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Recent regulation in credit risk management : a statistical framework
Ewanchuk, Logan; Frei, Christoph - In: Risks : open access journal 7 (2019) 2/40, pp. 1-19
A recently introduced accounting standard, namely the International Financial Reporting Standard 9, requires banks to build provisions based on forward-looking expected loss models. When there is a significant increase in credit risk of a loan, additional provisions must be charged to the income...
Persistent link: https://www.econbiz.de/10012019298
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Operational resilience disclosures by banks: analysis of annual reports
Leo, Martin - In: Risks : open access journal 8 (2020) 4/128, pp. 1-15
An array of developments impacting the financial services industry, such as increasing complexity, interconnectedness, third party dependencies and digitalization, means operational resilience will remain a significant area of concern for policy makers, investors and customers. The purpose of...
Persistent link: https://www.econbiz.de/10012391018
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A proposed methodology for literature review on operational risk management in banks
Jiravichai, Ajjima; Ruthī Phanomyong - In: Risks : open access journal 10 (2022) 5, pp. 1-18
The purpose of this paper is to propose a methodology that enables researchers to identify relevant search terms when conducting a literature review. This methodology requires an analysis of existing literature review articles on the topic under study to form keywords. The objective of this...
Persistent link: https://www.econbiz.de/10013357335
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Non-performing loans and macroeconomics factors : the Italian case
Foglia, Matteo - In: Risks : open access journal 10 (2022) 1, pp. 1-13
The purpose of this work is to investigate the influence of macroeconomics determinants on non-performing loans (NPLs) in the Italian banking system over the period 2008Q3-2020Q4. We mainly contribute to the literature by being the first empirical article to study this relationship in the...
Persistent link: https://www.econbiz.de/10012805883
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Impact of fintech on bank risk-taking : evidence from China
Deng, Liurui; Lv, Yongbin; Liu, Ye; Zhao, Yiwen - In: Risks : open access journal 9 (2021) 5, pp. 1-27
This article focuses on the relationship between Fintech and bank risk-taking behavior. Since Robo-Advisor is one of … medium-sized banks from 2011 to 2016. We found that the development of Fintech has significantly reduced bank risk …-taking level. This result is still valid after the robustness test of replacing the bank's risk-taking index and replacing the …
Persistent link: https://www.econbiz.de/10012597095
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Is economic uncertainty a risk factor in bank loan pricing decisions? : international evidence
Ashraf, Badar Nadeem - In: Risks : open access journal 9 (2021) 5, pp. 1-17
World Uncertainty Index (WUI) and using a bank-level dataset from 88 countries over the period 1998-2017, we find that … heightened economic uncertainty increases bank loan interest rates. Specifically, bank loan interest rates rise by 20.67 basis … that bank price in economic uncertainty is an important risk while setting interest rates on bank loans. …
Persistent link: https://www.econbiz.de/10012508796
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What drives banks to provide green loans? : Corporate governance and ownership structure perspectives of Vietnamese listed banks
Hoque, Ariful; Duong Thuy Le; Le, Thi - In: Risks : open access journal 12 (2024) 9, pp. 1-23
This study delves into the influence of banks' governance and ownership structures on green lending. To examine this, we utilized the two-step system GMM and PCSE methods on the panel data of Vietnamese commercial banks spanning from 2010 to 2023. The findings suggest that board characteristics,...
Persistent link: https://www.econbiz.de/10015066370
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Machine learning in banking risk management : a literature review
Leo, Martin; Sharma, Suneel; Maddulety, K. - In: Risks : open access journal 7 (2019) 1/29, pp. 1-22
management and machine learning. A large number of areas remain in bank risk management that could significantly benefit from the …
Persistent link: https://www.econbiz.de/10012015887
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Bigger is not always safer : a critical analysis of the subadditivity assumption for coherent risk measures
Rau-Bredow, Hans - In: Risks : open access journal 7 (2019) 3/91, pp. 1-18
measures. Contrary to the subadditivity assumption, bank mergers can create extra risk. We begin with an analysis how a merger … affects depositors, junior or senior bank creditors, and bank owners. Next it is shown that bank mergers can result in higher … interbank loans, a bank merger could lead to additional contagion risks. We conclude that the subadditivity assumption should be …
Persistent link: https://www.econbiz.de/10012126479
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A Raroc valuation scheme for loans and its application in loan origination
Engelmann, Bernd; Pham Ha - In: Risks : open access journal 8 (2020) 2/63, pp. 1-20
the allocation to a bank's operational units. After its introduction, a theoretical analysis of the scheme linking the … level of interest rates and borrower default probabilities shows that a bank should only originate a loan, when the interest … rate a borrower is willing to accept is inside the profitability range for this client. This range depends on a bank …
Persistent link: https://www.econbiz.de/10012292992