Relevant bibliographies by topics / Capital adequacy ratio management

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Academic literature on the topic 'Capital adequacy ratio management'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Capital adequacy ratio management"

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Das, Ramesh, Arun Kumar Patra, and Utpal Das. "Management of NPA via Capital Adequacy Norms." International Journal of Finance & Banking Studies (2147-4486) 3, no. 1 (July 21, 2014): 62–74. http://dx.doi.org/10.20525/ijfbs.v3i1.169.

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The reform agenda in the financial as well as banking sector in the Indian economy was not only in the target of achieving profitable banking business but also to reduce the magnitude of banking funds locked in the bad debt account so that, among others, the real delivery of credit (the credit-deposit ratio) rises in overall fronts. The Narasimham Committee Report in respect of reducing magnitude of non- performing assets has been framed in line with the Basel Norm regarding the asset quality of the banks where capital adequacy ratio has been fixed for different banks to achieve within different time periods. The present study, under such a back ground, has been structured to examine the profile of all Scheduled Commercial Banks in all ranges of CRAR over time in aggregate and bank group specific and to measure degree of correlation of NPA-Deposit ratio with CRAR trends and Credit-Deposit Ratio in all ranges of CRAR and their significance levels for the time period 1995-96 to 2009-2010. It has been observed that there has been variation across banks in following the guidelines of the reform committee. SBI group and foreign banks have been performing well in this respect. There has been rising trend of the proportions of banks in the above 10 per cent range of CRAR. The NPA/D ratio and C-D ratio have been observed to be positively and negatively correlated respectively for the first three ranges of CRAR and reverse in the above 10 per cent range. The correlation between the NPA/D ratio and C-D ratio is negative and significant.
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Bhattarai, Bishnu Prasad. "Determinants of Capital Adequacy Ratio Commercial Banks in Nepal." Asian Journal of Finance & Accounting 12, no. 1 (August 31, 2020): 194. http://dx.doi.org/10.5296/ajfa.v12i1.17521.

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The study attempts to determining the capital adequacy ratio of commercial banks in Nepal. This study is based on the secondary balance panel data. The data were collected from the 11 commercial banks for the period of 2013/14 to 2017/18 leading to 55 observations. The convenience sampling technique has been used to selection of sample of the study. The study period has been made for fresh data in the analysis. The descriptive, correlational and casual comparative research design has been used for data analysis. The study assumes that the capital adequacy ratio of commercial banks depends on bank specific variable: credit risk, asset quality, management quality, return on assets, liquidity, size of bank and macroeconomics variables gross domestic products growth rate and consumer price index i.e. inflation rate. The three different model like Pooled OLS, Fixed Effects Model and Random Effects Model have been used for data analysis. The results of the study revealed that the liquidity has positive and statistically significant effects on capital adequacy ratio. Size of bank and inflation rate have negatively and statistically significant results. The others variables profitability, asset quality, credit risk, management quality and growth of gross domestic products does not effect to capital adequacy ratio. The study concluded that liquidity, size of bank and inflation have major determinants of capital adequacy ratio in Nepal.
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Kumar Basu, Udayan. "Risk Management and Capital Adequacy Norms for Banks." Foreign Trade Review 40, no. 3 (October 2005): 29–44. http://dx.doi.org/10.1177/0015732515050302.

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The overall banking scenario has undergone a dramatic change in the wake of liberalization of markets and advent of the concept of universal banking. Commercial banks can now operate as veritable financial supermarkets offering all kinds of services under one roof. The various regulatory requirements and the presence of NPAs in banks' balance sheets introduce certain rigidities in their operating parameters. Besides, the investment options expose them to market and project risks, and brings the issue of financial fragility to the foreground. In view of the new kinds of risk affecting banks and increasing global competition faced by them, their capitalization and the efficacy of the regulatory and supervisory norms assume a greater significance. The current article explores the impact of possible changes in CRR and SLR on a bank's cut-off risk, i.e. the maximum permissible risk without any default, as well as its dependence on interest rate and capital adequacy ratio. Basel II norms for taking market risk into account, the use of Value at Risk as its measure and the recent guideline by Reserve Bank of India to relate the overall market exposure to net worth, have been examined. A method towards selection of an appropriate capital adequacy ratio to cover market risks has also been proposed.
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Putranto, Alfian Agus, Farida Titik Kristanti, and Dewa Mahardika. "CAPITAL ADEQUACY RATIO, LOAN DEPOSIT RATIO DAN NON PERFORMING LOAN TERHADAP PROFITABILITAS." Vol 9 No 2 (2017) 9, no. 2 (October 25, 2017): 88–93. http://dx.doi.org/10.23969/jrak.v9i2.583.

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ROA is used to measure the ability of the bank’s management in obtaining the overall profit of the total assets owned. This study aims to examine the influence of Capital Adequacy Ratio (CAR), Loan Deposit Ratio (LDR) and Non Performing Loan (NPL). Profitability is proxied by Return on Assets (ROA) in Commercial Bank listed on Indonesia Stock Exchange (BEI) in the period of 2011-2015. The population in this study are the commercial bank listed on the Stock Exchange. Sample selection technique used is purposive sampling and acquired 31 commercial banks with the 2011-2015 study period. Methods of data analysis is panel data regression analysis. The results showed that simultaneous Capital Adequacy Ratio (CAR), Loan Deposit Ratio (LDR) and Non Performing Loan (NPL) have a significant effect on profitability. While partially, Capital Adequacy Ratio (CAR) significant positive effect, Non Performing Loan (NPL) significant negative effect, while Loan Deposit Ratio (LDR) has no effect on profitability.
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Religiosa, Maria Wrightia, and Dwi Asih Surjandari. "The Relation of Company Risk, Liquidity, Leverage, Capital Adequacy and Earning Management: Evidence from Indonesia Banking Companies." Mediterranean Journal of Social Sciences 12, no. 1 (January 17, 2021): 1. http://dx.doi.org/10.36941/mjss-2021-0001.

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The aim of this study is to analyze the effect of Company Risk, Liquidity, Leverage and Capital Adequacy Ratio on Earning Management and whether Capital Adequacy Ratio moderates the relation between Company Risk, Liquidity and Leverage and Earning Management of Banking Companies listed in Indonesia Stock Exchange during 2014-2018. Sampling techniques uses purposive sampling based on determined criteria and data analysis is performed by multiple regression analysis using E-Views 11.0 version. The result shows that in partial, Company Risk positively, Liquidity and Capital Adequacy negatively affects significantly on Earning Management, while Leverage does not and in the other side Capital Adequacy Ratio only moderates the relation between Liquidity and Earning Management. All variables simultaneously affect weakly on Earning Management. This research implies that due to weakly impact result, banking management must reobserve the role of Company Risk, Liquidity, Leverage and Capital Adequacy Ratio in executing Earning Management. Received: 7 October 2020 / Accepted: 10 November 2020/ Published: 17 January 2021
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Satyanarayana, K. "Credit Risk and Capital Adequacy of Banks." Vision: The Journal of Business Perspective 4, no. 2 (July 2000): 42–49. http://dx.doi.org/10.1177/097226290000400206.

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Prudential regulation of banks and financial institutions, especially the stipulation of risk weighted capital adequacy ratio, has brought into sharp focus their inherent weaknesses. The real licence to expand banking is no more a nod from the regulator than the adequacy of capital backup. The situation is getting complex with deregulation and globalisation wherein the inherent risks especially the credit risk and market risk, need to be covered by proper capital adequacy ratio. Asset managers have to be always alert about the inherent risk and return embedded in any proposed asset accretion. Even before stabilising with an adequate CAR, banks are required to gear up with the proposed and more rigorous new capital adequacy framework of Basle Committee. Instead of confining to centralised approach, the banks can plan and monitor continuously asset expansion at zonal/regional and branch levels with a notional concept of capital adequacy. While pricing the assets, especially in a decentralised process of decision making in the form of both fund based and non-fund based exposures, cost of capital for any additional exposure needs to be taken care in the relevant computations. Ultimately the scope for healthy and sustainable growth of any bank depends upon its competitiveness to attract capital which in turn depends upon the economic value added, i.e., return on capital net of opportunity cost of such capital. Now that the government has almost stopped further infusion of capital into (public sector) banks, are the banks capital market fit?
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Keqa, Flamur. "The determinants of banks’ capital adequacy ratio: Evidence from Western Balkan countries." Journal of Governance and Regulation 10, no. 2, special issue (2021): 352–60. http://dx.doi.org/10.22495/jgrv10i2siart15.

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This research aims to evaluate the impacts of liquidity, profitability, size, loans and capital structure on banks’ capital adequacy ratio (CAR) in the Western Balkan region using annual data from 103 commercial banks operated in Western Balkan countries for the period between 2010 and 2018. Panel data fixed effect method is employed. The data comprises of a total 51 observations for panel least squares. The empirical findings obtained panel data regression show that profitability proxies by the return on asset (ROA) have the largest impact on CAR among other financial ratios. In addition, liquidity and size have statistically significant positive effects in determining capital adequacy ratio for the banks in the region, unlike leverage ratio. However, the leverage ratio has a negative impact on the capital adequacy ratio. The policy implications of this study suggest that in order to accomplish requirements for capital adequacy expectations are to have good indicators in regard to performance, liquidity and size.
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Hafez, Hassan M., and Osama A. El-Ansary. "Determinants of capital adequacy ratio: an empirical study on Egyptian banks." Corporate Ownership and Control 13, no. 1 (2015): 1166–76. http://dx.doi.org/10.22495/cocv13i1c10p4.

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Capital adequacy rules are safety valve for regulators and banks’ clients/shareholders to reduce expected risks faced by commercial banks especially for cross border transactions as these rules are applied compulsory by all banks internationally. Applying these rules will achieve rational management and governance. This paper examines explanatory victors that influence capital adequacy ratio (CAR) in the Egyptian commercial banks. The study covers 36 banks during the period from 2003-2013. We examined the relationship between CAR as dependent variable and the following independent variables: earning assets ratio, profitability, and liquidity, Loan loss provision as measure of credit risk, net interest margin growth, size, loans assets ratio and deposits assets ratio. Furthermore, we investigate determinants of CAR before and after the 2007-2008 international financial crises. Results vary according to the period understudy. For the whole period 2003 to 2013 results show that liquidity, size and management quality are the most significant variables. Before the period 2008 results show that asset quality, size and profitability are the most significant variables. After the period 2009 results show that asset quality, size, liquidity, management quality and credit risk are the most significant variable that explain the variance of Egyptian banks’ CAR.
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Pham, Hai Long, and Kevin James Daly. "The Impact of BASEL Accords on the Management of Vietnamese Commercial Banks." Journal of Risk and Financial Management 13, no. 10 (September 27, 2020): 228. http://dx.doi.org/10.3390/jrfm13100228.

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This paper is an attempt to empirically examine the impact of Basel Accord regulatory guidelines on the risk-based capital adequacy regulation and bank risk management of Vietnamese commercial banks. Our research aims to assess how Vietnamese commercial banks manage their capital ratio and bank risk under the latest Basel Accord capital adequacy ratio requirements. Building on previous studies, this research uses a simultaneous equation modeling (SiEM) with three-stage least squares regression (3SLS) to analyze the endogenous relationship between risk-based capital adequacy standards and bank risk management. A year dummy variable (dy2013) is included in the model to take account of changes in the regulation of the Vietnamese banking system. Furthermore, we add a value-at-risk variable developed by as an independent variable into equations of the empirical models. The results reveal a significant impact of Basel capital adequacy regulatory pressure on the risk-based capital adequacy standards and bank risk management of Vietnamese commercial banks. Moreover, banks under the latest Basel capital adequacy regulations are induced to reduce risks and increase banks’ financial performance.
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Fitri, Fitriyana, Komala Adriyani, and Catur Ragil Sutrisno. "PROFIT DISTRIBUTION MANAGEMENT PADA BANK SYARIAH." MALIA: Journal of Islamic Banking and Finance 2, no. 1 (June 1, 2018): 31. http://dx.doi.org/10.21043/malia.v2i1.4758.

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This study aims to analyze the influence of the proportion of third party funds (DPK), operational cost to operating income (BOPO), financing to deposit ratio (FDR), bank size and capital adequacy ratio (CAR) to profit distribution management at Sharia Bank. The population is all Sharia Commercial Banks in Indonesia, the period of 2012-2015. Samples were taken using purposive sampling technique. The results show that third party funds (DPK), finance to deposit ratio (FDR) and bank size have no significant effect on profit distribution management (PDM). While BOPO and capital adequacy ratio (CAR) have a significant effect on profit distribution management (PDM).
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Dissertations / Theses on the topic "Capital adequacy ratio management"

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Muller, Grant Envar. "Optimal asset allocation and capital adequacy management strategies for Basel III compliant banks." University of the Western Cape, 2015. http://hdl.handle.net/11394/4755.

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Philosophiae Doctor - PhD
In this thesis we study a range of related commercial banking problems in discrete and continuous time settings. The first problem is about a capital allocation strategy that optimizes the expected future value of a commercial bank’s total non-risk-weighted assets (TNRWAs) in terms of terminal time utility maximization. This entails finding optimal amounts of Total capital for investment in different bank assets. Based on the optimal capital allocation strategy derived for the first problem, we derive stochastic models for respectively the bank’s capital adequacy and liquidity ratios in the second and third problems. The Basel Committee on Banking Supervision (BCBS) introduced these ratios in an attempt to improve the regulation of the international banking industry in terms of capital adequacy and liquidity management. As a fourth problem we derive a multi-period deposit insurance pricing model which incorporates the optimal capital allocation strategy, the BCBS’ latest capital standard, capital forbearance and moral hazard. In the fifth and final problem we show how the values of LIBOR-in-arrears and vanilla interest rate swaps, typically used by commercial banks and other financial institutions to reduce risk, can be derived under a specialized version of the affine interest rate model originally considered by the bank in question. More specifically, in the first problem we assume that the bank invests its Total capital in a stochastic interest rate financial market consisting of three assets, viz., a treasury security, a marketable security and a loan. We assume that the interest rate in the market is described by an affine model, and that the value of the loan follows a jump-diffusion process. We wish to find the optimal capital allocation strategy that maximizes an expected logarithmic utility of the bank’s TNRWAs at a future date. Generally, analytical solutions to stochastic optimal control problems in the jump setting are very difficult to obtain. We propose an approximation method that exploits a similarity between the forms of the control problems of the jump-diffusion model and the diffusion model obtained by removing the jump. With the jump assumed sufficiently small, the analytical solution of the diffusion model then serves as a proxy to the solution of the control problem with the jump. In the second problem we construct models for the bank’s capital adequacy ratios in terms of the proxy. We present numerical simulations to characterize the behaviour of the capital adequacy ratios. Furthermore, in this chapter, we consider the approximate optimal capital allocation strategy subject to a constant Leverage Ratio, which is a specific non-risk-based capital adequacy ratio, at the minimum prescribed level. We derive a formula for the bank’s TNRWAs at constant (minimum) Leverage Ratio value and present numerical simulations based on the modified TNRWAs formula. In the third problem we model the bank’s liquidity ratios and we monitor the levels of the liquidity ratios under the proxy numerically. In the fourth problem we derive a multi-period deposit insurance pricing model, the latest capital standard a la Basel III, capital forbearance and moral hazard behaviour. The deposit insurance pricing method utilizes an asset value reset rule comparable to the typical practice of insolvency resolution by insuring agencies. We perform numerical computations with our model to study its implications. In the final problem, we specialize the affine interest rate model considered previously to the Cox-Ingersoll-Ross (CIR) interest rate dynamic. We consider fixed-for-floating interest rate swaps under the CIR model. We show how analytical expressions for the values of both a LIBOR-in-arrears swap and a vanilla swap can be derived using a Green’s function approach. We employ Monte Carlo simulation methods to compute the values of the swaps for different scenarios. We wish to make explicit the contributions of this project to the literature. A research article titled “An Optimal Portfolio and Capital Management Strategy for Basel III Compliant Commercial Banks” by Grant E. Muller and Peter J. Witbooi [1] has been published in an accredited scientific journal. In the aforementioned paper we solve an optimal capital allocation problem for diffusion banking models. We propose using the solution of the Brownian motions control problem of [1] as the proxy in problems two to four of this thesis. Furthermore, we wish to note that the methodology employed on the final problem of this study is actually from the paper [2] of Mallier and Alobaidi. In the paper [2] the authors did not present simulation studies to characterize their pricing models. We contribute a simulation study in which the values of the swaps are computed via Monte Carlo simulation methods.
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Saxena, Shveta, and Saideh Mousavi. "Basel II- Behöver regelverket modifieras? : En empirisk studie om riskhantering i en liten bank och en stor bank i Sverige." Thesis, Södertörn University College, School of Business Studies, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-3869.

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Kamara, Diéne Mohamed. "De la gestion du ratio de solvabilité bancaire : Étude empirique des ajustements prudentiels relatifs à la juste valeur." Thesis, Paris Sciences et Lettres (ComUE), 2017. http://www.theses.fr/2017PSLED031/document.

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Dans l'industrie bancaire, plusieurs études ont montré l'existence de la gestion du ratio de solvabilité. Toutefois, elles se sont focalisées pour l'essentiel sur la manipulation des provisions et avancent généralement que la gestion du ratio de solvabilité est mise en œuvre en vue d'éviter les coûts réglementaires associés à un ratio inférieur au seuil minimum. Notre thèse examine la pratique de gestion du ratio de solvabilité à travers les ajustements prudentiels qui sont des retraitements que la banque doit opérer pour passer des fonds propres comptables aux fonds propres réglementaires. Les ajustements prudentiels sont composés de déductions et de filtres prudentiels destinés à atténuer l'impact de la volatilité des fonds propres induite par la juste valeur liée à l'application des IFRS. Adoptant une démarche diachronique et une approche instrumentale, l'étude se base sur un échantillon de banques européennes et utilise des méthodes de régression par données de panel, ainsi que des tests de robustesse tels que le bootstrap et la régression quantile. Le principal apport de cette thèse est de montrer que la transformation de l'information comptable en information réglementaire passe par les ajustements prudentiels qui constituent un pont sur lequel une gestion opportuniste du ratio de solvabilité peut être effectuée à travers des variables relatives à la qualité du capital et à la performance opérationnelle de la banque. L'étude montre que la gestion du capital n'est pas l'exclusivité des banques présentant un ratio faible. Enfin, elle permet de ne plus considérer le ratio de solvabilité comme une boîte noire et de l'examiner à travers ses composantes
Through Earnings Management practices applied to banking industry, several studies have shown existence of Capital Adequacy Ratio Management (CARM). However, they are mainly focused on loss loan provision (LLP) manipulation's and suppose that Capital adequacy ratio management motivation is to reduce regulatory costs imposed when the bank's capital adequacy ratio falls below the minimum. This thesis deals with the possibilities of banks to manage the regulatory ratio via the prudential adjustments, which are corrections made to equity items in the statement of financial position, to safeguard the quality of the supervisory capital and to reduce potential volatility induced by fair value accounting (application of IFRS). Adopting diachronic and instrumental approaches, the study is based on a sample of European banks and uses regression methods by panel data and bootstrap and quantile regression as post estimation and robustness tests. The main contribution of this thesis is to show that the necessary transformation of accounting information into regulatory information by prudential adjustments constitutes a bridge on which a timely CARM could be carried out through variables relating to the quality of the capital and the operational performance of the bank. Furthermore, the results show that CARM is not exclusively dedicated to banks with ratio close to minimum. Finally the results make possible to no longer consider the capital adequacy ratio as a black box and to examine it through its components
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Steiner, Margaux, and Marjolaine Marra. "Determinants of the spread of CET1 for European Banks : Quantitative study based on the 2016 EU-wide Stress test." Thesis, Umeå universitet, Företagsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136865.

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Historically, banks have always had a central role in the economy. Their decisions do not only affect their shareholders and customers but the whole economic system. As a consequence, the financial crisis of 2007-2008 has shown that bank management is a huge matter and that the failure of one bank can affect tremendously the whole banking system and the economy. For these reasons, banks need to be regulated by external organisations that constrain them to adjust their regulatory capital via their risk weighted assets. This paper examines the significant factors of the spread between the scenarios on Common Equity Tier 1 (CET1) of the 2016 stress test for EU banks. CET1 is a component of capital adequacy ratio and measures the connections between capital euntens’ris-weighted assets. On a methodological standpoint, this research is based on a positivist approach this meaning that a quantitative analysis has been performed. The sample used in this research is composed of 51 banks from 15 countries across EU and European Economic Area. All of these banks have been analysed by the European Banking Authority (EBA) which has conducted stress test in order to assess CET1 as regards to Basel III framework. The researchers have elaborated a conceptual model in order to select the most relevant variables that might affect the spread of CET1. The hypotheses are based on previous researches and take into account the following independent variables: Size, Stock Exchange Listed, Leverage ratio, Loans on Assets, Net Interest Margin, Risk-Weighted Assets to Total Assets and Profitability. Simple linear regression and multiple linear regressions have been performed to test the impact of all the independent variables on the spread of CET1. The statistical analyses have revealed that there are no significant relationships between the selected variables, except for size that has a significant negative impact on the spread as part of the multiple regression. Therefore, none of the hypotheses can be supported. These results provide new insights in the banking sector and to a larger extent for finance. They may be considered as a basis for future research on the spread of CET1.
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Vávrová, Jitka. "Dopady implementace Basel III na poskytování úvěrů v České republice." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-124857.

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This thesis shows the changes the new Basel III banking regulation from the original Basel II regulation in Czech and European legislation. The next section brings the results of foreign studies concerning the effect of changes in spreads on lending rates, gross domestic product and unemployment. These studies are based on various input data and assumptions. The practical part analyzes three selected Czech banks through scenarios and identifies possible impact of the new regulation in lending rates in 2012 - 2019th.
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Jerónimo, Duarte Francisco Reis. "The determinants of current ratio on Portuguese Tourism industry." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/10512.

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Mestrado em Finanças
O Turismo é uma atividade económica importante em muitos países do mundo, mas assume um papel fundamental em países de pequena dimensão como Portugal dado o impacto positivo na economia através da criação de emprego e riqueza. Este estudo pretende investigar os determinantes dos current ratio na indústria do turismo em Portugal. A análise baseou-se nos dados extraídos dos relatórios de contas anuais das empresas de turismo Portuguesas no período de 2010-2013. De modo a testar a hipótese presente neste estudo foi utilizado um modelo robusto de análise de dados em painel, no qual se usou as metodologias OLS, efeitos fixos e efeitos aleatórios. Os resultados do primeiro modelo, utilizando a metodologia de efeitos aleatórios, revelam um impacto positivo e estatisticamente significativo no current ratio por parte a rentabilidade e a idade, e negativo no caso da alavancagem financeira, tamanho da empresa, número de dias de contas a pagar e número de dias de inventário. O segundo modelo apresenta um impacto positivo da rentabilidade, idade e ciclo de conversão de liquidez, e negativo da alavancagem financeira e tamanho da empresa sobre a variável dependente. Estes resultados são consistentes com vários estudos anteriores, embora não haja provas estatisticamente significativas da relação entre o número de dias de recebimentos e o current ratio.
Tourism is an important economic activity in most countries around the world but, for small countries like Portugal, it has a fundamental role due to its positive impact in the economy through the creation of jobs and wealth. This study aims to investigate the determinants of current ratio on the Portuguese tourism industry. The analysis was based on data extracted from the annual reports of the Portuguese tourism companies for the period of 2010-2013. In order to test the study hypothesis a robust panel data analysis was used, including pooled OLS, fixed effects and random effects methodologies. The results from the first model, using the random effects methodology, reveal a significant positive statistical impact on current ratio by profitability and age, and a negative by leverage, size, account payable days and inventory days. The second model presents a positive impact of profitability, age and cash conversion cycle and a negative of leverage and size on the dependent variable. These findings are consistent with several previous studies, although there is no prove of statistically significant relationship between account receivable days and current ratio.
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Karaca, Deniz, and Mohsen Ghaderi. "Regelverket Basel : Övergången från Basel II till Basel III utifrån bankernas perspektiv." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-26748.

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Research issue: The transition from Basel II to Basel III becomes consuming for banks, financially. But Basel III should be profitably for financial market economy. Risks in the financial world is very complex. Is Basel III is sufficient to manage risk and future crises Purpose: The purpose of this paper is to examine the application of Basel II and the transition to Basel III in Sweden with the banking system in focus. Method: The study has a qualitative research methodology for the collection of empirical data. The study is based on interviews with four large banks of Sweden (Swedbank, SEB, Nordea, Handelsbanken) and with Finansinspektionen. We also used previous studies, books and rapports. Conclusions: Basel has no direct connection to the profitability of the banks. The translation to Basel III was an obvious step for a more stable financial market. With Basel III it became more expensive for the banks; the more cost the less returns and hence led dividends for shareholders. But the banks will not bear the costs themselves, the costumers will get affected. Banks have begun to adapt to Basel III. There are requirements to save equity immediately not only in crisis. Which leads to the return is not likely to be lowered at bad times.
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Persson, Philip, and Emil Fredin. "Basel III : En studie om hur banker och dess kunder påverkas avdet nya regelverket." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-333993.

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I ett försök att förhindra framtida bankkriser och göra banker stabilare mot svängningar i ekonomin upprättade Baselkommittén 1993 ett regelverk som kom att benämnas Basel-1. Bankerna skulle bli stabilare genom att stärka kapitaltäckningsreglerna. Dessa regler lyckades inte uppnå sitt syfte och regelverket ansågs otillräckligt. Nya regler utformades och Baselkommittén arbetade fram ett åtstramat regelverk, Basel-2. Den finansiella krisen 2008 visade dock att även Basel-2 regelverket var otillräckligt. Med anledning av detta så har nu Baselkommittén arbetat fram, nya, mer åtstramade regler med högre kapitalkrav för banker som kommer att införas med start 2013 och som kallas Basel-3. För att få en förståelse för hur Basel-3 kan komma att påverka bankerna och några av dess intressenter har två problemformuleringar tagits fram. Hur tror bankkontorschefer att banker kommer att påverkas av det nya regelverket Basel-3? Hur tror bankkontorschefer att deras kunder kommer att påverkas av det nya regelverket Basel-3? Studien har avgränsat sig till banker på Gotland och intervjuer är gjorda med kontorschefer på Handelsbanken, Nordea och Swedbank. Detta för att få svar på hur de tror att regelverket kan komma att påverka bankerna och deras kunder. Vi har använt oss av noggrant utvalda frågor och skapat ett frågeformulär som besvarats av respondenterna. I teoridelen presenteras intressentmodellen för att få en ökad förståelse för vilka intressenter som kan beröras av en organisations förändringar. Den intressent vi tittar närmare på är framförallt bankens kunder. Teori om Baselregelverken baseras i huvudsak på rapporter och artiklar från Sveriges Riksbank, Finansinspektionen och Basels respektive hemsidor. Undersökningen visar att regelverket Basel-3 kommer påverka bankerna och deras kunder på flera sätt. De högre kapitalkraven samt de nya likviditetsreglerna innebär att bankerna måste skaffa mer kvalitativt kapital för att kunna stå emot negativa förändringar i ekonomin. Detta kräver att bankerna måste förändra sina risksystem vilket leder till höga kostnader. Respondenterna tror att dessa kostnader framförallt kommer att läggas på kunderna genom högre räntor. De tror även att regelverket Basel- 3 kommer att påverka de mindre bra kunderna genom att det blir svårare för dessa att få lån.
To prevent the emergence of bank crises and to help banks resist turbulent economy, the Basel Committee created a regulation framework. This framework was introduced in 1993 and was called Basel-1. During the years this framework has been changed to suite new situations. The latest change was done after the financial crises in 2008 and is going to be implemented in 2013. This, latest edition is called Basel-3 and includes among other things a strong capital requirement. Before the implementation of Basel-3 many questions has come to light. To answer some of these, two problem formulations have been created in this thesis. How do the bank office managers think that they will be affected by the new regulations of Basel-3? How do the bank office managers think that their customers will be affected by the new regulations of Basel-3? To seek the answers to these questions, three bank directors have answered quite many questions in interviews and by e-mail. These answers have been formed and put together to get an idea of what they think will happen when the new regulations of Basel-3 will be implemented. When analyzing these answers the authors have found out that both the banks and their customers probably and already have been affected by these new regulations in quite many ways.
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Kutová, Nikola. "Řízení rizik s ohledem na Basel II a Basel III." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-136262.

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The aim of my thesis is to evaluate the risk management system of Czech banks according to the Basel II rules. In my thesis I also deal with the ability of the Czech banking system to accept new Basel III rules. The first part of my thesis focuses on definition of risks and methods of risk management according to Basel rules. They discuss diferent risks that they fall within activity to the rules on the capital adequacy of the bank. The second part of thesis focuses on characteristics of Basel II and III and how the rules are implemented to the law of the EU and then to the law of Czech Republic. Part of the second part is also shortages of Basel II. On this shortage, Basel Committee on banking supervision responded to introduce new accord Basel III. In the final part, both of part is connected on the samples of three banks. After analysis, the thesis rates readiness Czech banks on the new capital accord and new risk management. The thesis summarizes readiness of the Czech banking system on the Basel III rules.
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Габитова, А. И., and A. I. Gabitova. "Совершенствование методического инструментария для оценки экономического капитала коммерческого банка (на примере АО «Альфа-Банк» и ПАО «СКБ-Банк») : магистерская диссертация." Master's thesis, б. и, 2020. http://hdl.handle.net/10995/86555.

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The master's thesis is devoted to assessment and analysis of the economic capital of a commercial bank in conditions of increasing risk load. The purpose of the research is to develop a methodological approach to assessment of economic capital based on the account of typical banking risks. The paper concludes that the amount of economic capital, which includes all types of risks, may exceed the amount of regulatory capital. Proper assessment of "risk capital" directly affects the financial stability of a credit institution.
Магистерская диссертация посвящена вопросам оценки и анализа экономического капитала коммерческого банка в условиях повышения рисковой нагрузки. Целью исследования является разработка методического подхода к оценке экономического капитала на основе учета типичных банковских рисков. В работе сделан вывод о том, что величина экономического капитала, включающая все виды рисков, может превышать величину регулятивного капитала. Грамотная оценка «капитала под риск» напрямую влияет на финансовую устойчивость кредитной организации.
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Books on the topic "Capital adequacy ratio management"

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Risk management and capital adequacy. New York: McGraw-Hill, 2003.

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Walker, George Alexander. A new capital adequacy framework. London: London Institute of International Banking, Finance, and Development Law, 2000.

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Sarma, Mandira. Capital adequacy regime in India: An overview. New Delhi: Indian Council for Research on International Economic Relations, 2007.

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Organisation, Investment Management Regulatory. Revised financial rules and the Capital Adequacy Directive. London: IMRO, 1995.

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Nationalbank, Oesterreichische. Guidelines on bank-wide risk management: Internal capital adequacy assessment process. Vienna: Oesterreichische Nationalbank, 2006.

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Gurwitz, Aaron S. Risk-based capital adequacy standards: Impact on bank portfolios and fixed income markets. New York, NY (85 Broad St., New York 10004): Goldman Sachs, 1989.

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Hasyanova, Svetlana. Banking risks: international approaches to assessment and management. ru: INFRA-M Academic Publishing LLC., 2020. http://dx.doi.org/10.12737/1225278.

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The textbook is devoted to the study of issues of assessment and management of banking risks based on international approaches. The application of methods and methods for assessing, managing and minimizing risks in commercial banks is considered both from the point of view of implementing international recommendations and standards in the banking sector of the Russian Federation, and in the context of organizing internal systems and procedures in banks. Particular attention is paid to the evolution of regulatory requirements for risk assessment and capital adequacy to cover risks in accordance with international agreements developed by the Basel Committee on banking supervision. Alternative approaches to risk assessment and management, their advantages and disadvantages, prospects for use and impact on banks ' activities are analyzed. It is intended for students of master's programs of economic and financial faculties of higher education institutions, as well as for practitioners in the field of Finance and banking.
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Stone, Charles A., and Anne Zissu. Global Risk Based Capital Regulations: Capital Adequacy (Global Risk-Based Capital Regulations). Irwin Professional Publishing, 1994.

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Jonhar, ed. Pengaruh loan to deposit ratio (LDR) dan capital adequacy ratio (CAR) terhadap tingkat keuntungan bank: Laporan penelitian. Padang: Departemen Pendidikan dan Kebudayaan, Lembaga Penelitian, Universitas Andalas, 1996.

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International Banking System: Capital Adequacy, Core Businesses and Risk Management. Palgrave Macmillan Limited, 2012.

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Book chapters on the topic "Capital adequacy ratio management"

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Cousin, Violaine. "Capital Adequacy and Risk Management." In Banking in China, 96–105. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230595842_8.

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Cousin, Violaine. "Capital Adequacy and Risk Management." In Banking in China, 181–97. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230306967_13.

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Hendricks, Darryll. "Capital Adequacy in Financial Institutions: Basel Proposals." In Risk Management: The State of the Art, 201–5. Boston, MA: Springer US, 2001. http://dx.doi.org/10.1007/978-1-4615-0791-8_16.

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Siddik, Md Nur Alam, and Sajal Kabiraj. "Effects of Capital Adequacy on Operational Efficiency of Banks: Evidence from Bangladesh." In Advances in Management Research, 91–99. Boca Raton, FL: CRC Press/Taylor & Francis Group, 2020. | Series: Mathematical engineering, manufacturing, and management sciences: CRC Press, 2019. http://dx.doi.org/10.1201/9780429280818-6.

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Levis, Mario, and Victor Suchar. "Management of the Interest Rate Swaps Portfolio Under the New Capital Adequacy Guidelines." In Contributions to Management Science, 206–37. Heidelberg: Physica-Verlag HD, 1993. http://dx.doi.org/10.1007/978-3-642-95900-4_15.

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Ndou, Eliphas, and Thabo Mokoena. "Do Positive Excess Capital Adequacy Ratio Shocks Influence the Income Inequality Dynamics in South Africa?" In Inequality, Output-Inflation Trade-Off and Economic Policy Uncertainty, 189–204. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-19803-9_12.

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Altman, Edward I., and Anthony Saunders. "An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings." In Risk Management: The State of the Art, 167–86. Boston, MA: Springer US, 2001. http://dx.doi.org/10.1007/978-1-4615-0791-8_14.

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Gumus, Yusuf, Esra Aslanertik, and Guluzar Kurt Gumus. "Liquidity Position and Working Capital Adequacy of Companies in Turkey: Outlook from Industry Financial Statements." In Contributions to Management Science, 399–415. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-44591-5_27.

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Gumata, Nombulelo, and Eliphas Ndou. "Did the Decline in the Excess Capital Adequacy Ratio Amplify the Monetary Policy Easing and Credit Cycles on Activity in the Manufacturing Sector?" In The Secular Decline of the South African Manufacturing Sector, 203–18. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-55148-3_17.

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Gumata, Nombulelo, and Eliphas Ndou. "Is the Excess Capital Adequacy Ratio Beneficial in Neutralising Excessive Credit Growth and Inflationary Pressures? What Are the Implications for Monetary and Financial Policy?" In Achieving Price, Financial and Macro-Economic Stability in South Africa, 381–93. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66340-7_25.

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Conference papers on the topic "Capital adequacy ratio management"

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Indrastuti, Sri, Hamdi Agustin, and Amries Rusli Tanjung. "Analysis of Influence of Intellectual Capital and Capital Adequacy Ratio on Bank Performance in Indonesia." In 6th Annual International Conference on Management Research (AICMaR 2019). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200331.018.

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Ao, Hui. "The Effects of Capital Adequacy Ratio on Risk Early-Warning of Credit Guarantee Institution." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5304200.

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Azizah, Siti Nur, and Tri Astuti. "The Effect of the Effectiveness of Third Party Funds, BOPO, Financing and Capital Adequacy Ratio on Profit Distribution Management." In Proceedings of the 2019 International Conference on Organizational Innovation (ICOI 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/icoi-19.2019.55.

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Alihodžić, Almir, and Anna Zielińska-Chmielewska. "THE FACTORS EFFECTING ON BANK PROFITABILITY: THE CASE OF BOSNIA AND HERZEGOVINA." In 4th International Scientific Conference – EMAN 2020 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eman.s.p.2020.41.

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This research includes all banks in Bosnia and Herzegovina and testing internal and external variables on bank profitability indicators. In addition, the profitability of banks in B&H is also influenced by the financial result of operations, which is determined by price and interest rate risk. The primary goal of this paper is to determine, through correlation and regression analysis, the strength and significance of external and internal variables on bank profitability in Bosnia and Herzegovina. The research period covered from 2008: q1 to 2019: q4 on a quarterly database. Also, in this paper, the STATA 13.0 software package will be used. The following dependents variable were used: return on asset (ROA) and return on equity (ROE). The following independent variables were used: the growth rate of net gross/loss (GRNGL), the growth rate of non-performing loans (GRNPL), GDP growth rate (GRGDP), concentration ratio of loans of the largest banks in the system (CR Loans), concentration ratio of deposits of the largest banks in the system (CR Deposits), capital adequacy ratio (CAR) and loan-to-deposit ratio. The total number of observations was 48. The results showed that the significant influence on the dependent variables were the return on equity (ROE) and return on asset (ROA), which has been achieved by the following independent variables, such as the growth rate of net gross/loss, the growth rate of non-performing loans and concentration ratio of loans and deposit of the largest banks.
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Paudel, Gyanendra Prasad, and Suvash Khanal. "DETERMINANTS OF CAPITAL ADEQUACY RATIO (CAR) IN NEPALESE COOPERATIVE SOCIETIES." In 5th Economics & Finance Conference, Miami. International Institute of Social and Economic Sciences, 2016. http://dx.doi.org/10.20472/efc.2016.005.021.

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Hui, Yuan Yan, Xun Xiao Ping, Xiao Hua Rong, Chen Shao Cai, Zhao Xiao Fang, Li Li Hua, Yuan Yan Hui, and Xu Xiao Ping. "Research on influence factors of commerical bank's capital adequacy ratio." In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882426.

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Tershukova, Marina Borisovna, and Larisa Nikolaevna Milova. "Bank Capital Adequacy as an Object of Corporate Management." In International Scientific and Practical Conference. TSNS Interaktiv Plus, 2020. http://dx.doi.org/10.21661/r-541194.

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Sari, Ati Retna, and Sulistyo Sulistyo. "Capital Adequacy Ratio, Loan to Deposit Ratio, and Efficiency Ratio on Return on Assets - Banking Companies In Indonesia Stock Exchange." In Annual Conference on Social Sciences and Humanities. SCITEPRESS - Science and Technology Publications, 2018. http://dx.doi.org/10.5220/0007420903720375.

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Firmansyah, Arief Rahman, and Dian Maulita. "Determinan Profitablitas: Risiko Pembiayaan, Capital Adequacy Ratio Dan Operational Efficiency Ratio (Studi Empiris Pada Bank Perkreditan Rakyat Syariah di Provinsi Banten Yang Terdaftar di OJK Periode Januari 2017 – September 2019)." In SEMINAR NASIONAL DAN CALL FOR PAPER 2020 FAKULTAS EKONOMI DAN BISNIS UNIVERSITAS MUHAMMADIYAH JEMBER. UM Jember Press, 2021. http://dx.doi.org/10.32528/psneb.v0i0.5158.

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Penelitian ini bertujuan untuk mengetahui pengaruh risiko pembiayaan, capital adequacy ratio dan operational efficiency ratio terhadap profitabilitas. Metode yang digunakan pada penelitian ini adalah metode kuantitatif. Desain penelitian ini adalah asosiatif jenis kausal (hubungan sebab akibat). Populasi dalam penelitian ini adalah Bank Perkreditan Rakyat Syariah di Provinsi Banten yang terdaftar di OJK pada periode Januari 2017 – September 2019. Teknik pengambilan sampel pada penelitian ini menggunakan teknik sampel jenuh yang menghasilkan 88 sampel penelitian. Data yang digunakan dalam penelitian ini adalah data sekunder berupa laporan keuangan triwulan. Teknik pengumpulan data yang digunakan adalah studi pustaka dimana peneliti menghimpun informasi relevan yang berkaitan dengan topik atau masalah yang akan atau sedang diteliti. Analisis data yang digunakan pada peneilitian ini melalui Uji Statistik Deskriptif, Uji Asumsi Klasik, Regresi Berganda, Uji t tabel, Uji F tabel dan Uji Koefisien Determinasi yang diolah melalui SPSS Versi 25. Berdasarkan hasil penelitian dapat disimpulkan bahwa: 1) tidak terdapat pengaruh Non Performing Finance terhadap Return On Assets, 2) terdapat pengaruh yang signifikan Capital Adequacy Ratio terhadap Return On Assets, 3) terdapat pengaruh yang signifikan Operational Efficiency Ratio terhadap Return On Assets, dan 4) terdapat pengaruh yang signifikan Non Performing Finance, Capital Adequacy Ratio, dan Operational Efficiency Ratio terhadap Return On Assets
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Li, Qiang, and Chunmian Qin. "Capital adequacy ratio, bank size and commercial bank risk bearing-- Empirical Analysis Based on 16 Listed Commercial Banks." In 8th Annual Meeting of Risk Analysis Council of China Association for Disaster Prevention (RAC 2018). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/rac-18.2018.81.

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Reports on the topic "Capital adequacy ratio management"

1

Yani, Nor. PENGARUH CAPITAL ADEQUACY RATIO (CAR) DAN NON PERFORMING LOAN (NPL) TERHADAP PROFITABILITAS (STUDI KASUS PADA BANK BUMN). Jurnal Madani: Ilmu Pengetahuan, Teknologi, dan Humaniora, September 2018. http://dx.doi.org/10.33753/madani.v1i2.18.

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Andreasen, Eugenia, and Victoria Nuguer. Capital Flow Management Measures and Dollarization. Inter-American Development Bank, December 2020. http://dx.doi.org/10.18235/0002905.

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This paper studies from an empirical and theoretical perspective the systemic and bank-level effects of imposing reserve requirements (RR) in foreign currency in an economy with a heavily dollarized financial system. The paper empirically characterizes banks responses to the RR carried out by the Peruvian Central Bank since 2008 with the objective of stabilizing the financial market and meeting its policy targets. The results suggest that the RR is effective in reducing the overall level of credit in the economy and that banks response in terms of credit and deposits is very heterogeneous depending on their ex ante preference for foreign funding ratio, i.e., the ratio of deposits in dollars to total loans. Motivated by the empirical insights, the paper builds a DSGE small-open-economy model with financial frictions à la Gertler-Karadi-Kiyotaki, where bank heterogeneity and financial dollarization are introduced to evaluate the effectiveness of the differential RR in reducing financial dollarization and improving financial resilience.
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Arce, Eliécer, and Edgar A. Robles. Fiscal Rules and the Behavior of Public Investment in Costa Rica and Panama: Towards Growth-Friendly Fiscal Policy? Inter-American Development Bank, March 2021. http://dx.doi.org/10.18235/0003071.

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This paper aims to provide evidence on the effects of fiscal rules on public investment, fiscal results and growth in Costa Rica and Panama. First, we find that the budget formulation process and the political economy behind the adoption and compliance of fiscal rules explain that Panama has a bias to create and sequentially pile up rules, while Costa Rica has a tendency not to comply with them. Second, a retrospective analysis of the 2018 fiscal rules in both nations finds asymmetric effects on the fiscal results. In Panama it is difficult to separate the effect of fiscal rule designs on public investment; and, in Costa Rica, the application of the fiscal rule will decrease public investment, if the debt to GDP ratio exceeds 60 percent and current expenditure crowds out capital expenditure. Two lessons emerge. First, an effective fiscal rule compliance requires time consistent institutions, solid monitoring, enforcement schemes and improving the quality of public financial management systems. Second, it is necessary to review the design of fiscal rules in both countries to ensure they are investment and growth friendly.
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