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How efficient are Indian banks in managing the risk-return trade-off? : An empirical analysis
Navas, Jalaludeen; Dhanavanthan, Periyasamy; Lazar, Daniel - In: Risks : open access journal 8 (2020) 4/135, pp. 1-13
Risk taking is an inherent element of the banking business. Banks make conscious decisions regarding risk taking as … the efficiency of Indian banks in generating return relative to the risk they take. If the efficiency measurement is not … the risk efficiency of banks, a novel attempt in the Indian context. The paper further analyzes the efficiency of banks …
Persistent link: https://www.econbiz.de/10012391731
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Using econometric models to manage the price risk of cocoa beans : a case from India
Kumar, Kepulaje Abhaya; Spulbăr, Cristi; Pinto, Prakash; … - In: Risks : open access journal 10 (2022) 6, pp. 1-18
influence the price of Dry Cocoa in India. This study will be helpful to forecast the price of Cocoa beans to manage the price …
Persistent link: https://www.econbiz.de/10013363126
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Assessing the impact of Syrian refugee influx on the Jordanian stock exchange market
Al-Rousan, Nadia; Al-Najjar, Dana; Al-Najjar, Hazem - In: Risks : open access journal 11 (2023) 7, pp. 1-18
The past decade has witnessed significant turmoil and political conflicts in several Middle Eastern countries, such as Egypt, Syria, and Libya, called the Arab Spring. These revolutions did not only affect the countries mentioned previously; their neighboring countries were also directly...
Persistent link: https://www.econbiz.de/10014335903
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The sovereign-bank nexus in the face of the COVID-19 pandemic outbreak : evidence from EU member states
Boitan, Iustina Alina; Marchewka-Bartkowiak, Kamilla - In: Risks : open access journal 9 (2021) 5, pp. 1-21
The major focus of this paper is on the sovereign-banks relationship following the COVID- 19 pandemic crisis outbreak …, with a view to gaining an insight into banks' exposure to the sovereign. We rely on a series of complementary research … financial security buffer. The growing fiscal pressure and lockdown restrictions additionally resulted in an increase in banks …
Persistent link: https://www.econbiz.de/10012597067
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A comprehensive stability indicator for banks
Powell, Robert; Duc Hong Vo - In: Risks : open access journal 8 (2020) 1/13, pp. 1-15
Stability indicators are essential to banks in order to identify instability caused by adverse economic circumstances … can readily be used by individual banks, or by regulators to benchmark financial health across banks. The CSI incorporates … and red) to classify bank risk. The CSI achieves similar outcomes in ranking the risk of 20 US banks to the much more …
Persistent link: https://www.econbiz.de/10012203993
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The impact of systemic risk on the diversification benefits of a risk portfolio
Busse, Marc; Dacorogna, Michel M.; Katz, Marie - In: Risks : open access journal 2 (2014) 3, pp. 260-276
Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a probabilistic approach to examine the consequences of...
Persistent link: https://www.econbiz.de/10010399713
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When the US stock market becomes extreme?
Aboura, Sofiane - In: Risks : open access journal 2 (2014) 2, pp. 211-225
Over the last three decades, the world economy has been facing stock market crashes, currency crisis, the dot-com and real estate bubble burst, credit crunch and banking panics. As a response, extreme value theory (EVT) provides a set of ready-made approaches to risk management analysis....
Persistent link: https://www.econbiz.de/10010399734
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The Risky-Opportunity Analysis Method (ROAM) to support risk-based decisions in a case-study of critical infrastructure digitization
Ardebili, Ali Aghazadeh; Padoano, Elio; Longo, Antonella; … - In: Risks : open access journal 10 (2022) 3, pp. 1-22
Socio-ecologic, socio-economic, and socio-technical transitions are opportunities that require fundamental changes in the system. These will encounter matters associated with security, service adoption by end-users, infrastructure and availability. The purpose of this study is to examine and...
Persistent link: https://www.econbiz.de/10013093113
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Estimation of maximum potential losses for digital banking transaction risks using the extreme value-at-risks method
Saputra, Moch Panji Agung; Sukono; Chaerani, Diah - In: Risks : open access journal 10 (2022) 1, pp. 1-18
loss is IDR144,357,528,750.94. The research results imply that the banks need to pay attention to the maximum potential … losses of digital financial transactions as a reference for risk management. Therefore, banks can anticipate the adequacy of …
Persistent link: https://www.econbiz.de/10012805367
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Volatility modeling and dependence structure of ESG and conventional investments
Górka, Joanna; Kuziak, Katarzyna - In: Risks : open access journal 10 (2022) 1, pp. 1-25
investing in environmentally friendly companies. Examples of institutions that are paying attention to ESG issues are banks …
Persistent link: https://www.econbiz.de/10012805838