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Journal articles on the topic 'Deposit risk'

Author: Grafiati

Published: 28 May 2022

Last updated: 30 July 2025

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1

Widarjono, Agus, Suharto, and Diana Wijayanti. "Do Islamic banks bear displaced commercial risk? Evidence from Indonesia." Banks and Bank Systems 17, no. 3 (2022): 102–15. http://dx.doi.org/10.21511/bbs.17(3).2022.09.

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The market share of Islamic commercial banks in Indonesia is small despite the fact that Indonesia is a predominantly Muslim country. This paper investigates the asymmetric effect of the deposit rate of conventional banks on Islamic bank deposits in Indonesia applying a dual banking system. This study employs the Non-linear ARDL (NARDL), using monthly data and covering 2009:M1–2019:M7. The findings clearly confirm the long-run relationship between the Islamic deposit and conventional deposit rate for any maturity. Furthermore, the impact of conventional bank deposit rate is asymmetry on Islami

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2

van Dyk, Anton. "Non-Maturing Deposits: Predictive Modelling and Risk Management." Journal of Risk and Financial Management 18, no. 2 (2025): 84. https://doi.org/10.3390/jrfm18020084.

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Non-maturing deposits (NMDs) are a significant source of liquidity for banks, making research into their modelling and forecasting invaluable. However, NMDs have no explicit expiration date, posing liquidity risks and complicating management. This research develops models and a framework to explain, predict, and manage variations in non-maturing deposits. Aggregate savings and transaction deposit data from an African bank were analysed to test the methodologies. The Trend-Fourier model, leveraging historical trends and Fourier analysis, forecasted 90-day deposit volumes. The model revealed pro

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Huang, Yunying, and Kenichiro Soyano. "Which Component of Deposit Drives Systemic Risk Volatility." Economic Analysis Letters 1, no. 1 (2022): 1–7. http://dx.doi.org/10.58567/eal01010001.

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Bank deposit is closely related to systemic risks. In addition, considering that resident deposits in China have significant seasonal characteristics, this paper focuses on which component of deposits drives the systemic risk volatility, that is, it can supplement the existing forecast information. We use X-13ARIMA-SEATS to decompose deposit into three subsequences. The research findings show that the forecast effect of subsequence models is better than that of benchmark series. Most importantly, the model with trend component has the best forecast performance.

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Moyo, Zibusiso, and Sophia Mukorera. "Liquidity And Deposit Insurance: The Case Of Deposit-Taking Microfinance Institutions In Low-Income Sub-Saharan Africa." Management and Economics Research Journal 8, no. 4 (2022): 1–10. http://dx.doi.org/10.18639/merj.2022.1782409.

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The objective of this study was to examine the relationship between liquidity and deposit insurance of Deposit-taking Microfinance Institutions (DTMFIs) in Low-Income Sub-Saharan Africa (LISSA). Several DTMFIs in the region defaulted in meeting withdrawals on deposits and collapsed with depositors’ funds. The failure of DTMFIs to be liquid has dire consequences such as contagion risk due to the sudden and unexpected deposit runs and oblivion of depositors’ funds, which further condemn the small savers into extreme poverty levels. Panel data from the Microfinance Information Exchange for the ye

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Aldunate, Felipe. "Deposit Insurance, Bank Risk-Taking, and Failures: Evidence from Early Twentieth-Century State Deposit Insurance Systems." Review of Corporate Finance Studies 8, no. 2 (2019): 260–301. http://dx.doi.org/10.1093/rcfs/cfz001.

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Abstract I use the introduction of deposit insurance in eight U.S. states in the early twentieth-century to study the effects of deposit insurance on the banking system. Using a triple difference approach exploiting regulatory differences between national and state banks and between states, I find that insured banks experienced higher deposit growth and decreased funding costs. I also observe a replacement of demand deposits by riskier time deposits. However, I find no aggregate effects on failure rates or risk-taking. Using hand-collected micro-level data, I show that small and large banks re

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Rokhim, Rofikoh, and Nevya Wulandary. "PENGARUH PENJAMINAN SIMPANAN, CAR, DAN NPL PADA TINGKAT DEPOSIT, RISIKO MORAL HAZARD, DAN NIM." EKUITAS (Jurnal Ekonomi dan Keuangan) 17, no. 4 (2018): 468–85. http://dx.doi.org/10.24034/j25485024.y2013.v17.i4.115.

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Banking industry plays a very important role in Indonesian economy. Therefore, stability of banking system is considered substantial by the government. Bank Indonesia (BI), the central bank; Indonesia Deposit Insurance Corporation (LPS) and Financial Services Authority (FSA) seeks to preserve the stability of banking system using policy of capital adequacy ratio (CAR), the maximum limit of non-performing loan (NPL) and the obligations to become member of deposit insurance. This study wants to examine whether these regulations affect the level of deposits, moral hazard risk and the net interest

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RUSINA, Yu. O., and V.M. TOLOCHKO. "Monitoring and evaluation of risk of deposit activities of CB JSC FUIB." Market Relations Development in Ukraine №6(229)2020 130 (August 18, 2020): 39–47. https://doi.org/10.5281/zenodo.3989245.

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The subject of the study is the theoretical and methodological foundations of monitoring and assessing the risk of deposit activity of CB JSC FUIB. The aim of the study is to analyze the performance of deposit operations to ensure the resource base of a banking institution and to assess the possible risks that arise during the implementation of deposit activities by a commercial bank. Research Methods. During the study, methodological and monographic methods were used to form the theoretical basis of the concept of «deposit risk». To analyze the deposit operations of a commercial b

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Agbonma Theresa, UDENWA, SUBERU, Abubakar Adagu, and JACOB Zaccheaus. "Effect of Liquidity Risk on the Financial Performance of Quoted Deposit Money Banks in Nigeria." International Journal of Economics, Business and Management Research 07, no. 07 (2023): 54–69. http://dx.doi.org/10.51505/ijebmr.2023.7705.

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This study examines the effect of liquidity risk on the financial performance of quoted deposit money banks in Nigeria. The ratio of loans and advances to total assets and the ratio of loans and advances to total deposits were used to measure liquidity risk, while Return on Assets (ROA) was used to measure financial performance. Data were collected from the annual financial reports of each of the deposit money banks. The study utilized panel regression to analyse the data from a sample of eleven (11) quoted deposit money banks on the Nigerian Exchange Group from 2014- 2021. The results of the

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Sjafruddin, Sjafruddin, and Iskandar Iskandar. "TATA KELOLA SISTEM PENJAMINAN SIMPANAN PERBANKAN DI INDONESIA." J-ISCAN: Journal of Islamic Accounting Research 2, no. 2 (2020): 113–25. http://dx.doi.org/10.52490/j-iscan.v2i2.932.

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The ratification of Law Number 24 of 2004 concerning the Deposit Insurance Corporation (LPS) marks the formal process of institutionalizing the deposit insurance system in Indonesian banking. After the banking systemic crisis in 1997 that hit various countries including Indonesia, the government made various stabilization and reform policies in the financial sector to improve the banking system. The blanket guarantee policy for bank customer deposits in 1998 with no limits (blanket guarantee) restored public confidence in banks, but on the other hand this guarantee also created a moral hazard

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Tchiotashvili, David, and Khaliana Chitadze. "Deposit insurance risk portfolio investment policy, management and results in Georgia." InterConf, no. 47(209) (July 19, 2024): 99–109. http://dx.doi.org/10.51582/interconf.19-20.07.2024.008.

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Deposit insurance is a widely tested, dynamic, stable and effective mechanism in the world, which in turn involves the investment policy of the deposit insurance risk portfolio, its effective management and ensures protection of deposits from various types of financial risks in the event of an insurance event. Based on the correct and targeted investment policy, effective management and achieved results of the deposit insurance risk portfolio, we can safely say that the reform, which was introduced in 2018 in accordance with the best international practices and taking into account the recommen

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11

Azhar Rosly, Saiful, and Mohammad Ashadi Mohd. Zaini. "Risk‐return analysis of Islamic banks' investment deposits and shareholders' fund." Managerial Finance 34, no. 10 (2008): 695–707. http://dx.doi.org/10.1108/03074350810891010.

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PurposeThe purpose of this paper is to study the differences or variance in the yields of Islamic and conventional bank deposits and capital, respectively, in view of their contractual differences, namely the former which is based on equity and the latter on debt.Design/methodology/approachThe paper uses a financial ratio approach.FindingsIt was found that deposit yields in conventional banks were lower than return on equity (ROE), which truly reflect the contractual differences between fixed deposit and bank's capital. Also, it was found that Islamic banks' deposit yield and ROEs do not refle

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Darst, Matt, Sotirios Kokas, Alexandros Kontonikas, José-Luis Peydró, and Alexandros Vardoulakis. "QE, Bank Liquidity Risk Management, and Non-Bank Funding: Evidence from U.S. Administrative Data." Finance and Economics Discussion Series, no. 2025-030 (April 2025): 1. https://doi.org/10.17016/feds.2025.030.

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We show that the effectiveness of unconventional monetary policy is limited by how banks adjust credit supply and manage liquidity risk in response to fragile non-bank funding. For identification, we use granular U.S. administrative data on deposit accounts and loan-level commitments, matched with bank-firm supervisory balance sheets. Quantitative easing increases bank fragility by triggering a large inflow of uninsured deposits from non-bank financial institutions. In response, banks that are more exposed to this fragility actively manage their liquidity risk by offering better rates to insur

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Bui, Dan Thanh, Thanh Ha ,. Doan, Thi Hong Nhung Pham, and Hai Nam Pham. "Impact of Capital Structure on Risk-taking of Vietnamese Commercial Banks." WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS 20 (September 21, 2022): 113–21. http://dx.doi.org/10.37394/23207.2023.20.12.

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This study assesses the impact of capital structure on the risk-taking of Vietnamese commercial banks in the period 2012–2020. The study uses the system GMM regression model (SGMM) to estimate the results based on panel data collected by year from financial statements of 30 Vietnamese commercial banks. The variable representing bank risk-taking is Z-score; the variables representing the capital structure of commercial banks are customer deposits and non-deposit liabilities. Research results show that customer deposits and non-deposit liabilities increase the risk-taking of commercial banks. Fr

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14

Olofin, Abiona Jeremiah, Taiwo Adewale Muritala, Faiza Maitala, Hauwa Lamino Abubakar, and Stanley Nwannebuife Ajalie. "THE IMPACT OF LIQUIDITY RISK ON PROFITABILITY OF LISTED DEPOSIT MONEY BANKS IN NIGERIA." International Journal of Professional Business Review 9, no. 6 (2024): e4777. http://dx.doi.org/10.26668/businessreview/2024.v9i6.4777.

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Objective: The study examined the relationship between liquidity risk and the profitability of Nigeria's listed deposit money banks in Nigeria over a 16 years period from 2008 to 2023. Method: Panel data on cash reserve ratio, liquidity ratio, loan to deposit ratio, and return on equity were collected from the annual reports and financial statements of the five systemic banks listed on Nigerian Exchange Group from 2008-2023. Ordinary least square regression analysis, panel unit root test, Hausman test were used in analysing the data. Results: The study found a significant positive relationship

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Abbasian, Alireza, Sayyed Kazem Chavoshi, Mirfeiz Fallahshams, and Reza Gholami Jamkarani. "Examining the Impact of Parallel Market Fluctuations on Penalty Rate Levels with Predictions of Depositors' Behavior Regarding Deposit Failure Rates." International Journal of Innovation Management and Organizational Behavior 3, no. 5 (2023): 10–22. http://dx.doi.org/10.61838/kman.ijimob.3.5.2.

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Objective: This research aims to investigate the fluctuations of parallel markets on the level of penalty rates and to propose a conceptual model predicting depositors' behavior regarding deposit failure rates. Theoretically, this study contributes to the development and presentation of factors affecting customers' financial behavior in the banking system (both private and public). From an innovation perspective, the proposed model examines the actual decisions and behaviors of individuals in financial matters. Method: The research methodology is applied and post-event in nature. This study ad

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Putri, Della Safira Radi, and Noven Suprayogi. "SENSITIVITAS DEPOSITO MUDARABAH, ELASTISITAS TINGKAT SUKU BUNGA, ELASTISITAS TINGKAT BAGI HASIL PADA PERBANKAN SYARIAH DI INDONESIA." Jurnal Ekonomi Syariah Teori dan Terapan 7, no. 9 (2020): 1629. http://dx.doi.org/10.20473/vol7iss20209pp1629-1645.

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ABSTRAKPenelitian ini dilakukan untuk mengetahui apakah terdapat perbedaan elastisitas suku bunga dan tingkat elastisitas bagi hasil pada deposito Mudarabah Bank Syariah Indonesia tahun 2013-2017. Pengujian dalam penelitian ini menunjukkan hasil dengan hipotesis nol diterima atau dengan kata lain tidak terdapat perbedaan yang signifikan. Dengan demikian, deposito mudarabah bank syariah sensitif terhadap perubahan suku bunga dan tingkat bagi hasil. Kenaikan dan penurunan suku bunga dan tingkat bagi hasil berpotensi merugikan dengan berkurangnya dana deposan karena return yang diberikan lebih re

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Li, Guo, and Sherrill Shaffer. "Reciprocal brokered deposits, bank risk, and recent deposit insurance policy." North American Journal of Economics and Finance 33 (July 2015): 366–84. http://dx.doi.org/10.1016/j.najef.2015.07.001.

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18

Han, Guanghua, Ming Dong, and Qi Sun. "Managing Distrust-Induced Risk with Deposit in Supply Chain Contract Decisions." Scientific World Journal 2014 (2014): 1–14. http://dx.doi.org/10.1155/2014/961394.

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This paper studies the trust issue in a two-echelon supply chain information sharing process. In a supply chain, the retailer reports the forecasted demand to the supplier. Traditionally, the supplier’s trust in the retailer’s reported information is based on the retailer’s reputation. However, this paper considers that trust is random and is also affected by the reputation and the demand gap. The supplier and retailer have been shown to have different evaluations regarding the degree of trust. Furthermore, distrust is inherently linked to perceived risk. To mitigate perceived risk, a two-stag

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Gideon, F., J. Mukuddem-Petersen, and M. A. Petersen. "Minimizing Banking Risk in a Lévy Process Setting." Journal of Applied Mathematics 2007 (2007): 1–25. http://dx.doi.org/10.1155/2007/32824.

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The primary functions of a bank are to obtain funds through deposits from external sources and to use the said funds to issue loans. Moreover, risk management practices related to the withdrawal of these bank deposits have always been of considerable interest. In this spirit, we construct Lévy process-driven models of banking reserves in order to address the problem of hedging deposit withdrawals from such institutions by means of reserves. Here reserves are related to outstanding debt and acts as a proxy for the assets held by the bank. The aforementioned modeling enables us to formulate a st

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Mueni, Lucia, Gordon Opuodho, and Agnes Wanjiru Njeru. "Credit Risk and Financial Performance of Deposit Taking Microfinance Banks Kenya." International Journal of Social Science and Humanities Research (IJSSHR) ISSN 2959-7056 (o); 2959-7048 (p) 3, no. 1 (2025): 112–25. https://doi.org/10.61108/ijsshr.v3i1.158.

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Microfinance banks provide small-scale financial services, including loans, savings, and money transfers, to marginalized and low-income communities. However, they face significant credit risk due to borrowers' limited financial capacity and unstable income sources. This risk is heightened by continuous internal and external changes, such as technological advancements, which can impact financial performance. To maintain stability and profitability, microfinance banks must effectively measure and manage credit risk exposures that threaten their viability. Therefore, this study sought to examine

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Price, Gregory N. "The Cost of Government Deposits for Black-Owned Commercial Banks." Review of Black Political Economy 23, no. 1 (1994): 9–24. http://dx.doi.org/10.1007/bf02895738.

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This article utilizes a Statistical Cost Accounting Model and Mean Variance Model to estimate the cost and potential risk impact of government deposits for black-owned commercial banks. The main findings are that relative to other types of deposits on the balance sheet, government deposits are expensive, and that deposits received through the Minority Bank Deposit Program may have the effect of increasing risk in the asset portfolio.

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Allen, F., E. Carletti, and A. Leonello. "Deposit insurance and risk taking." Oxford Review of Economic Policy 27, no. 3 (2011): 464–78. http://dx.doi.org/10.1093/oxrep/grr022.

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23

Laeven, L. "Bank Risk and Deposit Insurance." World Bank Economic Review 16, no. 1 (2002): 109–37. http://dx.doi.org/10.1093/wber/16.1.109.

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Otwoko, Benjamin, and Kimani Maina. "Effect of liquidity risk on the financial performance of deposit taking savings and credit cooperative organisations (SACCOs) in Kenya." International Journal of Research in Business and Social Science (2147- 4478) 10, no. 2 (2021): 203–11. http://dx.doi.org/10.20525/ijrbs.v10i2.1056.

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Liquidity risk is the potential that an entity will be unable to acquire the cash required to meet its short and intermediate-term obligations. Deposit-taking Savings and Credit Cooperative Organisation (SACCOs) face liquidity risk when they are unable to fund their operations and lending requirements to their members as and when circumstances demand. Given that liquidity is a key phenomenon on the optimal functioning and financial performance of deposit-taking SACCOs, this study critically analyzed the effect of liquidity risk on the financial performance of DT SACCOs in Kenya. The study used

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Bartholdy, Jan, Glenn W. Boyle, and Roger D. Stover. "Deposit insurance and the risk premium in bank deposit rates." Journal of Banking & Finance 27, no. 4 (2003): 699–717. http://dx.doi.org/10.1016/s0378-4266(01)00261-8.

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Mao, Hong, Krzysztof Ostaszewski, and Jin Wang. "Critical condition for deposit insurance to partially or fully substitute for raising capital under cyclical economic environment." Journal of Economic Analysis 2, no. 4 (2023): 140–53. http://dx.doi.org/10.58567/jea02040008.

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Regulation of financial institutions has two key purposes: Solvency (prudential regulation) and consumer protection. Prudential regulation is implemented mainly by capital requirements, but governments also provide insurance for customer deposits, as a backup tool. In this article, we discuss the critical conditions for deposit insurance and capitalization to act as substitutes for each other, under cyclical economic environment. We make two assumptions. The first one is that deposit insurance is fairly priced and there is no moral hazard. The second one is that insurance creates incentives fo

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Zhang, Yaojie, and Benshan Shi. "Systematic risk and deposit insurance pricing." China Finance Review International 7, no. 4 (2017): 390–406. http://dx.doi.org/10.1108/cfri-12-2016-0133.

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Purpose The purpose of this paper is to alleviate the moral hazard problem created by deposit insurance and therefore develop a deposit insurance pricing model explicitly considering systematic risk. Design/methodology/approach Using the market model, the authors introduce the systematic risk component consisting of market risk and beta risk. A closed-form solution for the authors’ pricing model is derived based on the option pricing framework. Findings Compared with the authors’, the pricing model that ignores systematic risk underestimates deposit insurance premium, and cannot cover the exce

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Versal, Nataliia, and Andriy Stavytskyy. "Financial dollarization: Trojan horse for Ukraine?" Ekonomika 94, no. 3 (2015): 21–45. http://dx.doi.org/10.15388/ekon.2015.3.8786.

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The paper revisits the causes and consequences of financial dollarization in Ukraine during the past decade (monthly data). Dollarization in emerging markets plays a dual role: positive and negative. This study of financial dollarization is in the context of resident household holdings of foreign currency-denominated bank deposits and loans. If exchange rates are stable, deposit dollarization allows the withdrawal of money from the shadow economy, and loan dollarization allows the lending of long-term money, which is not possible with domestic currency due to inflation expectations. At the sam

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Bradley, M. "Risk weights, risk-based capital and deposit insurance." Journal of Banking & Finance 5, no. 4-5 (1991): 875–93. http://dx.doi.org/10.1016/0378-4266(91)90008-a.

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Bradley, Michael G., Carol A. Wambeke, and David A. Whidbee. "Risk weights, risk-based capital and deposit insurance." Journal of Banking & Finance 15, no. 4-5 (1991): 875–93. http://dx.doi.org/10.1016/0378-4266(91)90104-t.

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Cholilah, Noer, and Atina Shofawati. "PERBEDAAN RISK AND RETURN DEPOSITO MUDHARABAH PADA BUS DI INDONESIA (PERIODE 2015-2017)." Jurnal Ekonomi Syariah Teori dan Terapan 6, no. 5 (2020): 1042. http://dx.doi.org/10.20473/vol6iss20195pp1042-1056.

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This research analyzes the level of potential risks and returns received by customers from mudharabah deposit investments. In this study the authors also analyzed the relationship between the two variables whether they have differences in.The research method used is a descriptive quantitative approach. The sample in this study were 9 Islamic Commercial Banks which included: Bank Syariah Mandiri, Bank Muamalat Indonesia, BRI Syariah, BNI Syariah, BCA Syariah, Panin Syariah Bank, Syariah BTPN Bank, Maybank Syariah Indonesia, and Bank Syariah Bukopin. The results of this study indicate that there

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Mueni, Lucia, Gordon Opuodho, and Agnes Wanjiru Njeru. "Market Risk and Financial Performance of Deposit Taking Micro Finance Banks Kenya." International Journal of Innovations and Interdisciplinary Research (IJIIR) ISSN 3005-4885 (p);3005-4893(o) 3, no. 1 (2025): 1–14. https://doi.org/10.61108/ijiir.v3i1.159.

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Microfinance banks provide small-scale financial services, including loans, savings, and money transfers, to marginalized communities. However, they face significant credit risk due to unsecured lending and the limited credit history of borrowers. This risk is heightened by rapid technological changes and evolving market conditions, which threaten their financial stability. To maintain profitability, microfinance banks must adopt effective credit risk management strategies to assess and mitigate exposures that could impact their financial performance. Therefore, this study sought to examine ho

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Huang, Chien-Ming, and Ta-Cheng Chang. "The Valuation of Contract Deposit and Purchase Price." Mathematics 10, no. 23 (2022): 4535. http://dx.doi.org/10.3390/math10234535.

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This paper evaluates the deposit and purchase pricing of purchase contracts in a risk-neutral framework. First, we determine the fair deposit price of a single-installment purchase contract based on theoretical modeling and numerical analysis. Second, the buyer’s threshold pricing in dual-installment and multi-installment contracts is investigated under the framework of compound options. Lastly, the pricing behavior of deposits and purchases is further analyzed using a simultaneous equations modeling framework.

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Barkauskaite, Aida, Ausrine Lakstutiene, and Justyna Witkowska. "Measurement of Systemic Risk in a Common European Union Risk-Based Deposit Insurance System: Formal Necessity or Value-Adding Process?" Risks 6, no. 4 (2018): 137. http://dx.doi.org/10.3390/risks6040137.

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Scientific discussions have emphasized that the main problem with the current deposit insurance system is that the current system does not evaluate the risks that banks assume to calculate the deposit insurance premiums in many countries of the European Union (E.U.). Thus, the prevailing system does not safeguard a sufficient level of stability in the banking system. Scientific studies show that the deposit insurance system should consider not only the risk indicators for individual banks, but it must also consider the systemic risk of banks that affects the stability of the banking system. He

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Nengsih, Ifelda, and Rizal Rizal. "Liquidity Risk Management of Mudharabah Deposit Products At PT. BPRS Al Makmur." Islamic Banking : Jurnal Pemikiran dan Pengembangan Perbankan Syariah 8, no. 1 (2022): 37–54. http://dx.doi.org/10.36908/isbank.v8i1.430.

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Abstract This research aims to uncover the risk management and management system carried out by PT. BPR Syariah Al-Makmur against mudharabah deposit products. This type of research is qualitative with descriptive methods. Data is collected through interviews and documentation to get an overview of the research. This study found that deposits became a superior product because deposits could take funds even if they were not due and were not subject to fines (penalties). To avoid liquidity risks due to withdrawal of funds before maturity, management develops various strategies. The liquidit

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Pasha, Rafithoriq Aditya Pasha, and Yenny Kornitasari. "FAKTOR – FAKTOR YANG MEMENGARUHI MINAT BERINVESTASI PADA DEPOSITO SYARIAH." Islamic Economics and finance in Focus 3, no. 2 (2024): 297–308. http://dx.doi.org/10.21776/ieff.2024.03.02.06.

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This research was conducted to identify the factors that influence a person’s interest in using Sharia deposits. The purpose of this research is to broaden public knowledge about Sharia deposit products, and to determine whether investment knowledge factors, risk preference factors, and income factors influence investment interest in Sharia deposit products. The research method used is descriptive analysis research with data collection through questionnaires or surveys on the productive age workforce in DKI Jakarta. The results of this study indicate that the independent variables in this stud

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Juliana, Ahmad, Najmuddin Najmuddin, and Muhammad Tharmizi Junaid. "The impact of credit risk on market discipline: Exploring the moderating role of corporate governance through Generalized Method of Moments (GMM) analysis in banking companies." Jurnal Perspektif Pembiayaan dan Pembangunan Daerah 11, no. 6 (2024): 407–18. http://dx.doi.org/10.22437/ppd.v11i6.26181.

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High credit risk poses a significant threat to banks, underscoring the necessity to examine the effectiveness of good corporate governance in mitigating such risks. This study aims to assess the impact of credit risk, represented by non-performing loans (NPLs), on market discipline, reflected through deposit growth, and the moderating role of good corporate governance, focusing on board size and institutional ownership, in this dynamic. Data for the study were sourced from the financial reports of banking companies on their official websites, IDN Financial, and the Indonesia Stock Exchange. Th

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Fernandez, Diana. "Optimizing Financial Performance: Deciphering the Interplay of Liquidity and Profitability in Bank Muscat, Sultanate of Oman." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 02 (2024): 1–13. http://dx.doi.org/10.55041/ijsrem28562.

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This study explores the intricate relationship between liquidity and profitability at Bank Muscat, Oman, examining various financial indicators such as Cash Reserve Ratio (CRR), Total Deposits to Total Assets (TDTA), Capital Adequacy Ratio (CAR), Total Loans to Total Deposits (TLTD), Liquid Assets to Total Assets (LATA), Liquid Assets to Total Deposits (LATD) and Liquidity Risk Exposure (LRE). The findings reveal that Liquid Assets to Total Assets (LATA) significantly correlates with Return on Assets (ROA), while other indicators show varied relationships. Notably, the Capital Adequacy Ratio (

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Moses Ololade, Babatunde, Rafiu Oyesola Salawu, and Olaide Olufolayemi Olatunji. "Risk management and performance of deposit money banks in Nigeria: A re-examination." Banks and Bank Systems 18, no. 2 (2023): 113–26. http://dx.doi.org/10.21511/bbs.18(2).2023.10.

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Risks inherent in banking businesses should be managed to prevent financial losses to the sector’s stakeholders and negative externalities to the global economy. To this end, this study examines the effect of risk management on the performance of deposit money banks in Nigeria. A sample of eight (8) deposit money banks with international authorization are purposively selected out of 12 deposit money banks due to data availability. Panel data analysis techniques were adopted to analyze the secondary data that were obtained from the annual reports of banks. Findings based on the disaggregated mo

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Chi, Pham Thi, and Dao Thanh Binh. "Deposit Insurance and Bank Risks in Vietnam." Business and Economic Research 10, no. 2 (2016): 46. http://dx.doi.org/10.5296/ber.v10i2.16750.

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The relationship between deposit insurance and banking risks has been widely studied, but has been the subject of relatively few empirical studies, especially for Vietnamese banking system. This research aims to explore the effect of deposit insurance on banks’ risk taking in Vietnam. The paper employs 7 bank specific variables and 2 macroeconomic variables, as well the premium paid by banks as variables for the regression models used. The results suggest that deposit insurance does impact banks’ risk taking incentive but it has different effects on each type of risk. It is concluded that cred

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OLOWOOKERE, Johnson Kolawole, and Bolarinwa R. FERUKE. "VALUE RELEVANCE OF RISK MANAGEMENT DISCLOSURE AMONG LISTED DEPOSIT MONEY BANKS IN NIGERIA." BUSINESS EXCELLENCE AND MANAGEMENT 11, no. 4 (2021): 64–79. http://dx.doi.org/10.24818/beman/2021.11.4-05.

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This study examined the value relevance of risk management disclosure among listed deposit money banks in Nigeria. The data were collected from 10 listed deposit money banks using purpose sampling and manual content analysis for the period ranging from 2014 to 2018. Descriptive statistics tools of mean, standard deviation together with correlation analysis were used for preliminary analysis while the value relevance of risk management disclosure was estimated using random effect panel regression based on the outcome of the various specification tests. The results were obtained by controlling f

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Mlawasi, Andrew Kubo. "Financial Risk and Profit Persistence of Deposit-Taking Savings and Credit Cooperatives in Kenya." Journal of Finance and Accounting 7, no. 1 (2023): 22–43. http://dx.doi.org/10.53819/81018102t4121.

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Compliance with the prudential standards as prescribed in the saving and Credit Cooperatives Societies Act 2008 and the subsequent regulation of 2010 has continued to be a problem. The study sought to establish the effect of financial risk on profit persistence of deposit taking savings and credit co-operatives. To achieve this, the study was directed by specific objectives that included: establishing the effect of credit risk, risk of liquidity, market risk and risk of investment on profit persistence of deposit taking savings and credit co-operatives. The study also sought to establish the m

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McCulloch, J. Huston. "Interest-risk sensitive deposit insurance premia." Journal of Banking & Finance 9, no. 1 (1985): 137–56. http://dx.doi.org/10.1016/0378-4266(85)90066-4.

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Masrick Hasan, Shaikh, Tawfiq Taleb Tawfiq, Md Mahedi Hasan, and K. M. Anwarul Islam. "Risk in the shadows: Macroeconomic shifts and their effects on Bangladeshi mutual funds." Investment Management and Financial Innovations 21, no. 4 (2024): 371–84. http://dx.doi.org/10.21511/imfi.21(4).2024.30.

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This study examines the downside risk, measured by semi-standard deviation and lower partial moment, and downside risk-adjusted return, measured by the Sortino ratio and Information ratio of Bangladeshi mutual funds. The study aims to explore the effect of macroeconomic variables such as deposit rate, broad money supply, GDP growth rate, remittance, exports and imports payments on downside risk and risk-adjusted returns. Month-wise downside risk and risk-adjusted return measures of 27 mutual funds are computed using the 12-month rolling window method, covering the period from January 2016 to D

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Nurzhanova, Gulmira, Galym Myssirov, Olga Zakharova, Tatiana Butova, Zeinegul Yessymkhanova, and Shakizada Niyazbekova. "Features of the security deposit and its impact on sustainable development of economic systems." E3S Web of Conferences 371 (2023): 05052. http://dx.doi.org/10.1051/e3sconf/202337105052.

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The demand for sustainable insurance activities is growing. What could this mean for the future of the insurance business ? This is at the heart of the idea of insurance, and it is necessary to innovate with new products, such as sustainable deposits, which help direct funds to where it is most important for sustainable development. Currently, in the world, the growth rate of leasing different types of vehicles is increasing, For this purpose, the owners of vehicles leasing them need to reduce financial and operational risks. In reducing the risk of leasing vehicles, opening a security deposit

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Afzal, Ayesha, and Nawazish Mirza. "Market Discipline in Commercial Banking: Evidence from the Market for Bank Equity." LAHORE JOURNAL OF ECONOMICS 16, Special Edition (2011): 233–54. http://dx.doi.org/10.35536/lje.2011.v16.isp.a10.

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This study presents empirical evidence of market discipline, using a panel dataset of listed banks on the Karachi Stock Exchange. We construct multiple riskbased measures from the stock prices between 2004 and 2009 to determine whether an increase in the risk profile results in an increase in compensation for depositors and other creditors. The risk variables used include market risk, value at risk, size and value premium, default likelihood indicator, price relatives, and a control variable representing gross domestic product growth. We find a significant relationship between our risk factors

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Peng, Guanru. "Lessons from the Collapse of Silicon Valley Bank." Advances in Economics, Management and Political Sciences 106, no. 1 (2024): 42–53. http://dx.doi.org/10.54254/2754-1169/106/20241605.

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The Federal Reserve's consecutive interest rate hikes led to a decline in the prices of US Treasuries and mortgage-backed securities (MBS), which comprised a significant portion of Silicon Valley Bank (SVB)'s asset portfolio. As a result, SVB experienced substantial floating losses, exceeding its owner's equity, creating immense pressure on its assets and liabilities. The analysis also highlights the simple deposit and asset structures of SVB, with a high proportion of demand deposits and a significant allocation to bonds. The aggressive interest rate hikes by the Federal Reserve, coupled with

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Rajagukguk, Eska H., Valentina Manurung, Dian Mika Enjel Sitinjak, E. Hamonangan Siallagan, and Christnova Hasugian. "FAKTOR-FAKTOR YANG MEMPENGARUHI TINGKAT SUKU BUNGA DEPOSITO BERJANGKA PADA BANK UMUM INDONESIA: STUDI LITERATUR." Jurnal Akuntansi Kompetif 8, no. 1 (2025): 145–49. https://doi.org/10.35446/akuntansikompetif.v8i1.2022.

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This research aims to analyze the factors influencing the interest rate of time deposits in commercial banks through a literature review approach. The time deposit interest rate is one of the crucial instruments in the banking sector, reflecting the cost of funds for banks and influencing customer decisions in saving. In this study, we identify various factors contributing to interest rate determination, including macroeconomic conditions, monetary policy, interbank competition, and liquidity risk. Furthermore, this research also discusses the role of inflation and market expectations on time

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Min, Byung-Chul. "Measuring the Risk of Jeonse Deposit Loss Using Jeonse Deposit Fluctuation Distribution." Journal of Korea Real Estate Analysists Association 27, no. 2 (2021): 63–75. http://dx.doi.org/10.19172/kreaa.27.2.4.

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Chernykh, Lucy, and Vladimir Kotomin. "Risk-based deposit insurance, deposit rates and bank failures: Evidence from Russia." Journal of Banking & Finance 138 (May 2022): 106483. http://dx.doi.org/10.1016/j.jbankfin.2022.106483.

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