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Artigos de revistas sobre o tema "Banks and banking Econometric models"

Autor: Grafiati

Publicado: 4 de junho de 2021

Última modificação: 10 de fevereiro de 2022

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1

Vovchak, Olha, Serhij Reverchuk, Viktoria Rudevska, and Yaroslav Khlan. "Bank business modeling and levels of non-performing loans:Perspectives of international risk factors in Ukraine." Journal of Eastern European and Central Asian Research (JEECAR) 6, no. 2 (2019): 282–96. http://dx.doi.org/10.15549/jeecar.v6i2.391.

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This article identifies five different banking business models using the k-means method and demonstrates how banks carried out the migration between defined clusters during the banking crisis. The article identifies and links the banks with the business model they are most exposed to in terms of risk of insolvency. The factors that influence the rate of non-performing loans are defined. Developed econometric models will allow banks with certain business models to improve their activity with non-performing loans. The article also analyzes how the amount of loans to related parties can be inject

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Lazarides, Themistokles, Evaggelos Drimpetas, and George Kyriazopoulosr. "Mergers, liquidations and bankruptcies in the European banking sector." Risk Governance and Control: Financial Markets and Institutions 5, no. 2 (2015): 52–70. http://dx.doi.org/10.22495/rgcv5i2art6.

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The inactivity of banks may be the result of a number of events, such as merger & acquisition (M&A), liquidation, default-bankruptcy, etc. All these phenomena of inactivity contribute to the same result, the reform of the European banking sector and they may have the same causes. The paper will address the issue of inactivity and will try to detect its causes using econometric models. Six groups of indicators are examined: performance, size, ownership, corporate governance, capital adequacy or capital structure and loan growth. Three econometric methods (Probit, Logit, OLS) have been u

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3

DJEBALI, Nesrine, and Khemais ZAGHDOUDI. "Corporate Governance in Banks and its Impact on Credit and Liquidity Risks: Case of Tunisian Banks." Asian Journal of Finance & Accounting 11, no. 2 (2019): 148. http://dx.doi.org/10.5296/ajfa.v11i2.13929.

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Given the crucial role played by banks in a developing country like Tunisia, it is important to maintain their stability. The purpose of this article is twofold. First, it studies the effect of banking governance on credit risk. Second, it tests the relationship between bank governance mechanisms and liquidity risk. In this article, we have combined literature regarding two areas of governance, first, ownership structure and board characteristics, and second, their impact on banking risks. To achieve this goal, we used a sample of 10 Tunisian banks observed during the period 1998-2015. The eco

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Świtała, Filip, Iwona Kowalska, and Karolina Malajkat. "Size of Banks as a Factor Which Impacts the Efficiency of the Bank Lending Channel." e-Finanse 16, no. 1 (2020): 36–44. http://dx.doi.org/10.2478/fiqf-2020-0005.

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AbstractIn most economies the banking sector plays the major role in the financial system. Therefore, it is of great importance to analyse and understand the mechanism of transmission of monetary policy and its impact on the banking sector. One of the possible repercussions of changing the level of official interest rates is the ability to influence the size of bank lending, by means of the bank lending channel. The key aspect our research is a thorough understanding of the functioning of the bank lending channel, with the main goal of this study being an examination of the efficiency of monet

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Li, Yongqiang, Abdi Hassan, Esse Abdirashid, Bruno Zeller, and Miaoli Du. "The impact of investor protection on financial performance of Islamic banks: An empirical analysis." Corporate Ownership and Control 9, no. 4 (2012): 50–60. http://dx.doi.org/10.22495/cocv9i4art3.

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The last decade witnessed dramatic growth of the Islamic banking and finance sector, which had largely been credited to its adoption of the profit and loss sharing principles. However, in practice, the Islamic banks mostly reply on debt-like financing methods such as mark-up and leasing finance instead. Consequently, the investors are exposed to default risks. This study empirically examines the impact of investor protection on financial performance of Islamic banks based on an unbalanced panel data collected from 91 Islamic banks and financial institutions worldwide across 1991-2010. Economet

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Nabi, Md Nur, Qijie Gao, Md Takibur Rahman, Shaun O. Britton, and Mohammad Muzahidul Islam. "Intellectual Capital and Corporate Performance: Evidence From Banking Industry of Bangladesh." International Journal of Human Resource Studies 10, no. 1 (2020): 234. http://dx.doi.org/10.5296/ijhrs.v10i1.16146.

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Intellectual capital (IC) is about the greatest competitive weapon for an organizational development. It becomes the most significant factor in the organization’s economic life. Therefore, the purpose of this paper is to examine the relationship between intellectual capital (IC) and corporate performance of the banking industry. This study used econometric models against five years of panel data from 2012 to 2016 of commercial banks in Bangladesh. The empirical study revealed a positive and significant relationship between value added intellectual capital (VAIC) and banks’ performances. Furthe

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Ben Selma Mokni, Rim, and Houssem Rachdi. "Assessing the bank profitability in the MENA region." International Journal of Islamic and Middle Eastern Finance and Management 7, no. 3 (2014): 305–32. http://dx.doi.org/10.1108/imefm-03-2013-0031.

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Purpose – Which of the banking stream is relatively more profitable in Middle Eastern and North Africa (MENA) region? Design/methodology/approach – The empirical study covers a sample of 15 conventional and 15 Islamic banks for the period 2002-2009.The authors estimate models using the generalized method of moments in system, of Blundell and Bond (1998). They exploit an up-to-date econometric technique which takes into consideration the issue of endogeneity of regressors to evaluate the comparative profitability of Islamic and conventional banks in the MENA region. Findings – Empirical analysi

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Nocoń, Aleksandra, and Irena Pyka. "SECTORAL ANALYSIS OF THE EFFECTIVENESS OF BANK RISK CAPITAL IN THE VISEGRAD GROUP COUNTRIES." Journal of Business Economics and Management 20, no. 3 (2019): 424–45. http://dx.doi.org/10.3846/jbem.2019.9606.

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Bank risk capital (capital at risk) is identified with the value of banks’ own funds maintaining to absorb potential losses and protect against insolvency. It is calculated for the capital adequacy ratios, recommended by the Basel Committee on Banking Supervision. On other words, it is a kind of banks’ capital that financing securing the negative effects of risk occurring. A comparative analysis of effectiveness of bank risk capital in the Visegrad Group countries, constituting the main objective of the study, results from the needs indicated in the already conducted preliminary research. In t

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Tan Pham, Nhat, Zuzana Tučková, and Quyen Phu Thi Phan. "SECTORAL ANALYSIS OF THE EFFECTIVENESS OF BANK RISK CAPITAL IN THE VISEGRAD GROUP COUNTRIES." Journal of Business Economics and Management 20, no. 3 (2019): 446–65. http://dx.doi.org/10.3846/jbem.2019.9659.

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Bank risk capital (capital at risk) is identified with the value of banks’ own funds maintaining to absorb potential losses and protect against insolvency. It is calculated for the capital adequacy ratios, recommended by the Basel Committee on Banking Supervision. On other words, it is a kind of banks’ capital that financing securing the negative effects of risk occurring. A comparative analysis of effectiveness of bank risk capital in the Visegrad Group countries, constituting the main objective of the study, results from the needs indicated in the already conducted preliminary research. In t

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Guillermo, Benavides-Perales, Tellez-Leon Isela Elizabeth, and Venegas-Martinez Francisco. "The impact of banking and external sectors on Mexican agriculture in the period 1995–2015." Agricultural Economics (Zemědělská ekonomika) 64, No. 1 (2018): 36–49. http://dx.doi.org/10.17221/193/2016-agricecon.

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Mexican agricultural production has been characterised by a lack of dynamism in recent years and is losing ground in terms of GDP. This may reflect the lack of funding from commercial and development banks. This research aims at studying the dynamics of the agriculture sector through econometric analysis using Vector Autoregressive (VAR) and Vector Error Correction (VEC) models in order to examine the short- and long-run relationships among agricultural production, terms of trade (ratio of agricultural prices and general price level), agricultural exports and lending from commercial and develo

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Nguyen, Thuy Thu, Hai Hong Ho, Duy Van Nguyen, Anh Cam Pham, and Trang Thu Nguyen. "The Effects of Business Model on Bank’s Stability." International Journal of Financial Studies 9, no. 3 (2021): 46. http://dx.doi.org/10.3390/ijfs9030046.

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The literature shows little evidence of the effects of business models upon the volatility of banks in developing and fast-growing economies. Hence, this study examines the effects of business model choice on the stability of banks in ASEAN countries. Using GMM and other robust econometric methods on the sample of 99 joint stock commercial banks, we find significant and negative impacts of a diversification model in which banks shift toward non-interest and fees-based activities. We also find that the impacts are different between two groups of countries. For Vietnam, Indonesia and the Philipp

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Muñoz Jiménez, Iván, and José Miguel Rodríguez Fernández. "Valor bursátil de los bancos europeos: Determinantes económico-financieros y de gobierno corporativo." Studies of Applied Economics 32, no. 2 (2020): 677. http://dx.doi.org/10.25115/eea.v32i2.3228.

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The objective of this empirical study is to investigate the influence of the economic, financial and corporate governance characteristics on stock market value of a sample of European banks in recent years. To this end, several theoretical hypotheses are tested by various estimates econometric models with different specific techniques for panel data, considering as dependent variable Tobin's Q ratio. It detects that there is a positive impact of good asset quality, adequate capital structure, operational efficiency, liquidity and corporate governance of banking institutions.

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I. Tabash, Mosab, and Suhaib Anagreh. "Do Islamic banks contribute to growth of the economy? Evidence from United Arab Emirates (UAE)." Banks and Bank Systems 12, no. 1 (2017): 113–18. http://dx.doi.org/10.21511/bbs.12(1-1).2017.03.

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Islamic finance has grown rapidly in the recent years particularly in the Middle East and the world. It receives a great attention of bankers and financial scholars due to its stability during financial shocks and crises. The paper uses empirical analysis to test the role of Islamic banking in enhancing the economic growth of United Arab Emirates (UAE). Gross Domestic Product (GDP), Gross formation (GF), and Foreign Direct Investment (FDI) are used as representatives for economic growth, while Islamic banks’ investments are used as a representative for Islamic financial sector in the UAE. The

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AlKhouri, Ritab, and Houda Arouri. "The effect of diversification on risk and return in banking sector." International Journal of Managerial Finance 15, no. 1 (2019): 100–128. http://dx.doi.org/10.1108/ijmf-01-2018-0024.

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PurposeThe purpose of this paper is to investigate the effect of revenue diversification, non-interest income and asset diversification on the performance and stability of the Gulf Cooperation Council (GCC) conventional and Islamic banking systems.Design/methodology/approachThe authors implement a panel of 69 conventional and Islamic banks listed in six GCC markets over the period of 2003–2015, using the System Generalized Method of Moments methodology.FindingsNon-interest income diversification has a negative impact on GCC banks’ performance, while asset-based diversification affects banks pe

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Kil, Krzysztof, Radosław Ciukaj, and Justyna Chrzanowska. "Scoring Models and Credit Risk: The Case of Cooperative Banks in Poland." Risks 9, no. 7 (2021): 132. http://dx.doi.org/10.3390/risks9070132.

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The aim of the research presented in the article was to analyse the legitimacy of the use of scoring models in banking activities, together with the assessment of the effectiveness of this tool in reducing the high value of the NPL ratio in Polish cooperative banks on the example of banks belonging to the BPS S.A. association in the period between 2004 and 2020. We used a variety of research methods for this purpose including a depth review of the literature, analysis of statistical data regarding the sector of Polish cooperative banks, analysis of financial data of cooperative banks, construc

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Boadi, Isaac, and Daniel Osarfo. "Diversity and return: the impact of diversity of board members’ education on performance." Corporate Governance: The International Journal of Business in Society 19, no. 4 (2019): 824–42. http://dx.doi.org/10.1108/cg-01-2019-0017.

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Purpose This paper aims to examine the impact of diversity of board members’ educational qualifications on the financial performance of banks in Ghana. Design/methodology/approach The present study applies system generalized methods of moments as an econometric model in carrying out the analysis. The study yielded a usable sample of 28 banks spanning from 2001 to 2016. Findings The paper concludes that the Ghanaian banking sector profit diverges and invalidates the convergence theory or “catch-up effect”. Specifically, educational qualifications of board members are relevant to banks’ financia

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Ristic, Zivota. "Privatization processes in banking: Motives and models." Panoeconomicus 53, no. 2 (2006): 191–221. http://dx.doi.org/10.2298/pan0602191r.

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The paper consists of three methodologically and causally connected thematic parts: the first part deals with crucial motives and models of the privatization processes in the USA and EU with a particular analytical focus on the Herfindahl-Hirschman doctrine of the collective domination index, as well as on the essence of merger-acquisition and take-over models. The second thematic part of the paper, as a logical continuation of the first one represents a brief comparative analysis of the motives and models implemented in bank privatization in the south-eastern European countries with particula

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Malik, Maria, Difang Wan, Muhammad Ishfaq Ahmad, Muhammad Akram Naseem, and Ramiz Ur Rehman. "Role Of Board Size In Corporate Governance And Firm Performance Applying Pareto Approach, Is It Cultural Phenomena?" Journal of Applied Business Research (JABR) 30, no. 5 (2014): 1395. http://dx.doi.org/10.19030/jabr.v30i5.8795.

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<p>This paper examines the relationship between board size and firm performance. This relationship is tested in the light of Pareto Approach for Pakistani banking sector. For this purpose a sample of fourteen listed commercial banks of Pakistan are taken for analysis from 2008-2012 on the basis of their performance. Different econometric models are applied to test the relationship between bank performance variables and corporate governance practices in these banks. The results of this study are contradictory with the existing literature of corporate governance variables and firm performa

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Goncharenko, Tetiana. "From Business Modelling to the Leadership and Innovation in Business: Bibliometric Analysis (Banking as a Case)." Business Ethics and Leadership 4, no. 1 (2020): 113–25. http://dx.doi.org/10.21272/bel.4(1).113-125.2020.

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The analysis of approaches to defining the banking business model showed that digital financial technologies, e-commerce, information management are important factors that form the model of leadership and innovation in business. The development of risk management, risk assessment, profitability-risk-stability triangle balancing, which create relevant trends in the formation of business leadership models, has increasing importance for managers, clients and shareholders. The article identifies the dominant tendencies in the development of scientific thought (based on 6377 articles from 1991-2019

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Zheng, Changjun, Probir Kumar Bhowmik, and Niluthpaul Sarker. "Industry-Specific and Macroeconomic Determinants of Non-Performing Loans: A Comparative Analysis of ARDL and VECM." Sustainability 12, no. 1 (2019): 325. http://dx.doi.org/10.3390/su12010325.

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With the growth of an economy, the banking industry expands and the competitiveness becomes intense with the increased number of banks in the economy. The objective of this research was to discover the influence of industry-specific and macroeconomic determinants of non-performing loans (NPLs) in the entire banking system of Bangladesh. We performed an analysis for the period from 1979 to 2018 by an autoregressive distributed lag (ARDL) model and checked the robustness of the results in the vector error correction (VEC) model. The outcomes of this research suggest that both industry-specific a

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U-Din, Salah. "The Corporate Governance Models for Banks: A Comparative Study." Studies in Business and Economics 16, no. 1 (2021): 210–20. http://dx.doi.org/10.2478/sbe-2021-0017.

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Abstract An effective corporate governance system is vital in modern-day economics and firms. It can help to specify the distribution of roles, responsibilities, and resources among various stakeholders of an organization or society. The enhanced role of the banks in various economic systems demands a higher level of corporate bank governance for a stable and sustainable financial system. In this paper; four major corporate governance models of banks are compared and the financial outcomes of each model are analyzed to assess their alignment with expectations of an effective corporate governan

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Harimaya, Kozo, and Koichi Kagitani. "Performance of agricultural cooperative banks in Japan." Agricultural Finance Review 80, no. 1 (2019): 38–50. http://dx.doi.org/10.1108/afr-03-2019-0036.

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Purpose The purpose of this paper is to investigate the efficiency of the banking business of Japan’s agricultural cooperatives (JAs), which depend heavily on financial business with non-farmers, contradictory to cooperative principles. Design/methodology/approach The authors construct a panel data set over 2005–2016 from the financial statements of JAs’ prefectural-level federations and use the input distance stochastic frontier model with a time-variant inefficiency effect for analysis. Both the flow and stock measures of the banking output are used in identical models and the efficiency res

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Masera, Rainer, and Giancarlo Mazzoni. "On the non-neutrality of the financing policy and the capital regulation of banking firms." Studies in Economics and Finance 33, no. 4 (2016): 466–87. http://dx.doi.org/10.1108/sef-09-2014-0179.

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Purpose The paper aims to investigate whether the value of banks is affected by their financing policies. Higher capital requirements have been invoked by exploiting a renewed edition of the Modigliani–Miller (M&M) theorem. This paper shows the limits of this claim by highlighting that the general statement that “bank equity is not expensive” can be misleading. The authors argue that market prices should play an important role in bank supervision. Expectations of future profits in prices supply timely information on the viability of a bank. Design/methodology/approach The authors use the M

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Pilko, A. D., and V. R. Kramar. "The Impact of Monetary Policy on the Financial Stability of the Banking System: Setting a Modeling Problem." Business Inform 2, no. 517 (2021): 81–88. http://dx.doi.org/10.32983/2222-4459-2021-2-81-88.

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The publication is concerned with highlighting the results of the carried out analysis of the existing practice of developing macroeconomic models directed towards determining the main parameters of monetary policy of central banks, as well as assessing their impact on the indicators of financial stability of the banking system. Given the low efficiency of the traditional approaches to the formation of the monetary rule both in countries with developed market economies and in countries with small open economies (in particular, Taylor rule), possible ways to solve this problem are proposed taki

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Abuselidze, George. "The Impact of Banking Competition on Economic Growth and Financial Stability: An Empirical Investigation." European Journal of Sustainable Development 10, no. 1 (2021): 203. http://dx.doi.org/10.14207/ejsd.2021.v10n1p203.

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The paper examines the level of competition in banking market using different econometric models and analyzes the impact of efficiency of the banking system on the economic growth of the country. The research discusses to ensure banking competition as a function of the Central Bank. Also, the paper includes some recommendations developed to improve banking competition. Our hypothesis is that the existence of high levels of banking competition and low concentration in the banking market balances the speed of money supply in the economic sector. As a result, the Central Bank's monetary policy wi

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Djebali, Nesrine, and Khemais Zaghdoudi. "Bank Governance, Risk and Bank Insolvency: Evidence from Tunisian Banks." International Journal of Accounting and Financial Reporting 7, no. 2 (2017): 451. http://dx.doi.org/10.5296/ijafr.v7i2.12218.

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The aim of this paper is twofold. Firstly, it investigates the effect of bank governance on bank risk measured by the standard deviation of the return on assets (SDROA). Secondly, it tests the relationship between bank governance mechanisms and bank insolvency proxied by the Zscore (ROA). To achieve this goal, we used a sample of 11 Tunisian banks observed during the period 2006-2015. These 11 banks are considered as the most dynamic banks in the Tunisian banking system. The econometric approach used in this study is based on panel data analysis especially fixed and random effect models. Empir

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Sayah, Mabelle. "Analyzing and Comparing Basel III Sensitivity Based Approach for the Interest Rate Risk in the Trading Book." Applied Finance and Accounting 2, no. 1 (2016): 101. http://dx.doi.org/10.11114/afa.v2i1.1300.

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A bank’s capital charge computation is a widely discussed topic with new approaches emerging continuously. Each bank computes this figure using internal methodologies in order to reflect its capital adequacy; however, a more homogeneous model is recommended by the Basel committee to enable judging the situation of these financial institutions and relating different banks among each other.In this paper, we compare different numerical and econometric models to the Sensitivity Based Approach (SBA) implemented by the Basel Committee on Banking Supervision (BCBS) under Basel III in its December 201

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Sintha, Lis. "Bankruptcy Prediction Model of Banks in Indonesia Based on Capital Adequacy Ratio." Journal of Finance and Banking Review Vol. 4 (1) Jan-Mar 2019 4, no. 1 (2019): 08–16. http://dx.doi.org/10.35609/jfbr.2019.4.1(2).

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Objective - The purpose of this study is to examine the influence of capital on bankruptcy banks. The hypothesis of this research is that capital has an effect on the bankruptcy of a bank. Methodology/Technique - This research examines financial reports between 2005-2014. An econometric model with a logistical regression analysis technique is used. In this study, capital is measured by CAR, taking into account credit risk; CAR by taking into account market risk; Ratio of Obligation to Provide Minimum Capital for Credit Risk and Operational Risk; Ratio of Minimum Capital Adequacy Ratio for Cred

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Kucukkocaoglu, Guray, and M. Ayhan Altintas. "Using non-performing loan ratios as default rates in the estimation of credit losses and macroeconomic credit risk stress testing: A case from Turkey." Risk Governance and Control: Financial Markets and Institutions 6, no. 1 (2016): 52–63. http://dx.doi.org/10.22495/rgcv6i1art6.

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In this study, inspired by the Credit Portfolio View approach, we intend to develop an econometric credit risk model to estimate credit loss distributions of Turkish Banking System under baseline and stress macro scenarios, by substituting default rates with non-performing loan (NPL) ratios. Since customer number based historical default rates are not available for the whole Turkish banking system’s credit portfolio, we used NPL ratios as dependent variable instead of default rates, a common practice for many countries where historical default rates are not available. Although, there are many

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Sufian, Fadzlan, and Muhamed-Zulkhibri Abd. Majid. "Bank Mergers Performance and the Determinants of Singaporean Banks’ Efficiency: An Application of Two-Stage Banking Models." Gadjah Mada International Journal of Business 9, no. 1 (2007): 19. http://dx.doi.org/10.22146/gamaijb.5602.

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An event study window analysis of Data Envelopment Analysis (DEA) is employed in this study to investigate the effect of mergers and acquisitions on Singaporean domestic banking groups’ efficiency. The results suggest that the mergers have resulted in a higher post-merger mean overall efficiency of Singaporean banking groups. However, from the scale efficiency perspective, our findings do not support further consolidation in the Singaporean banking sector. We find mixed evidence of the efficiency characteristics of the acquirers and targets banks. Hence, the findings do not fully support the h

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Ismal, Rifki. "Depositors' withdrawal behavior in Islamic banking: case of Indonesia." Humanomics 27, no. 1 (2011): 61–76. http://dx.doi.org/10.1108/08288661111110187.

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PurposeIslamic banks need to manage depositors' deposit withdrawals in a well manner in order to be able to optimize depositors' funds in their portfolio financing. Taking into account the Indonesian Islamic banking industry as a study case, this paper attempts to analyze the depositors' withdrawal behavior. Moreover, it also analyzes the responses of Islamic banks to mitigate such deposit withdrawals.Design/methodology/approachFirst, the paper accommodates the flow of funds of the Indonesian Islamic banking operations. Second, it formulates a liability side model of the competitive Islamic ba

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Cecchetti, Stephen G., Dietrich Domanski, and Goetz von Peter. "New Regulation and the New World of Global Banking." National Institute Economic Review 216 (April 2011): R29—R40. http://dx.doi.org/10.1177/0027950111411378.

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Global banks are changing. With a new set of rules come new business models. We review the international dimension of the financial crisis, centring on cross-border losses and cross-currency funding problems that prompted authorities to adopt wide-ranging rescue measures and liquidity operations. Against this background, we proceed to examine the regulatory response, focusing on the Basel III framework and the ongoing work of the Basel Committee and Financial Stability Board regarding the amount of capital banks are required to hold, restrictions on maturity transformation on banks' balance sh

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Devi, Wahyu Lailia, and Eko Fajar Cahyono. "ANALISIS PENGARUH SERTIFIKAT BANK INDONESIA (SBI), SERTIFIKAT BANK INDONESIA SYARIAH (SBIS), INFLASI DAN BI RATE TERHADAP PENYALURAN DANA KE SEKTOR UMKM OLEH PERBANKAN SYARIAH DI INDONESIA." Jurnal Ekonomi Syariah Teori dan Terapan 7, no. 3 (2020): 499. http://dx.doi.org/10.20473/vol7iss20203pp499-512.

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This research was carried out on two banking sides, the first side was on the conventional side, and the second was on the sharia side. The conventional side was used to describe the influence of Bank Indonesia Certificates (SBI), inflation, and the BI Rate of Credit disbursed by Conventional Banks in Indonesia to small and medium business sectors (UMKM) in the 2011-2019 period. Meanwhile, the sharia side was used to explain the influence of Bank Indonesia Sharia Certificates (SBIS), inflation, and the BI Rate of Financing channeled by Islamic Banks in Indonesia to UMKM in the 2011-2019 period

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Hasan, M. Aynul. "A Rational Expectations Macro-econometric Model of Pakistan's Monetary Policy since 1970s." Pakistan Development Review 26, no. 4 (1987): 513–27. http://dx.doi.org/10.30541/v26i4pp.513-527.

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Since April 1985 the operations of the entire financial sector in Pakistan have been transformed into a system which is expected to conform to the laws of 1slamic society. Under this system all banks and other financial institutions are supposed to conduct their borrowing and lending according to an interest free Islamic financial system, except for past commitments which may have been carried over in accordance with original commitments! With this rapid transition towards the interest free banking system in Pakistan, the present decade has witnessed the emergence of the State Bank of Pakistan

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Vogiazas, Sophocles, and Constantinos Alexiou. "Liquidity and the business cycle: Empirical evidence from the Greek banking sector." Ekonomski anali 58, no. 199 (2013): 109–25. http://dx.doi.org/10.2298/eka1399109v.

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In the aftermath of the global financial turmoil the negative market sentiment and the challenging macroeconomic environment in Greece have severely affected the banking sector, which faces funding and liquidity challenges, deteriorating asset quality, and weakening profitability. This paper aims to investigate how banks? liquidity interacted with solvency and the business cycle during the period 2004-2010. To this end a panel of 17 Greek banks is utilized which, in conjunction with cointegrating techniques and one-way static and dynamic panel models, explores the presence and the strength of

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Riabichenko, Dmitriy, Martin Oehmichen, Yaroslav Mozghovyi, and Andreas Horsch. "Ownership structure and risk profile of banks in emerging economies." Risk Governance and Control: Financial Markets and Institutions 9, no. 3 (2019): 46–65. http://dx.doi.org/10.22495/rgcv9i3p4.

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This article analyzes the relationship between ownership structure and risk profile based on the data from the emerging banking market. Using Kohonen self-organizing maps, we divide banks into clusters according to the type of risk profile. This mapping technique is based on panel data dimensionality reduction, as risk profile is changeable over time. We adopted the Basel Committee on Banking Supervision recommendations regarding the types of concentration of funding serving also as a basis for determining the risk exposure of banks and used them as an input for Kohonen maps. We conclude that

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Umar, Muhammad, and Gang Sun. "Determinants of non-performing loans in Chinese banks." Journal of Asia Business Studies 12, no. 3 (2018): 273–89. http://dx.doi.org/10.1108/jabs-01-2016-0005.

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Purpose The study aims to explore macroeconomic and banking industry-specific determinants of non-performing loans (NPLs) for Chinese banks, spanning from 2005 to 2014. Design/methodology/approach It uses three different models to explore the determinants. The first model has only macroeconomic variables as regressors; the second model has only banking industry-specific variables as independent variables; and the third model has macroeconomic and banking industry-specific variables as explanatory variables. Furthermore, system generalized method of moments estimation technique has been used to

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Onikiienko, Serhii, Mykhailo Dyba, and Iuliia Gernego. "Econometric modelling of bank activities: value-based approach to the problem loans terms’ rescheduling." SHS Web of Conferences 107 (2021): 09002. http://dx.doi.org/10.1051/shsconf/202110709002.

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The permanent state of the financial crisis has predictably brought to the forefront such traditional problem of banking as problem loans. This research aims to work out an econometric approach to the solution of the problem of loans terms’ rescheduling. For this purpose, we, firstly, treated credit as a bank’s investment project with cashflows’ chart including initial outflow (principal) and following inflows represented by loan payments. Secondly, we combined the schematic representation of loan’s cashflows with NPV formula accustomed to loan’s cashflows and it allowed to create the economet

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Jiang, Liangliang, Ross Levine, and Chen Lin. "Competition and Bank Liquidity Creation." Journal of Financial and Quantitative Analysis 54, no. 2 (2018): 513–38. http://dx.doi.org/10.1017/s0022109018000820.

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We use a new identification strategy to assess whether an intensification of competition among banks increases or decreases the provision of a key banking service: liquidity creation. Although theory offers conflicting predictions about the impact of competition on liquidity creation, we find that regulatory-induced competition reduces liquidity creation. Consistent with a subset of models emphasizing that banks pushed toward insolvency reduce risk-taking activities, we discover that regulatory-induced competition reduces liquidity creation more among banks with less risk-absorbing capacity (e

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Barrell, Ray, Simon Kirby, and E. Philip Davis. "Modelling the UK Banking Sector." National Institute Economic Review 214 (October 2010): F67—F72. http://dx.doi.org/10.1177/0027950110389773.

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The financial crisis that emerged during 2007 and overwhelmed the financial system in late 2008 also brought to the fore some of the obvious failings of the style of modelling that had been fashionable in central banks in the previous decade. The shift to Dynamic Stochastic General Equilibrium models (DSGE) of whatever sort left no real scope for money and financial markets to have an impact on the real economy. This was in part because equilibrium models based on theory are unlikely to be designed to cope with a period of disequilibrium, which is when the financial system becomes important in

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Ladha, Rani S. "Merger of Public Sector Banks in India Under the Rule of Reason." Journal of Emerging Market Finance 16, no. 3 (2017): 259–73. http://dx.doi.org/10.1177/0972652717722085.

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This article models the idea of rule of reason of the antitrust literature and applies the model to analyse the possible consolidation of the Indian banking industry through merger and acquisition activities. It offers a strategic perspective for public sector banks whereby the banks either meet societal goals or become savvy international players through mergers. India being an emerging economy, the banking industry faces two critical initiatives: (i) proactive servicing of the rural areas and priority sectors and (ii) a serious presence in the international markets to compete with larger glo

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Raz, Arisyi Fariza. "Risk and capital in Indonesian large banks." Journal of Financial Economic Policy 10, no. 1 (2018): 165–84. http://dx.doi.org/10.1108/jfep-06-2017-0055.

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Purpose The purpose of this paper is to examine the behavior of banking risk in the emerging economies, particularly Indonesia and contribute to the discussion on the existing policy debate regarding the impact of capital on bank risk. Design/methodology/approach This study investigates the relationship between bank risk and capital using data on 15 Indonesian large banks between 2008 and 2015, using z-score and Delta-CoVaR to measure both idiosyncratic and systemic risks. Findings The empirical investigation suggests that capital has a negative and significant relationship with these risk mea

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Carruthers, Bruce G., Timothy W. Guinnane, and Yoonseok Lee. "Bringing “Honest Capital” to Poor Borrowers: The Passage of the U.S. Uniform Small Loan Law, 1907–1930." Journal of Interdisciplinary History 42, no. 3 (2011): 393–418. http://dx.doi.org/10.1162/jinh_a_00256.

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The Uniform Small Loan Law (usll)—the primary tool of the Russell Sage Foundation (rsf) intended to improve credit conditions for poor people in the United States during first decades of the twentieth century—created a new class of lenders who could legally make small loans at interest rates exceeding those allowed for banks. By the 1930s, about two-thirds of the states had passed the usll. Econometric models show that urbanization, state-level economic characteristics, and the nature of a state's banking system all affected the chance of passage. That party-political affiliations had no effec

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Van Dan Dang. "Bank Liquidity and Lending Behavior: Evidence from the Vietnamese Banking System." International Journal of Business and Society 22, no. 1 (2021): 240–56. http://dx.doi.org/10.33736/ijbs.3173.2021.

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The study investigates the impact of liquidity on lending behavior, in the form of loan growth, at Vietnamese commercial banks for the period of 2007–2017. Notably, we also explore heterogeneous effects with the support of the generalized method of moments (GMM) for the dynamic panel data models. The robust result confirmed by alternative techniques indicates that banks with more liquidity tend to expand lending more, implying the precautionary motive of liquidity storage to finance future investments. Further analysis documents that this effect seems to be stronger for state-owned banks and m

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Mensah, Emmanuel Kwasi. "Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry." Decisions in Economics and Finance 43, no. 2 (2020): 491–518. http://dx.doi.org/10.1007/s10203-020-00299-3.

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AbstractThis paper extends the conventional DEA models to a robust DEA (RDEA) framework by proposing new models for evaluating the efficiency of a set of homogeneous decision-making units (DMUs) under ellipsoidal uncertainty sets. Four main contributions are made: (1) we propose new RDEA models based on two uncertainty sets: an ellipsoidal set that models unbounded and correlated uncertainties and an interval-based ellipsoidal uncertainty set that models bounded and correlated uncertainties, and study the relationship between the RDEA models of these two sets, (2) we provide a robust classific

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Fidanoski, Filip, Moorad Choudhry, Milivoje Davidović, and Bruno S. Sergi. "What does affect profitability of banks in Croatia?" Competitiveness Review: An International Business Journal 28, no. 4 (2018): 338–67. http://dx.doi.org/10.1108/cr-09-2016-0058.

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Purpose The paper aims to determine the impact of bank-specific, industry-specific and macro-specific determinants on the profitability indicators – return on assets (ROA) and ratio net-interest margin (RNIM). Design/methodology/approach This research sample includes selected Croatian banks, and the empirical analysis covers the period 2007-2014. Based on the reliable and robust econometric tests, dynamic estimation technique (DOLS) was run to estimate the profitability models, by using of ROA and RNIM as dependent variables, which also include lagged dependent variables to capture the speed o

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Фаизова, Гузель, Guzel Faizova, Анна Силаева, and Anna Silaeva. "Systematic approach to the development of retail banking based on correlation-regression analysis." Services in Russia and abroad 8, no. 9 (2014): 46–55. http://dx.doi.org/10.12737/10795.

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The crisis of financial globalization increases uncertainty, contributes to the emergence of new risks, so the strategy of development banks in the Russian regions, focused on domestic resources, should be formed on the basis of pre-calculable scenarios of socio-economic development for certain conditions. In banking activities are widely used various models based on the mathematical apparatus. The study shows the absence of works using econometric techniques to develop a methodical approach to the development of the retail banking business. The aim of the study is to assess the relationship b

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Lin, Chih-Yung, Dien Giau Bui, and Tse-Chun Lin. "Do short sellers exploit risky business models of banks? Evidence from two banking crises." Journal of Financial Stability 46 (February 2020): 100719. http://dx.doi.org/10.1016/j.jfs.2019.100719.

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Pezzuto, Ivo. "Editorial: COVID-19: The unexpected and disruptive event that will radically shake up and change the world as we know it." Risk Governance and Control: Financial Markets and Institutions 10, no. 4 (2020): 4–6. http://dx.doi.org/10.22495/rgcv10i4editorial.

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The fourth issue of the Risk Governance and Control: Financial Markets & Institutions journal (volume 10, issue 4) explores a number of stimulating subjects related to the future of finance, banking, and financial systems such as the impact of big banks’ digitalization and mergers and acquisitions (M&A) strategies on the sustainability of local banks’ business models and on their relationship with the territory; the factors affecting portfolio investment decisions in the emerging markets, or central banks’ mission to assure stability to the purchasing power of their currencies.

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Nal, Osman, and Andrew Cai. "Analyzing Impact of a Crisis on Bank Financial Ratios." Accounting and Finance Research 9, no. 4 (2020): 17. http://dx.doi.org/10.5430/afr.v9n4p17.

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In this study we provide a practical framework and methodology for analyzing the effects of banking shocks (economic or financial in nature) on bank fundamentals, that avoids the use of complicated econometrics methods. For this, we focus our attention to the effects of the 2007-2008 global financial crisis on the four largest US banks and examine the variation of trends in the select financial ratios for those institutions using quarterly regulatory data running from 2002-Q4 to 2020-Q2. We start by plotting time series charts of those financial ratios for each bank and compare the before-cris

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