[PDF] Top 20 Endogenous bank risk and efficiency

... of risk does not ...introduce risk within a stochastic DEA model ...incorporates risk as per our analysis, a data generating process to transform data, and a DEA procedure on the transformed ... See full document

... losses; bank capital is also one measure of bank ...the bank indicatesits better health. Bank capital set by Bank Indonesia with reference to international regulations 'Bank of ... See full document

... whether efficiency of introducing the strategic investors is improved, this paper carries out panel data re- gression analysis, using data of such banks as: the China Construction Bank, Agri- cultural ... See full document

... explained bank loan losses in Spain using a host of indicators, which included GDP growth rate, debt-equity ratios of firms, regulation regime, loan growth, bank branch growth rates, bank size ... See full document

... of bank performance as a result of difference in sample period, estimation techniques, and ...that bank specific factors such as efficiency ratio, credit risk and capital adequacy are the key ... See full document

... the bank capital channel works out only if the following assumptions are satisfied (Francis and Osborne, 2009b:1): if banks do not have a sufficient capital buffer through which they could insulate themselves from ... See full document

... measuring efficiency of the banking system, Pasiouras, Tanna & Zopounidis (2009) focussed on the role of regulatory and supervisory framework and their impact on banking efficiency utilizing a ... See full document

... appropriate bank reform tool, which can help improve the banking sector in the ...study, bank performance is divided into: profitability (Return on Average Assets (ROAA), Return on Average Equity (ROAE), ... See full document

... banks’ risk-taking (Berger, Klapper, & Turk-Ariss, ...reduce risk-taking incentives and increase capital due to the growing opportunity costs when bankruptcy ...portfolio risk, mainly through ... See full document

... more risk to keep in competition. Again escalations of risk draw the attention to the regulators who try to balance risk-taking behavior through enforcing capital requirements of banks (Altunbas et ... See full document

... on bank capital regulation and studies related to bank ...of efficiency when analyzing the relationship between bank capital and ...find bank risk-taking and moral hazard ... See full document

... the bank to take risk (probably excessive risk) since the market power decreases as competition increases which leads to decrease in charter ...more risk taking (Fiordelisi et al., 2011). ... See full document

... adequately. Bank-wide issues such as technological failures, commercial inefficiency of a supplier or customer, political manipulation, X-inefficiency and natural disaster are possible risks faced by banks and ... See full document

... greater risk assumption and possibly, higher probability of failure is not as clear-cut as it seems at first ...portfolio risk 2 ...that bank capital and portfolio risk may be negatively ... See full document

... a bank with a sound capital position is able to pursue business opportunities more effectively and has more time and flexibility to deal with problems arising from unexpected losses, thus achieving increased ... See full document

... credit risk indicator measured by the loan loss provision to total assets (LLPTA), in model 2, is also negative and also a significant at 1 percent level of ...a bank balance sheet exhibits a large amount ... See full document

... The global financial crisis of 2007–2009 led to calls for respon- sible conduct of the finance industry (Cornett et al., 2016). Politically motivated groups and non-governmental organizations insist financial institutions ... See full document

... the bank deposit ceiling was downgraded five notches from B2 in September 2000 to Ca in December ...sovereign risk in advanced countries and EMEs, measured by credit ratings, have affected banks’ equity ... See full document

... Abay bank, Construction and Business Bank and Co mmerc ia l Bank of Eth iopia e xh ibited a productivity regress ...Abay Bank productivity regress is due to the technical change co mponent ... See full document

... We derive different results from these two versions of bargaining models. In the ‘Efficient Bargaining model’, unionisation in the labour market lowers the negotiated number of workers but raises the effort level of a ... See full document