Relevant bibliographies by topics / Credit loss ratio

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  1. Journal articles
  2. Dissertations / Theses
  3. Conference papers

Academic literature on the topic 'Credit loss ratio'

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

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Journal articles on the topic "Credit loss ratio"

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ANSELMI, GIULIO. "VOLATILITY MEASURES, LIQUIDITY AND CREDIT LOSS PROVISIONS DURING PERIODS OF FINANCIAL DISTRESS." Journal of Financial Management, Markets and Institutions 06, no. 02 (2018): 1850006. http://dx.doi.org/10.1142/s2282717x18500068.

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In this paper, we investigate the role of liquidity in banks lending activity and how liquidity provision is related to bank’s credit risk and others market-based risk measures, such as bank’s implied volatility skew from options traded on the market and realized volatility from futures contract on LIBOR, during periods of global financial distress. Credit risk is given by the ratio between loan loss reserves and total assets and we find that losses from lending activity force banks to build up new liquidity provisions only during the period of financial distress. Liquidity ratio is given by t
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Fred Nelson, Ossou Ndzila. "The Impact of Credit Risk Management on the Profitability of a Commercial Bank: The Case of BGFI Bank Congo." International Journal of Economics and Finance 12, no. 3 (2020): 21. http://dx.doi.org/10.5539/ijef.v12n3p21.

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This study examines the impact of credit risk management on the profitability of BGFI Bank Congo, by identifying credit risk indicators and profitability measurement ratios over the period of 2010-2019. The results indicate that profitability is somewhat affected by credit risk management as measured by its credit risk management indicators. The non-performing loan ratio (NPLR), the capital assets ratio (CAR), and the loan loss provision ratio (LLPR) show a negative impact on ROE. These three ratios contribute negatively, while the CAR makes a positive contribution to Return on assets (ROA) an
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Indramawan, Dendy. "Banking credit restructuring in Indonesia: Quo vadis?" Jurnal Inovasi Ekonomi 6, no. 02 (2021): 47–58. http://dx.doi.org/10.22219/jiko.v6i02.14861.

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This research aims to analyze the impact of Coronavirus Disease (Covid-19) on the accounting practices in banks associated with Indonesian Financial Accounting Standards (PSAK) 71 – Financial Instrument, particularly the allowance for impairment losses (CKPN) to respond to the Indonesian Financial Service Authority's Regulation (POJK) Number: 11/POJK.03/2020 concerning credit restructuring program and quality assets assessment. The research methodology is triangulation. This study reveals that the restructuring program helps banks from a significant jump of weak quality credits. Banks need to
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Liu, Yang, Sanjukta Brahma, and Agyenim Boateng. "Impact of ownership structure and ownership concentration on credit risk of Chinese commercial banks." International Journal of Managerial Finance 16, no. 2 (2019): 253–72. http://dx.doi.org/10.1108/ijmf-03-2019-0094.

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Purpose The purpose of this paper is to examine the effects of bank ownership structure and ownership concentration on credit risk. Design/methodology/approach Using panel data on a sample of 88 Chinese commercial banks, with 826 observations over a period of 2003–2018, this study has applied system generalised method of moments regression to examine the impact of bank ownership structure and ownership concentration on credit risk. This study has used two measures of credit risk, which are non-performing loan ratio (NPLR) and loan loss provision ratio (LLPR). Findings The results show that own
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Huang, Kun, Qiuge Yao, and Chong Li. "Impacts of Financial Market Shock on Bank Asset Allocation from the Perspective of Financial Characteristics of Banks." International Journal of Financial Studies 7, no. 2 (2019): 29. http://dx.doi.org/10.3390/ijfs7020029.

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Given ongoing financial disintermediation and the need for central banks to establish interest rate corridors, commercial banks have increasingly enriched their asset allocation choices, forming an allocation pattern that combines traditional credit assets (loans) and financial assets (interbank and securities investment). Due to the long-standing dual interest rate system in China, the yields of credit assets and financial assets have differed, which means the latter has greater volatility. Using the quarterly panel data of 23 listed commercial banks in China from 2002 to 2017, the empirical
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Mennawi, Ahmed Nourrein Ahmed. "The The Impact of Liquidity, Credit, and Financial Leverage Risks on Financial Performance of Islamic Banks: A Case of Sudanese Banking Sector." Risk and Financial Management 2, no. 2 (2020): p59. http://dx.doi.org/10.30560/rfm.v2n2p59.

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This study aims to investigate the impact of liquidity, credit, and financial leverage risks on the financial performance of Islam banks in Sudan during the period of 2008 - 2018. Panel dataset of 143 observations from (13) banks has been used in this study. Two models of ROA and NPM have been constructed using robust random effects estimates for testing the study hypotheses. The independent variables consist of liquidity and credit risks plus the financial Leverage ratio. Credit risk that measured by nonperformance of loan (financing) and provision of loan (financing) loss ratios; while the l
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Mery, Mery, and Chalid Abdul Dony. "The Effects of Credit Growth on Risk and Performance of Conventional Banks in Indonesia." Journal of International Conference Proceedings 4, no. 1 (2021): 140–49. http://dx.doi.org/10.32535/jicp.v4i1.1135.

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Indonesia is a developing country with a bank-based country structure. Credit is the largest component of banking assets. Credit growth with the low interest rates and low standard criteria for potential borrowers will have an impact on the credit risk faced by banks. The purpose of this study is to look into the effect of credit growth on the risk and performance of Indonesian conventional banks. This study uses dynamic panel data with the Generalized Method of Moment (GMM) approach. There are 3 hypotheses to be tested: first, the relationship between credit growth and credit risk using a cre
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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: e
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Youssef, Amel Ben. "Credit Risk Stress Testing of Commercial Banks in Tunisia." International Journal of Accounting and Finance Studies 1, no. 1 (2018): 10. http://dx.doi.org/10.22158/ijafs.v1n1p10.

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<p><em>Stress tests of credit risk is greatly affected by data constraints in Tunisian banking system. Aiming to improve the assessment of credit risk in such conditions, we propose a model to conduct a macro stress test of credit risk for a sample of ten Tunisian commercial banks based on scenario analysis.</em></p><p><em>The approach consists first in explaining the credit risk for each bank in terms of macroeconomic and bank-specific variables through a static fixed effects model, second in a stress-testing exercise using the Monte Carlo Simulation for ge
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Honey, Damian, Tahseen Mohsan Khan, and Malik Umer Ayub. "Factors Influence Banks’ Advancing Approach: Study Of Emerging Economies." Journal of Educational Paradigms 1, no. 2 (2019): 64–71. http://dx.doi.org/10.47609/0102032019.

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The study explores the advancing approach of commercial banks of Pakistan and Bahrain influenced by different factors that include loan loss provision, profitability, financial risks, and capital requirement. Hypotheses tested using exploratory analysis and GMM panel regression applied to the data obtained from 26 commercial banks of two countries for the period FY2008 to FY2017. The results reveal a significant connection between advancing approach and loan loss provisions for banks of both countries. Further, the advancing approach establishes a meaningful adverse relationship with profitabi
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Dissertations / Theses on the topic "Credit loss ratio"

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Fjellstedt, Hanna, and Daniel Fischer. "IFRS 9 Finansiella instrument : Vilken effekt den nya regleringen har på svenska banker efter införandet." Thesis, Högskolan Dalarna, Företagsekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:du-30762.

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Bakgrund: En ny reglering har införts den 1 januari 2018, vilket är IFRS 9 finansiella instrument som ersätter IAS 39. Värdering och redovisning förändras från en objektiv till en subjektiv bedömning av kreditförluster. Syfte: Syftet med studien är att undersöka vilken effekt IFRS 9 har på svenska banker efter införandet. Studien undersöker även om effekten varierar beroende av bankers storlek. Metod: För att uppnå studiens syfte har en kvantitativ studie med deduktiv ansats tillämpats. Sekundärdata har inhämtats ur bankernas årsredovisningar för 2018 från respektive hemsida. Banker som ingår
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Winter, Söderberg Cristoffer, and Stephanie Göransson. "THE BANK CRISIS FINANCIAL RATIOS : A comparative research of the UK and Sweden during 2006-2010." Thesis, Högskolan i Halmstad, Sektionen för ekonomi och teknik (SET), 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16409.

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The credit crunch that started the 9th of August 2007 is generally viewed as the most significant crisis to affect the financial markets and the global economy since the 1930s.The UK financial sector was heavily hit by the crisis which resulted in a dry up in lending and left a black hole in the British banks‟ finances. During the last quarter of 2010 the GDP shank unexpectedly with 0.5 percent from the third quarter which created concerns about going back into the recession. Contrarily, for Swedish economy 2010 was an impressing year with an unexpected GDP growth of 7, 3 percent in the last q
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Conference papers on the topic "Credit loss ratio"

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Wright, Alex, Ali Mahallati, and Julio Militzer. "Isolating Effects of Area Ratio From Lobe Number for Turbofan Engine Exhaust Systems." In ASME Turbo Expo 2014: Turbine Technical Conference and Exposition. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/gt2014-27200.

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This paper presents a numerical investigation of lobed mixer performance at experimentally validated low speed conditions and conditions representative of high speed engine operation. The purpose of this study was to first assess and understand how variations in bypass-to-core area ratio (AR) can affect engine performance, then isolate those effects to determine the efficacy of increasing the number of mixer lobes. The area ratio was manipulated via adjustment of the lobe crest and valley radiuses. No other geometric features were altered in any of the 5 mixers studied (12-lobe AR of 3, 2.5 an
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