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Journal articles on the topic 'Riskiness of assets'

Author: Grafiati

Published: 30 May 2022

Last updated: 31 July 2025

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1

Ivanenko, O. "Statistical evaluation of operational risks influence of credit unions on the structure on their assets." Bulletin of Taras Shevchenko National University of Kyiv. Economics, no. 134 (2013): 23–26. http://dx.doi.org/10.17721/1728-2667.2013/134-1/6.

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According to the results of the statistical analysis of the estimated impact of assets of credit unions and the riskiness of individual transactions to ensure the solvency of credit unions and match quality requirements of liquidity.

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Anantharaman, Divya, and Elizabeth C. Chuk. "The Economic Consequences of Accounting Standards: Evidence from Risk-Taking in Pension Plans." Accounting Review 93, no. 4 (2017): 23–51. http://dx.doi.org/10.2308/accr-51937.

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ABSTRACT Experts have long conjectured that pension accounting rules, by which pension expense depends on a managerial estimate that is directly tied to the riskiness of plan assets (i.e., the expected rate of return, or ERR, on plan assets), encourage risk-taking with pension investments. The recent passage of IAS 19, Employee Benefits (Revised) (hereafter, IAS 19R) eliminates the ERR and replaces it with a managerial estimate unrelated to plan asset riskiness (the discount rate). We demonstrate that a sample of Canadian firms affected by IAS 19R reduces risk-taking in pension investments pos

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3

Angelini, Pierpaolo, and Fabrizio Maturo. "Tensors Associated with Mean Quadratic Differences Explaining the Riskiness of Portfolios of Financial Assets." Journal of Risk and Financial Management 16, no. 8 (2023): 369. http://dx.doi.org/10.3390/jrfm16080369.

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Bound choices such as portfolio choices are studied in an aggregate fashion using an extension of the notion of barycenter of masses. This paper answers the question of whether such an extension is a natural fashion of studying bound choices or not. Given n risky assets, the question of why it is appropriate to treat only two risky assets at a time inside the budget set of the decision-maker is handled in this paper. Two risky assets are two goods. They are two marginal goods. The question of why they always give rise to a joint good inside the budget set of the decision-maker is addressed by

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Beatty, Anne, and David G. Harris. "The Impact of Explicit and Implicit State Taxation of U.S. Government Obligations on the Structure of Banks' Investment and Financing Portfolios." Journal of the American Taxation Association 23, no. 2 (2001): 1–19. http://dx.doi.org/10.2308/jata.2001.23.2.1.

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In this paper we examine the effects of differential state taxation of U.S. Government obligations (USOs) on how banks structure their investment and financing portfolios, the riskiness of banks' assets, and how implicit tax effects are impounded in investments' returns. Twenty-seven states tax USOs (taxing states) and 23 states and the District of Columbia do not (nontaxing states). We find that banks in taxing states hold significantly greater amounts of USOs, which are among the least risky assets banks can hold, and we find that these banks hold a less risky mix of assets. Consistent with

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Alihodžić, Almir. "The volatility of bitcoin and the riskiness of the financial portfolio." Bankarstvo 52, no. 2-3 (2023): 128–65. http://dx.doi.org/10.5937/bankarstvo2303128a.

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The main goal of this research is to evaluate the returns and risks of the following types of assets: Bitcoin, EUR Stoxx 50, gold, bonds: government bonds ICE Bof A 1-10 Year excluding Italy and Greece and the corporate bond index ICEB of A 1-10 Year AA. The paper tested a total of ten portfolios according to different scenarios for digital and financial assets. Also, in the paper, greater measures of risk and return were calculated with the aim of forming an optimal portfolio with minimal risk. The results of this research revealed that the correlation between Bitcoin and other forms of finan

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Miskolczi, Panna. "Note on simple and logarithmic return." Applied Studies in Agribusiness and Commerce 11, no. 1-2 (2017): 127–36. http://dx.doi.org/10.19041/apstract/2017/1-2/16.

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In this paper we describe and clarify the definitions and the usage of the simple and logarithmic returns for financial assets like stocks or portfolios. It can be proven that the distributions of the simple and logarithmic returns are really close to each other. Because of this fact we investigate the question whether the calculated financial risk depends on the use of simple or log returns. To show the effect of the return-type on the calculations, we consider and compare the riskiness order of stocks and portfolios. For our purposes, in the empirical study we use seven Hungarian daily stock

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Angelini, Pierpaolo. "Financial Decisions Based on Zero-Sum Games: New Conceptual and Mathematical Outcomes." International Journal of Financial Studies 12, no. 2 (2024): 56. http://dx.doi.org/10.3390/ijfs12020056.

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All the n possible returns on a financial asset are the components of an element of a linear space over R. This paper shows how to transfer all these n possible returns on a one-dimensional straight line. In this research work, two or more than two financial assets are studied. More than two financial assets are always studied in pairs, so they are treated inside the budget set of a given decision-maker. Two univariate financial assets give rise to a bivariate financial asset characterized by a bivariate (two-dimensional) distribution of probability. This research work shows how constrained ch

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Risal, Hari Gopal, and Sabin Bikram Panta. "CAMELS-Based Supervision and Risk Management: What Works and What Does Not." FIIB Business Review 8, no. 3 (2019): 194–204. http://dx.doi.org/10.1177/2319714519873747.

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This paper investigates the effectiveness of CAMELS (Capital Adequacy, Assets Quality, Management Efficiency, Earning Efficiency, Liquidity and Sensitivity to Market Risk) based supervision in risk management of A class commercial banks. The riskiness is measured by Downside Deviation (i. e., volatility of returns below minimum average return) and Standard Deviation of ROA and ROE. Using the Generalized Method of Moments (GMM) in secondary balanced panel data during major financial development (i. e., 2004 to 2018; BASEL-I-II-III) of all 28 commercial banks of Nepal; causal relationship betwee

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Mandal, Sonik, Charlie Swartz, Sanjib Guha, and Carl B. McGowan Jr. "How CEO Wealth Affects the Riskiness of a Firm." Applied Economics and Finance 6, no. 4 (2019): 36. http://dx.doi.org/10.11114/aef.v6i4.4319.

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The objective of this paper is to analyze the relationship between the ownership level of managers and the risk averse behavior of the firm. We measure the ownership level of the managers by the ratio of their ownership of the company relative to their total wealth for a sample of 69 individuals from the Forbes 400 list of the wealthiest individuals in the world for the period from 2001-11 using an unbalanced panel data analysis. The dependent variable is the Altman Z-score of each firm and we further test these relationships using financial leverage. The independent variables are delta and Ve

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TKACHENKO, O.M. "Diversification of the private investor's investment portfolio as a way to reduce its riskiness." Market Relations Development in Ukraine №3(214)2019 132 (May 8, 2019): 40–47. https://doi.org/10.5281/zenodo.2678024.

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Each investor is searching for the best investment assets constantly. It helps him to get the most revenue, to diversify investment portfolios, minimize risks and increase return on investment. However, alternative investment in the stock and currency exchanges, the Internet, in the banking sector is quite risky and requires the investor to have the relevant knowledge, skills and experience. The article examines various investment assets that serve as a means of diversifying the investment portfolio in order to reduce its risk profile. Within the research, the author focuses on investments in

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Manuylenko, V. V., and M. V. Galazova. "Innovative view on the formation of a methodology for managing the quality of corporate assets." Вестник Северо-Кавказского федерального университета, no. 6 (105) (2024): 180–87. https://doi.org/10.37493/2307-907x.2024.6.18.

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Introduction. The disparate, fragmented nature of corporate asset quality management and assessment methods, reflecting only certain, not all aspects of the state of corporate assets, necessitates the formation of a corporate asset quality managementmethodology based on an innovative view. Goal. The purpose of the study is to form the methodology for managing and evaluating the quality of corporate assets based on a set of general and special principles, combining a set of scientific and practical approaches, methodologies and methods, tools for managing and evaluating assets. Materials and me

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Bhat, Dilawar Ahmad, Udayan Chanda, and Anil K. Bhat. "Bad loan build-up in India: A reflection of soft budget constraints." Modern Finance 2, no. 2 (2024): 161–71. https://doi.org/10.61351/mf.v2i2.196.

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This paper analyses the non-performing assets (NPA) crisis in the Indian banking system from the perspective of soft budget constraints. Using a panel dataset of 105 publicly listed firms, it explores the relationship between NPAs and bank lending behaviour, particularly examining credit rationing regarding firm size and risk level. The findings indicate that Indian banks favour large firms over smaller ones, while credit rationing is not adequately aligned with borrower riskiness. However, the Asset Quality Review (AQR) by the Reserve Bank of India and the introduction of the Insolvency and B

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Злотенко, Олександр Борисович. "МІСЦЕ І РОЛЬ ІНВЕСТИЦІЙ У СИСТЕМІ ЕКОНОМІЧНОЇ БЕЗПЕКИ ПРОМИСЛОВОГО ПІДПРИЄМСТВА". Bulletin of the Kyiv National University of Technologies and Design. Series: Economic sciences 129, № 6 (2019): 8–15. http://dx.doi.org/10.30857/2413-0117.2018.6.1.

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The paper seeks to explore the concepts of investment and investment activity from the position of ensuring the enterprise economic security along with revealing the nature of external and internal environment factors affecting investment implementation, which makes impossible to calculate the forecast accuracy of performance outcomes, the resources of which are the assets considered within the investment concept. It is argued that since it seems impossible to predict the outcomes from investments with exact accuracy, there is always a certain degree of risk which you should consider while mak

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KOVACH, M.J. "Risk management in the process in the process of performing operations of merger, acquisition and absorption of banks." Market Relations Development in Ukraine №5 (204) 149 (July 3, 2018): 35–39. https://doi.org/10.5281/zenodo.1304164.

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In the process of conducting operations in the corporate control market, the level of riskiness of a bank’s activity the potential investors is no less interest than profitability, because after the completion of M & A operations, the risks of the acquisition are becoming their own risks. For potential investors, the most important are identifying and assessing the overall risk level of an acquisition object. For owners of the bank, which intend to sell it, the most important is the application of such management methods, which allow a significant reduction in risks in a relatively s

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Buyl, Tine, Christophe Boone, and James B. Wade. "CEO Narcissism, Risk-Taking, and Resilience: An Empirical Analysis in U.S. Commercial Banks." Journal of Management 45, no. 4 (2017): 1372–400. http://dx.doi.org/10.1177/0149206317699521.

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In this study, we investigate how CEO narcissism, in combination with corporate governance practices, impacts organizational risk-taking and how this in turn affects organizations’ resilience to environmental conditions. We examine these issues in the context of the recent collapse (systemic shock) of the U.S. banking industry in September 2008, using a sample of 92 CEOs from 2006 until 2014. We find that before the shock CEO narcissism positively affected the riskiness of banks’ policies, especially when compensation policies that encourage risk-taking (stock options) are in place. The positi

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Charitou, Melita, Petros Lois, and Halim Budi Santoso. "The Relationship Between Working Capital Management And Firms Profitability: An Empirical Investigation For An Emerging Asian Country." International Business & Economics Research Journal (IBER) 11, no. 8 (2012): 839. http://dx.doi.org/10.19030/iber.v11i8.7162.

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The major objective of this study is to examine the relationship between working capital management and firms profitability. Using a dataset of all Indonesian firms over the period 1998-2010, results show that the Cash Conversion Cycle and Net Trade Cycle are positively associated with the firms profitability. Results also show that firms riskiness, as measured by the debt ratio, is negatively related to the firms Return on Assets. The results of this study should be of interest to executives and major stakeholders, such as investors, creditors, and financial analysts, especially after the rec

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Delas, Vitalina, and Roman Rak. "TRASFORMATION OF UKRAINE'S FINANCIAL ASSETS AMID THE DEVELOPMENT OF THE INTERNATIONAL FINANCIAL SYSTEM." THEORETICAL AND APPLIED ISSUES OF ECONOMICS, no. 48 (2024): 78–88. http://dx.doi.org/10.17721/tppe.2024.48.8.

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The work has analysed the state of financial assets and their dynamics in the international financial system, considering the global changes in the financial architecture and financial relationships observed over the last decade. It has been observed that in 2020, global financial assets exceeded world GDP more than 18 times and consisted of three main equivalent components: assets of the real sector of the economy, assets of the financial sector, and assets of the financial sphere. The study has revealed that investment in intangible assets has slowed over the past two decades while investmen

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Becker, Gideon, and Thomas Dimpfl. "Labor income risk and households’ risky asset holdings." Studies in Economics and Finance 33, no. 2 (2016): 262–80. http://dx.doi.org/10.1108/sef-09-2014-0168.

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Purpose Financial theory suggests that with increasing labor income risk, the reluctance of households to hold stocks increases. Therefore, this paper aims to investigate the determinants of a household’s decision on whether to invest in risky financial assets. Design/methodology/approach Income risk is measured as the observed variation of household income over a five-year period. The authors use both the time and the cross-sectional dimension of the German socio-economic panel to control for unobserved heterogeneity. Findings The authors find that indeed higher variation, i.e. higher income

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Miani, Stefano, Josanco Floreani, and Andrea Paltrinieri. "Do Capital Adequacy and Credit Quality Affect Systematic Risk? Investigation of a Sample of European Listed Banks in Light of EBA Stress Tests." Quarterly Journal of Finance 08, no. 04 (2018): 1840006. http://dx.doi.org/10.1142/s2010139218400062.

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Based on a sample of 59 European listed banks, we employ an event study analysis to investigate the impact of the European Banking Authority (EBA) stress tests on systematic risk measured by market betas. We further investigate the drivers of systematic risk taking into account bank-specific variables, which include credit quality, accounting policies, bank loan loss provisions (LLPs) and capital ratios, along with supervisory assessments of bank vulnerability to stressed scenarios. Finally, we assess the impact of credit quality and capital adequacy variables on the systematic risk associated

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Hertzel, Michael, and Lynn Rees. "Earnings and Risk Changes around Private Placements of Equity." Journal of Accounting, Auditing & Finance 13, no. 1 (1998): 21–35. http://dx.doi.org/10.1177/0148558x9801300102.

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This paper investigates earnings and risk changes for a sample of firms that issued equity in a private placement. The study is motivated by empirical findings that announcements of public and private sales of equity are associated with opposite stock price effects. We find that earnings increase significantly subsequent to the equity offer and that postoffer earnings changes are positively correlated with announcement period stock price effects. We do not find evidence that private equity sales convey information about the underlying riskiness of firms' assets. These results suggest that priv

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Verma, Rahul, and Priti Verma. "Behavioral biases and retirement assets allocation of corporate pension plans." Review of Behavioral Finance 10, no. 4 (2018): 353–69. http://dx.doi.org/10.1108/rbf-01-2017-0009.

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Purpose The purpose of this paper is to investigate the existence of behavioral biases, disposition effect and house money effect in investment decisions of defined benefit pension funds. It investigates the determinants of portfolios by examining whether pensions display risk seeking or risk aversion behavior in reaction to prior gains and losses. Design/methodology/approach The first research question is to examine the impact of prior period’s return and αs on existing portfolio allocation in equity, debt, real estate and other assets. In order to test this relationship, four separate regres

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ТАРАСЕВИЧ, Наталія, та Кіріл КАРІМОВ. "МІЖНАРОДНИЙ ДОСВІД ОЦІНЮВАННЯ ЯКОСТІ БАНКІВСЬКИХ АКТИВІВ В КОНТЕКСТІ РИЗИКО-ОРІЄНТОВАНОГО ПІДХОДУ". Herald of Khmelnytskyi National University. Economic sciences 330, № 3 (2024): 231–35. http://dx.doi.org/10.31891/2307-5740-2024-330-34.

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The article examines the international experience of assessing the quality of bank assets in the context of a risk-oriented approach. It is noted that the quality of the assets of a banking institution can be defined as information about the properties and parameters of assets that ensure stable and reliable functioning of the bank as a system that allows for development, adaptation to internal and external changes in the market environment, and to perform certain functions in the country's economy. It was determined that the processes of integration in the banking sphere, the use of the lates

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Jaiswal, Mayank. "Black vs white owned new venture performance: a study of mediating effects." New England Journal of Entrepreneurship 21, no. 2 (2018): 81–100. http://dx.doi.org/10.1108/neje-06-2018-0012.

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Purpose The purpose of this paper is to move beyond individual level characteristics of founders to explain the performance gap between white and black majority owned new ventures. It specifically investigates three potential mediators: demographic characteristics of venture’s location, financial size of the venture and its credit riskiness. Design/methodology/approach The Kauffman Firm Survey, a longitudinal data set of 4,928 new ventures started in the USA in 2004, has been utilized in this paper. Pooled OLS and Logit regression models were employed for direct effects. Mediation effects were

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Zhang, Xiaoming, Chunyan Wei, and Stefano Zedda. "Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach." Sustainability 12, no. 1 (2019): 203. http://dx.doi.org/10.3390/su12010203.

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One of the main issues in the recent Chinese financial reform is aimed at effectively measuring systemic risk and taking appropriate measures to ensure its sustainability and prevent new crises. In this paper, we firstly introduced the present macro-prudential policies implied in China and pointed out the existing problems. Secondly, we analyzed the banks’ assets riskiness and the banks’ probability to default, then, by means of a leave-one-out model, we measured each commercial bank systemic risk contribution. Thirdly, based on comprehensive empirical results and theoretical analysis, we prov

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Kuzmak, Olena, Oleh Kuzmak, Anna Tarasova, and Yana Buchkovska. "Present-day realities of risk management in the activity of Ukrainian banks." Banks and Bank Systems 13, no. 1 (2018): 150–61. http://dx.doi.org/10.21511/bbs.13(1).2018.14.

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Modern development of banking business is connected with significant risks, which, taking into account globalization processes, political, economic problems in Ukraine and worldwide, development of technological and information systems, tend to transform, therefore it is very difficult to identify them and take preventive measures concerning their smoothing. Taking the abovementioned into account, it is reasonable to assess the modern state of risk management in the activity of Ukrainian banks and the influence on banking system development. For this purpose, the authors analyzed the performan

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Kasseeah, Harshana. "Financial Constraints and Leverage Decisions in Small and Medium-Sized Firms." Journal of Economics and Behavioral Studies 4, no. 1 (2012): 55–65. http://dx.doi.org/10.22610/jebs.v4i1.302.

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This paper studies the leverage decisions of small and medium-sized manufacturing firms in the UK. The relationship between debt and cash flow is studied in the light of both internal and overall financial constraints. Internal financial constraints are defined as those constraints internal to the firm that influence its financing decisions. These measures include the cash flow and profitability of the firm. Overall financial constraints account for both internal financial constraints and external financial constraints, which in turn are accounted for by conventionally used measures of financi

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UKUT, IBEREDEM SENAM, and JOHN DOMINIC EKPOESE. "INTERNAL CONTROL AND FINANCIAL PERFORMANCE OF LISTED DEPOSIT MONEY BANKS IN NIGERIA: AN ANALYTICAL REVIEW." Social Sciences and Management International Journal 4, no. 1 (2023): 15–37. https://doi.org/10.5281/zenodo.7968561.

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This study aimed at investigating internal control and financial performance of deposit money banks in Nigeria. This was motivated by the desire to learn how internal control enhances effective financial performance in the wake of the widespread corporate failures in Nigeria and the rest of the world. Control Environment, Risk Assessment, Control Activities, Information and Communication vis-a-vis Monitoring were represented by internal control while Return on Assets was used to represent financial performance. The study used census sampling technique to extract data from the annual reports of

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Пыркин, А. Г. "Method for training an artificial neural network based on data assessing the performance and risks of investing in digital assets." Modern Economy Success, no. 3 (March 27, 2024): 178–84. http://dx.doi.org/10.58224/2500-3747-2024-3-178-184.

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в статье рассматривается метод обучения искусственной нейронной сети на основе данных оценки результативности и рисков инвестирования в цифровые активы. Отмечено, что на протяжении последних нескольких лет в связи с развитием информационной экономики, на фоне ускоряющихся темпов Четвертой промышленной революции, особую привлекательность для инвесторов приобретают цифровые активы. Тем не менее включение этих финансовых инструментов в инвестиционные портфели, прогнозирование их будущей доходности и рискованности требует применения новых аналитических подходов, которые способны учитывать отличите

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Nkuna, Onelie B., and Marrium Mustapher. "Regulatory Capital Requirements and Risk Taking Behaviour: Evidence from the Malawi Banking System." International Journal of Economics and Finance 14, no. 11 (2022): 60. http://dx.doi.org/10.5539/ijef.v14n11p60.

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Proponents of stringent regulation argue in favor of higher capital requirements that it promotes financial stability, while opponents argue that capital requirements might not enhance stability but might in fact increase a bank&rsquo;s riskiness. In this paper, we test this hypothesis with a dynamic panel data model for eight Malawian commercial banks using GMM estimation technique. Our results reveal that there is high persistency in risk-taking behavior of Malawian banks. Further, the study finds that high capital ratios reduce risk-taking behavior of Malawian banks through reduction in

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Shymanska, Oksana, and Dmytro Teliuk. "THE STATE AND PROSPECTS OF THE DEVELOPMENT OF CRYPTOCURRENCIES IN THE DIGITAL ECONOMY." INNOVATIVE ECONOMY, no. 4 (2023): 46–54. http://dx.doi.org/10.37332/2309-1533.2023.4.7.

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Purpose. The aim of the article is to determine the place of cryptocurrencies in the digital economy, assess their state and development trends, research prospective directions for expanding the scope of their use by introducing innovative technologies and tools, and reducing the risks of investing in crypto assets. Methodology of research. The following research methods were used to achieve the set goal: induction and deduction – in the process of identifying cause-and-effect relationships and trends in the development of cryptocurrencies in the digital economy; analysis and synthesis – in th

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Kopylyuk, O. I., and O. М. Muzychka. "Conceptual Approaches to the Transformation of Household Savings into Investment." Business Inform 6, no. 521 (2021): 65–71. http://dx.doi.org/10.32983/2222-4459-2021-6-65-71.

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The article is aimed at substantiating the conceptual principles of transformation of household savings into investments to activate economic processes. It is proved that the transformation of organized household savings into investments is a process of accumulating the savings and turning them into working assets through financial market instruments on the basis of assessment of both profitability and risks. It is noted that investments are exclusively organized savings, which are being accumulated on the accounts of financial institutions, banks, insurance companies, non-state pension funds,

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Khanchel, Hanen. "Banking Risk Analysis in Tunisia: A Case Study of BTE Bank." Business and Management Research 8, no. 4 (2020): 8. http://dx.doi.org/10.5430/bmr.v8n4p8.

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The banking activity represents a strategic sector of sustainable economic development in Tunisia. Hence, Tunisian banks have the status of financial institutions that earn profits by providing financial services to customers by dealing with risks. Therefore, lending decisions for these establishments are strategic as they can avoid the risk of loan recourse. However, the assessment of borrowing sanctions in Tunisian banks is based on credit rating models. Consequently, it is important to assess the riskiness of the banking sector in Tunisia. Indeed, Tunisian banks have kept voluminous data co

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Veliu, Denis, and Marin Aranitasi. "Small Portfolio Construction with Cryptocurrencies." WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS 21 (February 23, 2024): 686–93. http://dx.doi.org/10.37394/23207.2024.21.57.

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In this paper, we describe and apply different models of portfolio construction in the selection between a small number of big-cap cryptocurrencies. Our purpose is to select the minimum riskiness between cryptocurrencies, comparing different risk measures and maximum diversification. We build our models without the constraints of the expected returns. Without relying on expected returns, we have the same condition on the comparison between them. Cryptocurrencies are not common stock or other assets indexed in the market but it is interesting to study how diversification can significantly impro

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Ndlovu, Thabani, and Delson Chikobvu. "A Wavelet-Decomposed WD-ARMA-GARCH-EVT Model Approach to Comparing the Riskiness of the BitCoin and South African Rand Exchange Rates." Data 8, no. 7 (2023): 122. http://dx.doi.org/10.3390/data8070122.

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In this paper, a hybrid of a Wavelet Decomposition–Generalised Auto-Regressive Conditional Heteroscedasticity–Extreme Value Theory (WD-ARMA-GARCH-EVT) model is applied to estimate the Value at Risk (VaR) of BitCoin (BTC/USD) and the South African Rand (ZAR/USD). The aim is to measure and compare the riskiness of the two currencies. New and improved estimation techniques for VaR have been suggested in the last decade in the aftermath of the global financial crisis of 2008. This paper aims to provide an improved alternative to the already existing statistical tools in estimating a currency VaR e

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Kravchuk, Igor. "Business Models of Ukrainian Banks: the Impact of the Revolution of Dignity, the COVID–19 Pandemic, and Russia’s Military Aggression." Comparative Economic Research. Central and Eastern Europe 27, no. 1 (2024): 129–49. http://dx.doi.org/10.18778/1508-2008.27.07.

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The purpose of the article is to identify key banking activity models in Ukraine and show how they changed under the influence of the Revolution of Dignity, the COVID–19 pandemic, and the imposition of martial law. The proposed method uses cluster analysis of the main indicators for banking activity (concerning assets, liabilities and income) based on Ward’s agglomerative hierarchical clustering algorithm and the Tau index in the NbClust package as the criterion for evaluating the optimal number of clusters. The research covers all Ukrainian banks, spanning the period 2013–2022. In 2014 (after

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Rubakha, Mariya, Lesia Tkachyk, Olha Zamaslo, and Olesya Irshak. "Risk-oriented integral assessment of the Ukrainian banks effectiveness." Banks and Bank Systems 14, no. 3 (2019): 121–39. http://dx.doi.org/10.21511/bbs.14(3).2019.11.

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Ensuring efficiency improvement of banks is a priority task for Ukrainian banking system at the stage of creating the developed financial sector of economy. The study of a bank performance, which takes into account a risk factor of banking business, is particularly relevant due to the need to ensure competitiveness and stability of both individual banks and the banking system as a whole.The aim of this article is to develop a methodology for integral evaluation of the Ukrainian banks according to the efficiency and risk criteria. Ratio analysis, mathematical methods, comparison and grouping, s

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Gubareva, Mariya, and Maria Rosa Borges. "Interest rate, liquidity, and sovereign risk: derivative-based VaR." Journal of Risk Finance 18, no. 4 (2017): 443–65. http://dx.doi.org/10.1108/jrf-01-2017-0018.

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Purpose The purpose of this paper is to study connections between interest rate risk and credit risk and investigate the inter-risk diversification benefit due to the joint consideration of these risks in the banking book containing sovereign debt. Design/methodology/approach The paper develops the historical derivative-based value at risk (VaR) for assessing the downside risk of a sovereign debt portfolio through the integrated treatment of interest rate and credit risks. The credit default swaps spreads and the fixed-leg rates of interest rate swap are used as proxies for credit risk and int

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Goncharenko, Tatiana, and Liliana Lopa. "Balance Between Risk And Profit In The Context Of Strategic Management: The Example Of Ukrainian Banks." SocioEconomic Challenges 4, no. 1 (2020): 111–21. http://dx.doi.org/10.21272/sec.4(1).111-121.2020.

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The article explores the issues of strategic management of banks, the formation of long-term strategic goals, in particular – the construction of an effective financial strategy of the bank aimed at finding a balance between the need for risk minimization and profit maximization. Balanced risk and return management should protect economic entities from potential income shortfalls or a reduction in the market value of capital due to adverse effects of external or internal factors, from losses that can be both direct (loss of income or capital) and indirect (investment). the ability to achieve y

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Pozhuieva, T. O., and O. Y. Buhrim. "Prospects and risks of using cryptocurrency in the modern economic space." Economic Herald of SHEI USUCT 18, no. 2 (2023): 126–31. http://dx.doi.org/10.32434/2415-3974-2023-18-2-126-131.

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The modern information society required the emergence of a new financial means of payment. This means of payment is more innovative than conventional money. This means is called cryptocurrency. The purpose of the article is to assess the prospects and risks of using cryptocurrencies in the current economic environment. The modern information society required a new financial means of payment. This innovative means of payment was a new digital currency – cryptocurrency. Cryptocurrency is digital money used instead of real money. At the same time, cryptocurrencies will not be able to completely r

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Sljuka, Nina. "Countercyclical capital buffer in the Slovak banking sector." Ekonomické rozhľady – Economic Review 50, no. 3 (2021): 330–51. http://dx.doi.org/10.53465/er.2644-7185.2021.3.330-351.

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The essence of banks’ capital lies in the protection against potential risks or losses and represents a protective layer for their creditors. Confidence in the banking system generally results from setting the conditions for its regulation. The purpose of regulation is to limit the riskiness of banks in their activities by setting capital requirements that banks must maintain given the volume and structure of their assets. The aim of the paper work is to determine the impact of capital regulation on the profitability and lending behaviour of the Slovak banking sector with a focus on the counte

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Stefaniv, Ihor. "Investment policy of the enterprise." Economic Analysis, no. 33(4) (2023): 175–81. http://dx.doi.org/10.35774/econa2023.04.175.

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Introduction. The state of development of the economic system of Ukraine, the need to function in the conditions of martial law requires enterprises to search for more effective mechanisms for managing their own business, to achieve their goals faster, optimizing asset management processes, improving technological aspects of activity, effectively managing information. The increased level of riskiness of economic activity requires significant changes in the resource management system in order to ensure the stability of the production of goods and the processes of providing services in order to

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Vilenchuk, Oleksandr. "Insurance principles as a methodological framework for maintenance and growth of insurance relations in agriculture." Herald of Ternopil National Economic University, no. 4 (86) (December 12, 2017): 38–49. http://dx.doi.org/10.35774/visnyk2017.04.038.

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The article emphasizes the necessity of adherence to the insurance principles as a decisive condition for maintenance and growth of mutually beneficial insurance relations in the agricultural sector. It is justified that reconciliation of social and economic interests between parties of the insurance market is based on a framework of principles that serve as guidelines for providing insurance coverage to entrepreneurial entities or individual customers and facilitating the pursuit of insurance / reinsurance activities by insurance companies. With the purpose of streamlining methodologies, the

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Zhao, Xiaoyang, Zesheng Shi, Jiahao Xia, Wannian Ren, and Chunmei Huang. "Portfolio investment decision model based on price forecasting model and risk assessment model." BCP Business & Management 35 (December 31, 2022): 202–9. http://dx.doi.org/10.54691/bcpbm.v35i.3294.

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Investors often use gold and Bitcoin to reduce the risk of financial investments by combining them due to their low correlation and different dynamic correlation. Therefore, it is essential to study how a combination of the two can be invested to maximize returns. In this paper, we combine the BP neural network model and the gray correlation analysis model from the future unpredictability and risk quantification of portfolio investment. We want to use the model to construct a price prediction model and risk assessment model to build a model for portfolio investment decisions based on past-day

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Vasyechko, O. O. "Counteracting the Risks of International Investment in the Conditions of War." Statistics of Ukraine 100, no. 1 (2023): 40–50. http://dx.doi.org/10.31767/su.1(100)2023.01.04.

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The study aims to determine critical components of the protection of foreign investors in time of war by case of Ukraine and with account to various categories of investors. Foreign direct investment (FDI) is very volatile due to the sensitivity of foreign investors to information signals, caused by much higher riskiness of foreign markets than internal ones. Heavy FDI inflows in the past are not a guarantee of their similar inwards in the future and vice versa. The process of taking investment decisions depends on the investors’ aversion and the investment climate in a host country. The avers

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Amalian, Arutiun W., and Oleg S. Bondarenko. "Bitcoin's Taxonomy." Business Inform 2, no. 565 (2025): 369–76. https://doi.org/10.32983/2222-4459-2025-2-369-376.

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Bitcoin, the first and best known decentralized digital coin, has sparked a global debate regarding its fundamental nature and appropriate categorization. Since its inception in 2009, bitcoin has defied easy classification, exhibiting characteristics that blur the lines between traditional asset classes. This lack of a clear, universally accepted categorization has significant implications for regulation, taxation, accounting practices, and the broader understanding of bitcoin's role in the evolving financial landscape. This article delves into the multifaceted nature of bitcoin, focusing on t

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Kuzminska, Olha, and Maxym Oliynyk. "Organizational provisions of financial monitoring of exchange transactions of business entities in Ukraine." Economy and Entrepreneurship, no. 52 (June 4, 2024): 140–49. https://doi.org/10.33111/ee.2024.52.kuzminskao_oliynykm.

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The article examines the issue of organizational measures to prevent and counteract the use of promissory notes by business entities to legalize illegal income, finance terrorism, and finance the proliferation of weapons of mass destruction. The main directions of using promissory notes in non-transparent schemes related to money laundering have been determined. As a settlement tool for money laundering, promissory notes are used in shady activities to create fictitious debt as a basis for issuing a promissory note. The use of promissory notes as debt money and specific securities in shadow ci

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Bardas, A. V., and O. O. Avramenko. "Risk management in the strategic planning of the banking organizations activities under force majeure conditions." Economic Bulletin of Dnipro University of Technology 81 (March 2023): 104–13. http://dx.doi.org/10.33271/ebdut/81.104.

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Methods. The methods used as the methodological basis of the study were: logical – when describing the cause-and-effect relationships between the economic activity of banking institutions and the level of riskiness of their operations, general and specific – when assessing the influence of the dynamics of macroeconomic characteristics of the development of the national economy on the functioning of banking organizations; analysis and synthesis – in the study of the main sources of risk for financial and credit organizations and the development of recommendations for the use of banking services

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Kochorba, Valeriia, and Volodumur Panshun. "STRATEGIC DEVELOPMENT OF THE BANK UNDER EFFECTIVE CORPORATE GOVERNANCE." Financial and credit systems: prospects for development, no. 1 (April 15, 2022): 7–18. http://dx.doi.org/10.26565/2786-4995-2022-1-01.

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The development strategy is the conceptual basis of any business, which determines the priorities in the process of making key decisions to ensure the competitiveness of the organization. The development of common scientific approaches to the content and methodology of the development strategy of Ukrainian banks and its individual functional components is becoming more important in solving the problem of increasing the competitive potential of banking institutions compared to leading foreign banks and banks with foreign capital operating in Ukraine. Banks, in an effort to maximize their profit

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Yatsenko, Ivan. "POLYVARIANCE OF SCIENTIFIC APPROACHES TO UNDERSTANDING THE ESSENCE OF THE CONCEPT «INVESTMENT SERVICES»." 61, no. 61 (August 26, 2021): 92–100. http://dx.doi.org/10.26565/2524-2547-2021-61-09.

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The article reflects the results of scientific research of alternative approaches to the interpretation of the definition of investment services. The advantages and disadvantages of the target, production, product, process, instrumental, infrastructural, resource and opportunistic approaches to understanding the essence of the concept of “investment service” are identified and systematized. An improved definition of the concept of an investment service is the result of the choice of an investment idea, analysis of investment information and the use of investment technologies by investment firm

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Nisani, Doron. "Portfolio selection using the Riskiness Index." Studies in Economics and Finance 35, no. 2 (2018): 330–39. http://dx.doi.org/10.1108/sef-03-2017-0058.

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PurposeThe purpose of this paper is to increase the accuracy of the efficient portfolios frontier and the capital market line using the Riskiness Index.Design/methodology/approachThis paper will develop the mean-riskiness model for portfolio selection using the Riskiness Index.FindingsThis paper’s main result is establishing a mean-riskiness efficient set of portfolios. In addition, the paper presents two applications for the mean-riskiness portfolio management method: one that is based on the multi-normal distribution (which is identical to the MV model optimal portfolio) and one that is base

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