure to liquidity risk. The thesis highlights the importance of understanding and building comprehensive liquidity frameworks as defenses against liquidity stress. This study explores liquidity and liquidity risk management practices as well as the linkages and factors that affected different types of liquidity in the Zimbabwean banking sector during the Zimbabwean dollar and multiple currency eras. The research sought to present a comprehensive analysis of Zimbabwean commercial banks‟ liquidity risk management in challenging operating environments. Two periods were selected: January 2000 to December 2008 (the Zimbabwean dollar era) and March 2009 to June 2011 (the multiple currency era). Explanatory and survey research designs were used. The study applied econometric modeling using panel regression analysis to identify the major determinants of liquidity risk for 15 commercial banks in Zimbabwe. The financing gap ratio was used as the proxy for liquidity risk. The first investigation was on liquidity risk determinants in the Zimbabwean dollar era. The econometric investigations revealed that an increase in capital adequacy reduced liquidity risk and that there was a positive relationship between size and bank illiquidity. Liquidity risk was also explained by spreads. Inflation was positively related to liquidity risk and was a significant explanatory variable. Non-performing loans were not significant in explaining commercial banks‟ illiquidity, which is contrary to expectations. The second investigation was on commercial banks‟ liquidity risk determinants in the multiple currency era by using panel monthly data. The results showed that capital adequacy had a significant negative relationship with liquidity risk. The size of the bank was significant and positively related to bank illiquidity. Unlike in the Zimbabwean dollar era, spreads were negatively related to bank liquidity risk. Again, non-performing loans were a significant explanatory variable. The reserve requirements ratio and inflation also influenced bank illiquidity in the multiple currency regime. In both investigations, robustness tests for the main findings were done with an alternative dependent variable to the financing gap ratio. To complement the econometric analysis, a survey was conducted using questionnaires and interviews for the same 15 commercial banks. Empirical analysis in this research showed that during the 2000-2008 era; (i) no liquidity risk management guidelines were issued by the Reserve Bank of Zimbabwe until 2007. Banks relied on internal efforts in managing liquidity risk (ii) Liquidity was managed daily by treasury (iii) The operating environment was challenging with high inflation rates, which led to high demand for cash withdrawals by depositors (iv) Locally owned banks were more exposed to liquidity risk as compared to the foreign owned banks (v) Major sources of funds were new deposits, retention of maturities, shareholders, interbank borrowings, offshore lines of credit and also banks relied on the Reserve Bank of Zimbabwe as the lender of last resort (vi) Financial markets were active and banks offered a wide range of products (vii) To manage liquidity from depositors, banks relied on cash reserves, calculating and analysing the withdrawal patterns. When faced with cash shortages, banks relied on the daily limits set by the Reserve Bank of Zimbabwe (viii) Banks were lending but when the challenges deepened, they lent less in advances and increased investment in government securities. (ix) Inflation had major effects on liquidity risk management as it affected demand deposit tenors, fixed term products, corporate sector deposit mobilisation, cost of funds and investment portfolios (x) The regulatory environment was not favourable with RBZ policy measures designed to arrest inflation having negative repercussions on banks` liquidity management (xi) Banks had no liquidity crisis management frameworks. During the multiple currency exchange rate system (i) Commercial banks had problems in sourcing funds. They were mainly funded by transitory deposits with little coming in from treasury activities, interbank activities and offshore lines of credit. There was no lender of last resort function by the Reserve Bank of Zimbabwe. (ii) Some banks were still struggling to raise the minimum capital requirements (iii) Commercial banks offered narrow product ranges to clients (iv) To manage liquidity demand from clients, banks relied on the cash reserve ratio, and calculated the patterns of withdrawal, while some banks communicated with corporate clients on withdrawal schedules. (v) Zimbabwe commercial banks resumed the lending activity after dollarisation. Locally owned banks were aggressive, while foreign owned banks took a passive stance. There were problems with non-performing loans, especially from corporate clients, which exposed many banks to liquidity risk. (vi) Liquidity risk management in Zimbabwe was still guided by the Reserve Bank of Zimbabwe Risk Management Guideline BSD-04, 2007. All banks had liquidity risk management policies and procedure manuals but some banks were not adhering to them. Banks also had liquidity risk limits in place but some violated them. Furthermore, some banks were not conducting stress tests. Although all banks had contingency plans in place, none were testing them. Specifically, the research study highlighted the potential sources of liquidity risk in the Zimbabwean dollar and multiple currency periods. Based on the results, the study recommends survival strategies for banks in managing liquidity risk in such environments. It proposes a comprehensive liquidity management framework that clearly identifies, measures and control liquidity risk consistent with bank-specific and the country‟s macroeconomic developments. The envisaged framework would assist banks in dealing with illiquidity in a manner that would be less disruptive and that could render any future crisis less painful. Of importance is the recommendation that the central bank might not need to be too strict or too relaxed, but be moderate in ensuring an enabling regulatory environment. This would help banks to manage liquidity risk and at the same time protect depositors in any challenging operating environment. In both the studied time periods, there were transitory deposits. Generally there is need to inculcate a savings culture in Zimbabwe.
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Kohlert, Daniel. "Anlageberatung und Qualität - ein Widerspruch? : zur Utopie qualitativ hochwertiger Anlageberatung im Retail-Banking /." Baden-Baden : Nomos, 2009. http://d-nb.info/99124219X/04.
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Morton, Kenneth. "Exploring Bank Managers' Strategies for Developing Millennials for Leadership Roles in Commercial Banks." ScholarWorks, 2016. https://scholarworks.waldenu.edu/dissertations/2416.
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Understanding strategies to prepare Millennials for leadership roles in commercial banks is critical to ensure organizational stability and success and to avoid knowledge gaps and leadership deficiencies created by large numbers of retiring Baby Boomers. Guided by learning network theory and generational theory, the purpose of this multiple case study was to explore the strategies that 3 bank managers in North Carolina and South Carolina used to prepare Millennials for leadership. These 3 bank managers had a minimum of 2 years of experience leading teams of employees which included Millennials. The study included semistructured interviews to elicit detailed narratives from the bank managers on their experiences in preparing Millennials for leadership roles. Additional data included a review of public and private documents containing developmental activities and leadership program details used with Millennials. All data were analyzed and coded to identify recurring themes. Methodological triangulation was used to identify 5 key strategies used by managers to help prepare Millennials for leadership including structured development processes, generational alignment and engagement, coaching and mentoring, leveraging technology, and communications. Bank managers could use these findings to implement successful strategies to help Millennials prepare for leadership roles. Doing so promotes positive social change by identifying these strategies for bank managers to prepare key talent for leadership roles within organizations.
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Crawford, Jason. "Regulation's Influence on Risk Management and Management Control Systems in Banks." Doctoral thesis, Uppsala universitet, Företagsekonomiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-332037.
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This dissertation explores regulation’s influence on risk management and management control systems (MCS) in banks. The dissertation comprises of an introductory chapter, two published book chapters, one of which is an extensive literature review, and two working papers, presented at several European conferences. The overall objective of this dissertation is to explore how banks are responding to banking regulation in light of the 2007-08 financial crisis and what the implications of those responses are, particularly in relation to risk management and MCS, and their interactions. The overall research question is therefore: what influence does regulation have on risk management and management control systems in banks over time? The intended ambition is to contribute to existing knowledge on the relationship between bank regulation, risk management, and MCS by providing several practical and theoretical contributions. The dissertation employs an adapted theoretical framework and uses institutional theory and contingency theory to expose tensions between, the demands for uniformity residing in banking regulation, and the demands for uniqueness residing inside banks themselves as they seek to maintain control over the design and use of their organizational controls. The empirical material used in the longitudinal case study is gathered from a large European bank. The main findings of the dissertation are as follows. In Paper I, the findings show that banking regulation’s influence on risk management and management control is mixed, which in turn can influence risk management’s integration with MCS. The paper also finds that very little knowledge exists about regulation’s influence on risk management and MCS. In Paper II, the findings show that while regulatory influence in IT control has increased over time, banks continue to exercise significant influence over regulatory demands. In Paper III, the findings show how regulation’s influence varies considerably over time and that increased regulatory pressure can lead to a higher degree of integration between risk management and MCS across the three dimensions of integration. In Paper IV, the findings show how regulation’s influence is shaping the mental processes of management and employees, and can vary significantly based on several identified factors.
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Bhowal, Subhendu. "Heterogenous banks and macroprudential regulations." Thesis, Massachusetts Institute of Technology, 2019. https://hdl.handle.net/1721.1/121836.
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Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2019Cataloged from PDF version of thesis.
Includes bibliographical references (pages 47-49).
This paper studies how financial intermediation varies across banks. Bank size is a first-order determinant of banks' capital structure in the cross-section. Largest banks have the lowest capital-to-asset ratio and the lowest ratio of Tier-1 capital against risk-weighted assets. These large banks earn a larger interest income per dollar invested in their loan portfolio than small banks, and they maintain the highest net interest margins among all banks. A cash flow sensitivity analysis shows that the largest banks are the most tightly constrained by minimum capital requirement, while all other banks maintain capital in excess of minimum capital requirement regulation. Empirically, banks do not adjust their lending portfolio dollar for dollar as their net profits increase or lever up immediately by issuing more deposits. Further, we find that the financial accelerator amplifies productivity shock in aggregate data. The impulse response to total productivity shock shows that the loan volume of the capital-constrained largest banks does not respond positively to positive productivity shocks. This is in contrast to smaller banks that increase loans when productivity improves in the economy.
by Subhendu Bhowal.
S.M. in Management Research
S.M.inManagementResearch Massachusetts Institute of Technology, Sloan School of Management
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Johnson, Cheryl J. "Employee Turnover at Community Banks." ScholarWorks, 2018. https://scholarworks.waldenu.edu/dissertations/4795.
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Some community bank managers do not possess the skills needed to retain employees, which increases employee turnover and decreases their competitive advantage. The purpose of this explanatory case study was to explore strategies community bank managers use to minimize employee turnover for their organization. The population consisted of 4 community bank managers in the Central Florida area who had at least 1-year of managerial experience evaluating employee retention. The conceptual framework was the jobs characteristics theory of Hackman and Oldham. Data were collected from semistructured face-to-face interviews and business documentation. Methodological triangulation was appropriate to validate the creditability and interpretation of the data. Three themes derived from analysis of coded of words and phrases: (a) employee compensation, (b) open communication, and (c) opportunities for growth and development. The implication of social change includes the potential for business managers to improve employee motivation and job satisfaction by implementing strategies to retain employees and reduce employee turnover for their organization leading to better customer service. The results from this study may also strengthen community wealth and knowledge by improving the standard of living for returning customers because of quality customer satisfaction.
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Sikorska, Małgorzata, and P. G. Pererva. "Classification of corporative banks." Thesis, NTU "KhPI", 2018. http://repository.kpi.kharkov.ua/handle/KhPI-Press/36484.
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Wolf, Elke. "IS risks and operational risk management in banks /." Lohmar : Eul, 2005. http://www.gbv.de/dms/zbw/480662231.pdf.
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Detmers, Gunda-Alexandra [Verfasser]. "Expectations Management of Central Banks / Gunda-Alexandra Detmers." Berlin : Freie Universität Berlin, 2016. http://d-nb.info/1120410444/34.
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Roberts, Dominic. "Exploring risk perception and management in UK banks." Thesis, University of Essex, 2015. http://repository.essex.ac.uk/15525/.
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The concept of risk has been interpreted, defined and researched overtime in many different ways. This research uses semi-structured interviews to explore the perception of risk through the views of UK bank managers. Although different risks are identified and discussed in this thesis, the main risk that these interviews are concerned with is credit risk. It builds on previous work from Mikes (2009, 2011) and Wahlstrom (2009) and uses structuration theory to understand how human beings interact with social systems to produce organizational outcomes. Twenty five (25) interviews were conducted among banking managers and executives over a period of close to two years. There were five (5) banks that participated in this research but the largest two banks (Glass bank and Penny bank) were analysed and presented separately because of the significant differences in their approaches to risk management despite their similarities in size and international operations. The other three (3) banks were much smaller in operations with no global operations and not much overall differences in their approach to risk management. The research finds three distinct approaches to risk management, based on perception. The first approach is based on a perception of risk as a measureable and quantitative construct. Managers and risk executives from Glass bank are strong believers of this risk philosophy and hence, the social subject (agent) is consciously separated from the object (the system) and the rule and procedures are viewed as being separate and distinct from the agents that implement and reproduce them. This approach mirrors what Layder (1987) refers to as “structural dualism” where the subject and the object are independent of each other but work together to produce organizational outcome. The emphasis in this approach is on the structure. The second approach to risk is situated in the belief that risk should be explored as a social variable, where the emphasis is not exclusive to measurement and calculation but rather on understanding risk by examining customer needs and building relationships through communication in an effort to better serve risk needs. This approach was mostly evident in Penny bank where risk is operationalized, as opposed to being centralized as in Glass bank and the focus is on customer satisfaction and a moderate risk-return philosophy. The emphasis on this approach is on the agent. The third approach to risk, views risk as a mixture of both system or structure and agent. This approach was most common among the other three (3) smaller banks. Fairly equal weight was ascribed to understanding risk as a social force and measuring it as a wealth creator. In each case, the role of the agent was recognised but the importance of the agent in reproducing organizational outcome is different. This study also finds that the changes made to the risk management system after the financial crisis reflects an intensification of the old procedures in all of the banks. This, is a mostly because bank managers do not believe that the system is inherently flawed (as argued by McGoun 1995) but rather needs to be improved and perfected.
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Sroka, Martin. "Risk management of multinational banks operating in CEE." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-125137.
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Multinational banks dominate the banking sectors in Central- and Eastern European countries and are an important partner for the domestic real economies. The aim of this paper is to examine the risk-return variations of these financial institutions in different macroeconomic stages in and around the global financial and economic crisis. The capital adequacy ratio (CAR) is used as a representation of the overall risk a bank is exposed to. The question is if a change in GDP growth implies a reciprocal change in CAR of a bank and if a change in CAR leads to a reciprocal change in net income. In addition, it will be tried to assess the consistency of the risk strategies of different subsidiaries of the same banking group. To conduct the research CAR is firstly derived as a suitable holistic risk measure in the theoretical part of this paper. Then, in the empirical part a case study is carried out that comprises the Czech and Slovak subsidiaries of four multinational banking groups and that is designed for the time horizon from 2008 to 2010. Qualitative as well as quantitative methods are applied.
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Gardiner, Leslie J. (Leslie Jean) Carleton University Dissertation Management Studies. "The Organizational structure of transnational banks; a comparative analysis of global operations." Ottawa, 1988.
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Rumanová, Markéta. "Analýza účetních a řídících procesů v bance se zohledněním rizika. Banka na zelené louce." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-165406.
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The aim of this paper is to analyse processes particularly connected with providing bank services. Accordingly, those which enable standard bank existence; lead to the bargain; hedge the risks which rise from this bargain; accomplish book entry of this bargain and assure the profit. The analysis provides the "big picture" of all the circumstances with influence on bank financial management and adverts to aspects determining the bank sector. The outcome of the analysis is the overview of bank regulations, risk management and achieving expected return on equity.
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Kuchelmeister, Patrick. "Industrialisation in savings banks : an empirical analysis using the example of German savings banks." Thesis, University of Gloucestershire, 2015. http://eprints.glos.ac.uk/2494/.
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This study examines the notion that the term “Industrialisation” within the banking system is not clearly understood, nor its impact on the whole value added chain. The goal is to establish a clear definition of the term “Industrialisation” in an international context and study the manifestation and impact of Industrialisation across the length of the banking value added chain. Four indicators of Industrialisation (standardisation, automation, specialisation, quality management) were identified through a systematic literature review. The work focuses on one of the ‘three pillars’ of the German banking system: the East German Savings Banks Group. The research uses a homogenous multi method approach utilizing statistical financial information, existing documentary evidence and questionnaires. The data (quantitative and qualitative) was derived from files held by the national association on the 48 savings banks, and from 36 quantitative questionnaires returned by respondent banks. The 36 complete data sets were systematically combined using a comprehensive regression approach. The data was used to test three over-arching hypotheses, each relating to connections between the (generally understood) four stages of the value-added chain, activities related to each stage and indicators of banking success. The research clearly identified that: 1) Industrialisation dominates the savings banks value added chain. 2) Industrialisation augments financial outcomes and ‘perceived success’ in product development, marketing, settlement and transactions. 3) Outsourcing functions are negatively correlated to banking success in these value added stages. 4) Success in risk management was shown to be contingent on settlement and transactions, but no other activities. Automated services, such as self-service terminals and internet banking, are successful in the areas of settlements, transactions, marketing and customer relations. Increasing automation and standardisation can increase the perceived and quantitative measured success within the value added chain. Conclusions & Implications: The developed model extends knowledge in the area of banking and Industrialisation, showing increasing interaction between stages along the value-added chain. The closer the stages, the stronger the effects. The model provides a guide for managerial attention in adding value through Industrialisation techniques in the industry. The management implications of the study are that the savings banks should focus on their core competencies in providing a holistic in-house service in routine transactions, as well as supporting exceptional financing and investment tasks for their clients. To enhance the efficiency of Industrialisation across the value added chain, savings banks should find standards and routines contributing to Industrialisation success in risk management, and seek to comprehensively link the function of risk management to the value added chain stages.
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Alhajraf, Nayef Falah Mubarak. "Disclosure in the financial statements of banks : International accounting standards no.30 and the Kuwaiti banks." Thesis, University of Hull, 2002. http://hydra.hull.ac.uk/resources/hull:3534.
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Disclosure in financial statements in general has been the subject of many studies, yet disclosure in banks' financial statements has not yet been given the attention and research it deserves. Such a lack of attention might be due to the financial statements users themselves not paying enough attention to it, or due to the banks' management not being keen to practise more disclosure within their financial statements.In Kuwait, disclosure in general, and within the banking industry in particular, has been receiving more attention for the last ten years or so, but such attention has not been explained yet.International accounting standard No.30 forms the foundation of the disclosure in the banks financial statements and similar institutions, and as Kuwait implemented the International Accounting Standards in 1990, banks fell under the IAS 30 requirements regarding the disclosure in their financial statements. In this exploratory study, two avenues are investigated: first, users' evaluation of the disclosure level within the banks' financial statements in Kuwait; and second, the measurement of the actual disclosure in the banks' financial statements in Kuwait. Asurvey method is applied to evaluate the disclosure level in the banks' financial statements, while an index method is applied to for measuring the disclosure level in the banks' financial statements.
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Mawocha, Tineyi Emmanuel. "The disintermediation of commercial banks by non-bank financial institutions in Swaziland." Thesis, Stellenbosch : University of Stellenbosch, 2009. http://hdl.handle.net/10019.1/985.
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Thesis (MDF (Development Finance))--University of Stellenbosch, 2009.ENGLISH ABSTRACT: This research is influenced by and starts from the work carried out by the IMF in Swaziland, wherein they comment about the significant growth in the use of savings and credit co-operatives compared with that of commercial banks. They also report the lack of growth of the financial sector resulting in sluggish economic growth. This report sets out to establish through a survey, the attitude of the Swazi public towards commercial banks, and to establish if indeed there is a deliberate move away from commercial banks to non-bank financial institutions in general. In the process the reasons for migrating from commercial banks are established. In addition, the ultimate use of funds borrowed in general, is also investigated. Specifically for those people who use non-bank financial institutions (NBFIs), the research further probes the uses of such funds, and whether or not such funds are likely to affect economic growth. The survey is augmented by results from questionnaires responded to by selected microfinance institutions (MFIs) as a means of cross-checking and validating results obtained from the public survey. Findings are that in Swaziland, while the growth of savings and credit co-operatives (SACCOs) is acknowledged, there does appear to be a tendency to still use commercial banks by the economically active population. Borrowing tends to be for school fees, followed by the purchase of building materials for constructing rural homes on ancestral land, as well as for personal use and business activities. It also appears that the majority of users of financial intermediaries are civil servants, which comes as no surprise as government is the largest employer. The conclusion is that Swaziland’s problems with sluggish economic growth appear to be from more than a shallow financial sector, but a myriad of other reasons that have not been explored in this study.
AFRIKAANSE OPSOMMING: Die navorsing is gebaseer op die uitkoms van die werk uitgevoer deur die Internasionale Monetêre Fonds (IMF) as vertrekpunt, waarin hulle meer beduidende groei in die gebruik van spaar en krediet-kooperatiewe gevind het in vergelyking met die trae groei in die gebruik van kommersiële banke. In dieselfde verslag haal hulle ook aan dat die gebrek aan voldoende groei in die finansiële sektor onderliggend is aan die stadige ekonomiese groei. Hierdie verslag bepaal deur middel van ‘n opname, die gesindheid van die Swazi-publiek teenoor kommersiële banke om vas te stel of daar ‘n opsetlike voorkeur vir nie-finansiële instellings is, bo kommersiële banke. Die studie ondersoek ook die spesifieke gebruik en toepassing van fondse verkry vanaf nie-finansiële kooperatiewe en of die gebruik daarvan ‘n negatiewe impak op ekonomiese groei het. Die uitkoms van hierdie ondersoek word bevestig deur die bevindinge van vraelyste wat deur geselekteerde mikro-finansiële instellings voltooi is, te vergelyk met die bevindinge van publieke opnames. Die bevindinge vir Swaziland is dat alhoewel daar groei is in die spaar-en krediet-kooperatiewe, daar steeds ‘n tendens onder die ekonomies aktiewe populasie is om gebruik te maak van kommersiële banke. Lenings word hoofsaaklik gebruik vir die befondsing van skoolgelde, daarnaas vir die aankoop van boumateriaal vir die konstruksie van landelike huise in voorvaderlike gebiede wat deur stamleiers toegeken word, sowel as vir persoonlike gebruik en besigheidsfinansiering. Dit wil ook voorkom asof die meerderheid van die leners staatsamptenare is. Dit is te verwagte, aangesien die regering die grootste werkgewer is. Die gevolgtrekking van die ondersoek is dat Swaziland se trae ekonomiese groei meer onderliggende beperkende oorsake het as bloot net die oppervlakkige uitwerking van die (kommersiële) finansiële sektor. Hierdie onderliggende redes word nie verder ondersoek as deel van hierdie studie nie.
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Takano, Hidekazu 1960. "Japanese banks in the 21st century." Thesis, Massachusetts Institute of Technology, 2000. http://hdl.handle.net/1721.1/9210.
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Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2000.Also available online at the DSpace at MIT website.
Includes bibliographical references (leaf 104).
Since the collapse of Japan's so called "bubble economy" in the early 1990s, Japanese banks have struggled to recover their former strength, facing an unprecedented amount of bad debts. Although major banks seem to have passed a toughest period in terms of bad debts, the new environment requires them to fight in more competitive markets, where foreign financial institutions and other new entrants are active. Recent announcements of large mergers show that Japanese banking industry is now in the middle of restructuring in order to survive in the face of tougher competition and to develop sustainable competitiveness. Their style in managing business is also changing by adopting U.S. model. This thesis studies the changing environment, which includes the change of economy, society, regulations, human resource etc. It examines the restructuring of banking industry in Japan, taking examples such as Mizuho Financial Group. Finally, I try to propose a direction which they should take toward the 21st century.
by Hidekazu Takano.
M.B.A.
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Fick, William. "A framework to investigate risk management in commercial banks." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1009429.
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Businesses are continuously exposed to a changing business environment which may either exert positive or negative influences on profitability. The banking industry, in particular, is highly competitive and bank failures can have significant consequences for customers. Commercial banks, therefore, have a responsibility to protect their customers by implementing sound risk management strategies. In light of the recent financial crises (since 2007), risk management has once again become a popular topic of discussion since adequate risk management should have prevented or minimised the impact of the risks faced by failed banks. The primary objective of this study was to develop a framework that could be used by South African commercial banks to investigate risk management. Qualitative research was conducted in this regard. From this, findings and recommendations were derived in order to provide banks with a tool by which they could assess their exposure to risk. Various journals, websites, newspapers, bank reports and textbooks were consulted in support of the literature. The literature provided background information on the history and development of the risk management process. Considerable attention was given to the categories of risk that an adequate risk management framework should address. Furthermore, the current models used to manage risk in commercial bank were provided, as well as the specific reasons for bank failures. The main findings of this study were the identification of the most significant reasons for banking failures. These were identified as capital inadequacy, credit risk due to non-performing loans and a lack of banking supervision. In addition to these reasons, several other contributing principles were identified as important factors to be included in a risk management framework. A risk management framework was thus constructed in Table 5.1 based on the literature regarding global banking failures and the relevant conclusions made by the researcher.
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Moeung, Makara. "Integrated micro-finance a banking and financial management model for grassroots entrepreneurial development in Cambodia /." Swinburne Research Bank, 2009. http://hdl.handle.net/1959.3/48729.
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Thesis (PhD) - Faculty of Business and Enterprise, Swinburne University of Technology, 2009.Thesis is submitted in fulfilment of the requirements for the degree Doctor of Philosophy, Faculty of Business and Enterprise, Swinburne University of Technology - 2009. Typescript. Includes bibliographical references (p. 190-197) Restricted: no access. Release date 1st January 2011.
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Tam, Pui Neng. "Asset and liability management of commercial banks in Macau." Thesis, University of Macau, 1997. http://umaclib3.umac.mo/record=b1636255.
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Winkelmann, Lars [Verfasser]. "Empirical Studies on Central Banks' Expectations Management / Lars Winkelmann." Berlin : Freie Universität Berlin, 2013. http://d-nb.info/1036638413/34.
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McConnell, Patrick J. "Information technology for market risk management in international banks." Thesis, Henley Business School, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.320861.
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Eguaoritseyemi, Okirika Temeoweikuro. "Investigation into credit risk management practices in Nigerian banks." Thesis, University of Buckingham, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.549719.
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Frail credit risk management practices have dragged financial intermediaries into financial crisis or bankruptcy if not well managed. The study seeks to appraise the intent to which Nigerian banks have meritoriously managed credit risk after the 2005 bank recapitalization exercise. It also seeks to establish other factors on why some banks to fail the 2009 stress test conducted by Central Bank of Nigeria. The study found that the failure to effectively manage credit risk as a result of increase capital inflow into the banking system and excessive lending contributed immensely to the 2009 banking crisis. The research also identified lax credit risk management practices as a major factor that caused the crisis. Furthermore, banks to develop and implement their credit I scoring models for assessing, monitoring and reviewing of credit portfolios and other credit granted.
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Ye, Chasnyk. "Management of the financial resources formation for commercial banks." Master's thesis, Sumy State University, 2020. https://essuir.sumdu.edu.ua/handle/123456789/81800.
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Метою даної роботи є дослідження системи формування та управління фінансовими ресурсами банків.
Об’єкт дослідження – процеси формування банківських фінансових ресурсів на макрорівні та мікрорівні (на прикладі Першого українського міжнародного банку (ПУМБ)).
Предмет дослідження економічні відносини що виникають при формуванні та управлінні фінансовими ресурсами банків.
У першому розділі магістерської роботи аналізуються та узагальнюються теоретико-методологічні основи формування ресурсної бази банків. У другому розділі проведено структурно-динамічний аналіз ресурсної бази банків України впродовж 01.01.2012-01.01.2020 рр. та структурно-динамічний аналіз ресурсної бази Першого Українського Міжнародного Банку (ПУМБ) впродовж 2016-2020 рр.. У третьому розділі узагальнено позитивний досвід впровадження модифікованих інструментів формування фінансових ресурсів банків та приведені напрями розвитку банківської клієнтської бази.
При написанні роботи використовувались матеріали періодичних видань, монографічна література, аналітичні та статистичні матеріали НБУ та фінансова звітність ПУМБ.
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Angerer, Xiaohong W. "Empirical studies on risk management of investors and banks." Connect to this title online, 2004. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1092764216.
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Thesis (Ph. D.)--Ohio State University, 2004.Title from first page of PDF file. Document formatted into pages; contains xi, 135 p.; also includes graphics. Includes bibliographical references (p. 131-135). Available online via OhioLINK's ETD Center
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Wang, Yang. "Credit risk management in rural commercial banks in China." Thesis, Edinburgh Napier University, 2013. http://researchrepository.napier.ac.uk/Output/6659.
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Credit risk is one of the most general risks that exist in the financial market and a major risk faced by financial institutions. Credit risk management (CRM) is to identify, measure, monitor, and control risk arising from the possibility of default in loan repayments. The primary objective of CRM of rural commercial banks (RCBs) is to maintain risk within acceptable parameters and satisfy the regulatory requirements. CRM has long been the focus of governments, regulatory authorities and financial institutions. This thesis examines the importance of CRM for RCBs, which has been overlooked in the literature, and attempts to develop a CRM framework for RCBs. It has four specific research objectives: 1) to discuss the differences between RCBs and city based-commercial banks; 2) to examine the importance of CRM for RCBs and identify the approaches available for banks to manage credit risks; 3) to identify the key factors that have influenced the credit evaluation and assessment, as well as credit risk control in the context of China's RCBs; and 4) to propose a practicable CRM framework that suits the characteristics of Chinese RCBs. This study adopts qualitative analysis and case study approaches to identify key factors contributing to the failure of RCBs' customers, resulting in loan defaults and banks' credit risk. The quantitative-based CRM tools available for large financial institutions do not meet the requirements of RCBs because the main customers of RCBs are small and medium-sized enterprises (SMEs) and farming households and there is a lack of financial data and credit rating relating to these customers. In addition to normal risks faced by financial institutions, RCBs in China are also exposed to risks specifically to rural commercial banking business and in particular, farming-related loans and services. This study proposes a CRM framework for RCBs in China. The framework is based on the identification of business failures of RCBs' customers and factors contributing to the failures of SMEs and farming households. The framework is divided into five steps. The first step is to distinguish business failure and closure. The second step is to identify factors contributing to the failure of customers, which should be considered from environmental, operational, financial and guanxi aspects. The third step is to use PCA to identify principal factors. The fourth step is to design a credit risk analysis model with an analysis of these principal factors. The final step is to use the credit risk analysis model to manage credit risks of their portfolios and individual loans provided to SMEs and farming households. The CRM framework has been confirmed by practitioners through interviews conducted in the case bank. Interviews raise a number of issues relating to the development of a CRM model and assessment of credit risk of SMEs in China. The case study through an analysis of documents of the case bank reveals the importance of CRM and organisational structure in risk management and CRM. The case study presents evidence of lacking of practical methods in managing credit risk by RCBs in China. The proposed framework expects to address the problem. This study has made several contributions to the literature that studies CRM in financial institutions in general and RCBs in particular. This study critically identifies the current lack of studies specifically addressing the RCBs' CRM, and proposes a CRM framework for RCBs. The framework considers financial and non-financial variables to analyse SMEs and farming household for which financial information is very limited. Using nonfinancial variables along with financial variables as predictors of business failure significantly improves credit analysis quality and accuracy. Also, this study recognises guanxi as risk potentials affecting the business of SMEs and farming households and includes guanxi risks in the framework. The consideration of guanxi in credit risk analysis fits well with China's business environment.
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Schmaltz, Christian. "A quantitative liquidity model for banks." Wiesbaden : Gabler, 2009. http://d-nb.info/996419934/04.
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van, Schalkwyk Garth. "Mathematical models for optimal management of bank capital, reserves and liquidity." University of the Western Cape, 2019. http://hdl.handle.net/11394/6643.
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Philosophiae Doctor - PhDThe aim of this study is to construct and propose continuous-time mathematical models for optimal management of bank capital, reserves and liquidity. This aim emanates from the global financial crisis of 2007 − 2009. In this regard and as a first task, our objective is to determine an optimal investment strategy for a commercial bank subject to capital requirements as prescribed by the Basel III Accord. In particular, the objective of the aforementioned problem is to maximize the expected return on the bank capital portfolio and minimize the variance of the terminal wealth. We apply classical tools from stochastic analysis to achieve the optimal strategy of a benchmark portfolio selection problem which minimizes the expected quadratic distance of the terminal risk capital reserves from a predefined benchmark. Secondly, the Basel Committee on Banking Supervision (BCBS) introduced strategies to protect banks from running out of liquidity. These measures included an increase of the minimum reserves that the bank ought to hold, in response to the global financial crisis. We propose a model to minimize risk for a bank by finding an appropriate mix of diversification, balanced against return on the portfolio. Thirdly and finally, in response to the financial crises, the Basel Committee on Banking Supervision (BCBS) designed a set of precautionary measures (known as Basel III) for liquidity imposed on banks and one of its purposes is to protect the economy from deteriorating. Recently, bank regulators wanted banks to depend on sources such as core deposits and long-term funding from small businesses and less on short-term wholesale funding.
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Geldenhuys, Rian. "The participation of dedicated banks in the National Payment System as clearing and settlement banks." Thesis, Stellenbosch : Stellenbosch University, 2006. http://hdl.handle.net/10019.1/50664.
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Thesis (MBA)--Stellenbosch University, 2006.ENGLISH ABSTRACT: The National Payment System is currently dominated by uncompetitive banks and there is growing resistance by the South African public over the current fees being charged. The legislature is proposing a new Bill which aims at creating a new category of banks, namely Dedicated Banks. These Dedicated Banks will have lower capital requirements, thus making it more attractive to establish a Dedicated Bank. The aim of the Dedicated Banks Bill is to bring banking services to the masses. The Dedicated Banks may provide banking services to consumers at much more competitive fees. The aim of this study is to determine whether Dedicated Banks will be allowed to participate in the National Payment System as clearing and settlement banks. A detailed review is conducted of the current National Payment System, the framework in which it operates and incentives currently underway to guide the modernisation of the National Payment System. A critical analysis of the legal framework of the National Payment System in conjunction with the Dedicated Banks Bill is undertaken to determine whether there is any legislative scope for allowing Dedicated Banks to participate in the National Payment System. An assessment of the competitive environment of the National Payment System is given to determine whether regulators may consider allowing Dedicated Banks their participation as clearing and settlement banks. The arguments presented are confirmed by the Reserve Bank's 2010 vision for the National Payment System which confirms the conclusions reached that Dedicated Banks may indeed participate in the National Payment System as clearing and settlement banks. The risk which participants may introduce into the National Payment System is investigated in order to determine whether this may pose as an additional barrier to Dedicated Banks' participation as clearing and settlement banks.
AFRIKAANSE OPSOMMING: Die Nasionale Betalingstelsel word huidiglik gedomineer deur onmededingende banke en daar is groeiende weerstand deur die Suid-Afrikaanse publiek oor die huidige fooie wat gevra word. Die wetgewer het 'n nuwe konsep wet voorlê wat daarop gemik is om 'n nuwe kategorie van banke daar te stel, naamlik Toegewyde Banke. Hierdie Toegewyde Banke sal laer kapitaal vereistes he, wat dit aantrekliker sal maak om 'n Toegewyde Bank op die been te bring. Die doel van die konsep wet is om bankdienste aan die massas te bring. Die Toegewyde Banke mag moontlik bankdienste aan kliente bied teen meer mededingende fooie. Die doel van hierdie studie is om vas te stel of Toegewyde Banke toegelaat gaan word om deel te neem aan die Nasionale Betalinstelsel as verrekeningsbanke. 'n Omvattende ondersoek word onderneem van die huidige Nasionale Betalingstelsel, die raamwerk waarbinne dit werksaam is en huidige pogings wat onderweg is vir die modernisering van die Nasionale Betalingstelsel. 'n Kritiese analiese van die regsraamwerk saam met die konsep wet word vervat om sodoende vas te stel of daar enige wetlike weg is om Toegewyde Banke toe te laat om deel te neem aan die Nasionale Betalingstelsel. 'n Vasstelling van die mededingende omgewing van die Nasionale Betalingstelsel word weergegee om vas te stel of die regulatoriese instansies dit mag oorweeg om Toegewyde Banke toegang te verleen as verrekeningsbanke. Die argumente wat voorgele word, word ondersteun deur die Reserwebank se 2010 visie vir die Nasionale Betalingstelsel wat die konklusies wat gemaak word ondersteun, naamlik dat Toegewyde Banke wel mag deelneem aan die Nasionale Betalingstelsel as verrekeningsbanke. Die risiko wat deelnemers aan die Nasionale Betalingstesel mag bring word ondersoek om sodoende vas te stel of dit enige verdere hindernis vir Toegewyde Banke se deelname as verrekeningsbanke mag bring.
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Montecinos, Bravo Alexis. "Private and government banks : a DSGE approach." Thesis, Massachusetts Institute of Technology, 2017. http://hdl.handle.net/1721.1/113951.
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Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2017.Cataloged from PDF version of thesis.
Includes bibliographical references (pages 25-26).
This paper studies the role of public banks in a Dynamic Stochastic General Equilibrium (DSGE) model with heterogeneous financial intermediaries. In accordance with the empirical literature on the subject, this study shows that the presence of public banks alter the reaction of the aggregate variables to negative shocks relative to standard DSGE models. Namely, the economy is able to recover faster following negative shocks due to the less pro cyclical behavior of government banks. The paper shows that ignoring this dimension of heterogeneity may render misleading assessments and conclusions regarding economic variables like GDP, consumption, investment, labor, etc.
by Alexis Montecinos Bravo.
S.M. in Management Research
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Alves, Raul AragÃo. "Management of commercial banks versus independent assets management, using capm model - Brazil equity funds." Universidade Federal do CearÃ, 2015. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14792.
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nÃo hÃEste artigo busca contribuir com um estudo para identificar os melhores gestores entre Bancos Comerciais e Assets Independentes de fundos de investimento em aÃÃes do tipo ANBIMA Ibovespa Ativo (FIA). Para analisar e diferenciar os melhores gestores, foi utilizada a metodologia Capital Asset Price Model (CAPM), proposto por Willian Sharpe (1964) e o Alfa de Jensen para capturar o quanto o gestor gerou de retorno acima do esperado pelo nÃvel de risco da carteira do fundo. A base de dados composta em painel contendo apenas FIA com cotas mensais de dezembro de 2003 a janeiro de 2014. Com essa base de dados e os Alfas estimou-se as regressÃes individuais dos 46 fundos. ApÃs a estimaÃÃo do Alfa de cada FIA, esses AlfaÂs foram organizados em um cross section, adicionado a uma variÃvel dummy para fundos geridos pelos Bancos Comerciais e Assets Independentes. A partir desta anÃlise, podese analisar e comparar quais instituiÃÃes agregam mais resultados aos investidores. Para fundos geridos por Bancos Comerciais, o Alfa à estatisticamente negativo, enquanto que os geridos por Assets Independentes o alfa à estatisticamente positivo.
This article seeks contribute to a study to identify the best managers of Commercials Banks and Independent Assets of stock mutual Funds ANBIMA Ibovespa Ativotype (FIA). To analyze and differentiate the best managers, the methodology Capital Asset Price Model (CAPM) was used, proposed by William Sharpe (1964) and the Alpha Jensen to capture how the managers generated a return higher than expected by the portfolio's risk level background. Database comprised a panel containing just FIA with monthly quotas of December 2003 to January 2014, with this database and estimated alphas in the individual regressions of 46 funds. After alpha estimating each FIA, these alfa's were arranged in a cross section using a dummy variable for funds managed by Commercial Banks and Independent Assets. From this analysis we can analyze and compare which institutions add more results to investors. For funds managed by Commercial Banks alpha is negative, while the Independent Assets managed by the alpha is statistically positive.
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Li, Li. "Bank regulation, corporate governance and bank performance around the world." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B43224088.
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Clancy, David. "Management Reorganizations in the THB Global Banks - A Case Study." ScholarWorks, 1993. http://scholarworks.waldenu.edu/dissertations/16.
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The dissertation focuses on the multiple reorganizations of Manufacturers Hanover between March 1985 and June 1991. The research sought to find a relationship with the reorganizations and the stock price and performance measures of the Bank. The purpose was to determine if the reorganizations provided a measurable impact on theperformance of the Bank. The conclusions of this research established that the reorganizations, if intended to improve the performance of the Bank, were not effective.
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Daccache, Rudy. "Interest Rate and Liquidity Risk Management for Lebanese Commercial Banks." Thesis, Lyon 1, 2014. http://www.theses.fr/2014LYO10100/document.
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L'objectif de cette thèse est de fournir à la Banque Audi des outils économétriques et appliqués pour une gestion des risques plus efficace et plus robuste. Les banques libanaises sont aujourd'hui confrontées à des défis plus importants que jamais: l'avenir de la région Moyen-Orient repose sur les conséquences de la guerre civile syrienne. Dans ce contexte, la gestion des taux d'intérêt et de la liquidité s'avère de plus en plus compliqué pour les banques commerciales. En premier lieu, le risque de taux d'intérêt sur le marché libanais sera étudié. Ce marché est connu pour son manque de liquidité et le problème de calibrage des modèles de taux est difficile. Afin de résoudre ce problème, nous utilisons les prix historiques des obligations émises par le gouvernement libanais et libellées en monnaie locale et en dollars américains. Nous considérons des modèles de Nelson-Siegel et Svensson et contraignons le niveau corrélation des facteurs pour stabiliser l'estimation des paramètres de ces modèles. La méthode conduit à des résultats qui s'interprètent très facilement d'un point de vue économique et peuvent être utilisés pour la prévision des variations de la courbe des taux en se basant une analyse ´économique prospective. En second lieu, la problématique des dépôts des clients traditionnels sera étudiée. Ces derniers sont reconnus comme étant la source principale de financement des banques commerciales libanaises (80-85% du passif). Bien qu'ils soient contractuellement des dépôts à court terme (principalement un mois) versant des taux d'intérêt fixes, ces dépôts sont assimilés à une source de financement stable possédant un comportement proche des taux d'intérêt du marché. Nous développons un modèle à correction d'erreur représentant un équilibre à long terme entre le Libor et le taux moyen du secteur bancaire libanais offert sur les dépôts en dollars américains. Les résultats permettent de déterminer une date de réévaluation des dépôts clientèles en cas de fluctuation des taux d'intérêt. Une nouvelle duration du passif tenant compte des comportements des clients a été mise en place. Elle sera par construction plus élevée que la duration contractuelle. En cas de hausse des taux d'intérêt, une baisse de l'écart entre la duration des actifs et des passifs sera alors observée menant à la diminution de l'impact négatif de la hausse. Après avoir étudié le profil de risque des taux des dépôts clientèles, nous commençons la deuxième partie de la thèse par la détermination de l'échéancier des retraits. Nous segmentons les données historiques des données sur les dépôts clientèles selon: la monnaie, le type de dépôt et la résidence du déposant. Pour chaque filtre, un modèle `a correction d'erreur est développé. Les résultats montrent la relation entre les dépôts clientèles, un indicateur relatif du niveau économique et les écarts entre les taux offerts sur le marché libanais. Ainsi, le modèle permettra d'évaluer le comportement des retraits des dépôts clientèles et de comprendre leur profil de risque de liquidité. Les grandes institutions financières détiennent des positions importantes en actifs financiers. La dernière partie de la thèse discute de la gestion du risque de liquidité de marché en cas de session forcée de ces actifs. Nous supposons qu'un investisseur détient une position importante d'un actif donné, à t = 0, un choc sévère provoque une forte dépréciation de la valeur de l'actif et par conséquent, force l'investisseur à opter pour la liquidation du portefeuille dès que possible en limitant ses pertes. Les rendements des actions sont modélisés par des processus de type GARCH qui sont adaptés pour décrire des comportements extrêmes suite à une grande variation de l'actif au temps initial. Suivant que le marché est liquide ou illiquide, nous proposons une stratégie optimale à l'investisseur qui maximise sa fonction d'utilité. Enfin, nous intégrons dans le modèle un avis d'expert pour optimiser la prise d'une décisionThe aim of this thesis is to provide Bank Audi with econometric tools for sake of a more robust risk management. Lebanese businesses today are faced with greater challenges than ever before, both economical and political, and there is a question about the future of the middle east region after the Syrian civil war. Thus, Lebanese commercial banks face greater complications in the management of interest rate and liquidity risk. The first part of this thesis discusses interest rate risk management and measurement in the Lebanese market. First, we seek to build the Lebanese term structure. This market is known by its illiquidity, yields for a given maturity make a large jump with a small impact on other yields even if close to this maturity. Therefore, we face challenges in calibrating existing yield curve models. For this matter, we get historical prices of bonds issued by the Lebanese government, and denominated in Local currency and in US dollar. A new estimation method has been added to Nelson Siegel and Svensson model, we call it “Correlation Constraint Approach”. Model parameters can be interpreted from economical perspective which will be helpful in forecasting yield curve movements based on economist’s opinion. On the second hand, traditional customer deposits are the main funding source of Lebanese commercial banks (80-85% of liabilities). Although they are contractually short term (mainly one month) paying fixed interest rates, these deposits are historically known to be a stable source of funding and therefore exhibit a sticky behavior to changes in market interest rates. We develop an error correction model showing a long-run equilibrium between Libor and Lebanese banking sector average rate offered on USD deposits. Results make it possible to determine the behavioral duration (repricing date) of customer deposits when market interest rates fluctuate. Therefore, the behavioral duration of liabilities will be higher than the contractual one which will lower the duration gap between assets and liabilities and thus the negative impact of positive interest rate shocks. After understanding interest risk profile of customers’ deposits, we start the second part by determining their behavioral liquidation maturity. We get Bank Audi’s historical deposits outstanding balances filtered into the following categories: currency, account typology and residency of depositor. We develop an error correction model for each filter. Results show relationship between deposits behaviors, the coincident indicator and spreads between offered rates in the Lebanese market. The model will lead to assess behavioral liquidation maturity to deposits and understand their liquidity risk profile. This will be helpful for the funding liquidity risk management at Bank Audi. Large financial institutions are supposed to hold large positions of given assets. The last topic is related to market liquidity risk management. We suppose an investor holds a large position of a given asset. Then at time 0, a severe shock causes a large depreciation of the asset value and makes the investor decides to liquidate the portfolio as soon as possible with limited losses. Stock returns are modeled by GARCH process which has tail behaviors after large variation at time 0. Trading on liquid and illiquid markets, we provide the trader with best exit trading strategy maximizing his utility function, finally we incorporate into the model an expert opinion which will help the investor in taking the decision
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Kagumya, Elias. "Compensation Strategies That Support Commercial Banks’ Effective Risk Management Practices." ScholarWorks, 2020. https://scholarworks.waldenu.edu/dissertations/7675.
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Compensation structures with relatively high levels of contingent pay encouraged managers to engage in excessive risk-taking behavior at financial institutions, which contributed to the global financial crisis of 2008. The purpose of this study, guided by the theory of the firm, was to explore compensation strategies that some executives in Uganda used to support effective risk-management practices. This multiple case study was an in-depth inquiry into compensation strategies that encouraged prudent risk-taking behavior. The target population comprised 5 risk-management executives from 5 separate commercial banks who had successfully implemented compensation strategies that supported risk management practices. Data were collected through semistructured interviews and a review of company documents. Data were analyzed using Yin’s approach and involved data coding, sorting, filtering, identifying relationships, confirming and linking emerging themes to the research question. Methodological triangulation and member checking were applied to ensure the credibility, validity, accuracy, and transferability of the results. Four themes emerged from data analysis: compensation challenges, financial and nonfinancial compensation, the effectiveness of compensation, and effective implementation of compensation strategies. The findings from the study may contribute to positive social change by driving the adoption of compensation strategies that motivate leaders to focus on the long-term objectives of the firm, including investing in socially responsive projects that improve the welfare of the communities in which the banks operate.
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Kojima, Koji. "Determinants of managers' choices in the Japanese banking industry /." Thesis, Connect to this title online; UW restricted, 2004. http://hdl.handle.net/1773/8799.
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Yung, Mo Fung. "The relationship between corporate governance and bank performance in Hong Kong a dissertation submitted in partial fulfilment of the requirements for the degree of Master of Business (MBus), in the Faculty of Business, Auckland University of Technology, 2009 /." Click here to access this resource online, 2009. http://hdl.handle.net/10292/739.
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McCulloch, Andrew John. "Developing and Calibrating the Hydrodynamic and Water Quality Model CE-QUAL-W2 for Banks Lake Washington." PDXScholar, 2011. https://pdxscholar.library.pdx.edu/open_access_etds/180.
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Located in central Washington State, Banks Lake serves as an irrigation storage reservoir for the Columbia Basin Irrigation Project and is home to a diverse fisheries population. The current hydrologic management strategies used for Banks Lake have been chosen to serve two purposes: to adequately store and provide irrigation water for the Columbia Basin Irrigation Project and to maintain a healthy aquatic environment suitable for the growth and habitation of local flora and fauna. Increased needs for irrigation water within arid central Washington poses additional challenges to reservoir managers so that irrigation needs are met without damaging the present aquatic environment within Banks Lake. Future plans by the Washington Department of Ecology to use Banks Lake storage to replenish ground water reserves of the Odessa Subarea aquifer have required an investigation into how increased seasonal drawdown may affect fish growth, fish habitat and overall limnology of Banks Lake. The goal of this project is to produce a hydrodynamic and water quality model of Banks Lake that can predict the impacts of management strategies on the lake's water quality and the linkage of lake management to fish habitat.
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Reuse, Svend. "Corporate evaluation in the German banking sector." Wiesbaden Dt. Univ.-Verl, 2007. http://dx.doi.org/10.1007/978-3-8350-9533-5.
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Chen, Shu-Yin, and 陳姝吟. "Liquidity Risk Management of Banks." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/50094005936946953453.
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碩士輔仁大學
金融研究所
95
Financial risks of banks consist primarily of liquidity risk, market risk, and credit risk. Besides liquidity risk, there exist well-developed and sophisticated systems and measurement methodologies to manage and monitor market and credit risks. The current practices of liquidity risk management include two standard measures, based on either transaction costs or adverse price impact. Yet, both of them can be relevant only in normal market conditions, because during which, most assets have a fairly predictable degree of liquidity, a negligible lead time for completing a standard-sized transaction, and steady bid-ask spreads. However, liquidity measures assuming normal times lack subtlety in managing liquidity risk. At times of unusually market volatility, or when markets are particularly apprehensive, such as the occurrences of unexpected financial crises or market dry-up, those measures are likely to be far-off the marks in reflecting market liquidity conditions, hence, rendering them useless if not misleading. Yet just at times like these, liquidity risk is likely to become urgent issues. For this reason, much of the concern about liquidity risk is in fact elevated to the financial policy-making level and risk management in the event of market extremity. This thesis discusses and extracts the essential ingredients of the current management practices of liquidity risk of foreign banks in Taiwan with an aim to provide workable business models as references to domestic banks. World-class liquidity risk management practices include funding diversification, core liquidity monitors, stress testing and scenario analysis, contingency planning, and asset and liability management, etc., With a firm commitment to achieve the highest standards, all foreign banks studied express a high degree of confidence in meeting all payment obligations no matter whether the market conditions are normal or stressed.
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Keogh, Patrick Gerard. "African management principles within the Community Bank." Thesis, 1996. https://hdl.handle.net/10539/26145.
Full textAbstract:
A research report submitted to the Faculty of Management,
University of the Witwatersrand, Johannesburg,
in partial fulfilment of the requirements for the
Degree of Master of Management (Human Resources).The research exposes a developing African Management model, within a case study framework, and deals with its management approach, structures and processes. Through the qualitative research methodology employed sufficient evidence was found to suggest that African Management is (I) eclectic in nature, embracing Lessem's (1990a, 1990b, 1993a, 1993b) constructs of 'Western' empiricism, 'Northern' rationalism, 'Eastern' idealism and 'Southern' humanism in a dynamic whole: (2) that the natural lnclination of organisations and/or sections thereof operating within an environment of collective consciousness is toward a 'Southern' humanistic orientation as opposed to a 'Western' primal, 'Nortnern' rational, or 'Eastern' developmental bias; (3) that such 'Southerness' is pre-eminently concerned with themes of voluntary subordination of self-interest to communal Objectives, rights and obligations, relationships built on trust, community ownership, inclusive and transparent arrangements, democratic decision making processes, celebration, humanistic values, primacy of language and African humility; further to which (4) the pathological down side of over developed 'Southern' humanism - at the expense of 'Western' emplrlcism, 'Northern' rationalism and Eastern' idealism - is heightened expectation, prolonged consultation, favouritism, patronage, and nepotism.
Andrew Chakane 2018
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"Management information system for bank treasury management in Hong Kong." Chinese University of Hong Kong, 1991. http://library.cuhk.edu.hk/record=b5886674.
Full textAbstract:
by Simon Leung Tak-wing, Elmen Li Pak-kee.Thesis (M.B.A.)--Chinese University of Hong Kong, 1991.
Bibliography: leaves 36-38.
ABSTRACT --- p.ii
TABLE OF CONTENTS --- p.iii
CHAPTER
Chapter I --- INTRODUCTION --- p.1
Chapter II --- IMPORTANCE OF RISK MANAGEMENT IN BANK MANAGEMENT --- p.4
Chapter III --- RESEARCH METHODOLOGY OF THE STUDY --- p.7
Chapter IV --- MANAGEMENT INFORMATION SYSTEM AND TREASURY MANAGEMENT --- p.12
Chapter V --- IMPLICATIONS OF ADOPTING MANAGEMENT INFORMATION SYSTEM --- p.16
Chapter VI --- FINDINGS WITH A FEW SELECTED BANKS IN HONG KONG --- p.21
Chapter VII --- CONCLUSIONS AND OUTLOOK OF MIS IN TREASURY MANAGEMENT --- p.30
BIBLIOGRAPHY --- p.36
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Bhat, Govinda S. "Manpower management in commercial banks - A case study of public sector banks." Thesis, 1992. http://hdl.handle.net/2009/1909.
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Chang, Bo-Wei, and 章伯瑋. "Banks’ Wealth Management Business Development and Sales Strategy:A Case of C Bank." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/87b6n2.
Full textAbstract:
碩士輔仁大學
金融與國際企業學系金融碩士在職專班
102
This study explores banks’ wealth management business development and sales strategy by a C bank as an example. The wealth management business of C bank include mutual funds, structured notes and securities products, trust and custody services, insurance, commodity, currency and portfolio-type dual commodities (DCI, SI). We calculate each business’s operational risk capital provision based on its risk coefficient (beta) and sales scale. This research finds that a product sales configuration changes from mutual funds to insurance products, DCI and SI could achieve profit maximization with modest reduction in the capital adequacy ratio.
48
Al-Naimi, Ahmad A. O. "Bank liquidity risk and asset and liability management at Jordanian commercial banks." Thesis, 2019. https://arro.anglia.ac.uk/id/eprint/705255/1/Al-Naimi_2019.pdf.
Full textAbstract:
The relatively large size of the commercial banks in Jordan compared to other sectors in the economy as well as the turmoil in the MENA region motivated me to explore these organisations’ asset liability management framework. This thesis utilized quantitative methods to study bank liquidity risk and asset and liability management (ALM) in Jordanian commercial banks over the period 2004 to 2015. The thesis evaluates the impact of the ALM framework on Jordanian commercial banks during 2017/2018 using questionnaires that explored the current framework of the ALM, the role of the asset liability committee (ALCO), and its effect on risk-management techniques in terms of liquidity, interest rate, credit, and market risks. It also investigates the tools used by commercial banks to estimate and set their risk exposures.
The results of the questionnaires indicate the existence of the ALM process in all of Jordan’s commercial banks whereas ALCO only had limited authority in terms of identifying and setting risk exposures. The findings of this study show liquidity risk to be one of the most significant risks that Jordanian commercial banks have to mitigate against most of these banks rely on central bank guidelines to manage and set their liquidity and funding liquidity risk limits. The breadth of commercial banks’ activities in Jordan as regards financing most of the economic sectors in the country through their role as financial intermediaries marks the importance of shielding them from liquidity risks.
The thesis analysed the impact of internal bank factors such as profitability, capital, credit, size and quality of management on liquidity risk for thirteen Jordanian commercial banks while controlling for the regulatory and macroeconomic environment using a panel data model. The econometric results show that profitability has a positive impact on liquidity risk whilst the existence of an efficient management has a negative impact on liquidity risk. Finally, the impact of capital and credit on liquidity risk had an ambiguous effect due to the interactions between the different factors.
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Lee, Taekyu. "Bank risk-taking, regulations and market discipline three essays /." 2002. http://wwwlib.umi.com/cr/utexas/fullcit?p3099476.
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Wang, Chen-Yuch, and 王月貞. "Comparison of the earnings management of Financial holding subsidiary banks vs independent banks." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/96179653068149037050.
Full textAbstract:
碩士中原大學
會計研究所
94
This study analyzes the difference in earnings management of the subsidiary banks of the financial holding companies and independent banks. The McNichols & Wilson (1988)’s estimating bad debts model and Beatty et al. (2000)’s estimating benefits of the disposal of securities model are used. After the discretionary amount being calculated, this work uses t-test and regression analysis. The results are summarized as follows: 1. This study finds that there is a significant difference in discretionary bad debts and the gains and the losses of the disposal of securities for financial holding companies before and after the implement of the Financial Holding Company Act. However, there is a significant difference exists in gains and losses of the disposal of securities for the independent banks. 2. After the implement of Financial Holding Company Act, the average bad debts and the gains and losses of the disposal of securities of the subsidiary banks of the financial holding companies are greater than independent banks, suggesting that the financial holding company’s subsidiary banks manipulate their earnings level greater than the independent banks do. 3. The independent banks attempt to maintain or improve the confidence of the investors and depositors by utilizing bad debt to maximize their earnings. However, the subsidiary banks of the financial holding companies attempted to demonstrate their team spirits to achieve the objectives of the parent company, whose market share will reach 10% of the market. They employed their bad debts and the gains and losses of the disposal of securities to maximize their earnings. 4. The findings indicate that both the subsidiary banks of the financial holding companies and the independent banks would increase loans to raise interest revenue and stabilize their earnings. Moreover, these two kinds of banks also maximize their earnings by decorating their overdue loan ratios. Keyword: Bad debts, Earnings management, Gains and losses of the disposal of securities,. Overdue loan ratio.