research. Scientific aim: To identify applicability of leading economic indicators for bank's profitability forecasting …Purpose of the article: Profitability is one of the most important ratios for performance measurement in any … competitive commercial bank and key source to fund future working capital and investments needs. This leads to necessity to …

This paper investigates the impact of individual bank fundamental variables on stock market returns using data from a … non-interest income in terms of fees and commissions. In panel regressions, we relate bank stock returns to fundamental … spatial correlation. Our results indicate that several bank-specific variables exhibit a robust explanatory power across …

Using Indian bank-level data, we examine the cross-sectional returns predictability for banking stocks in view of the … model alongside bank-specific conditioning information in the form of asset quality variables, operational efficiency …

Reserve Board's Senior Loan Officer Opinion Survey on Bank Lending Practices. Standards is a strong predictor of stock returns …

realized volatility and the augmented GARCH models with the FHS or the EVT quantile estimation methods produce superior VaR …

, with a particular emphasis on bank profitability. Methodologically, it employs two multivariate time series models, namely … alongside a novel bank-level dataset for selected Maltese core banks compiled by merging data from various sources. Forecasting … comprehensive profitability outlook for the Maltese core banking sector. Key findings are summarized as follows: (i) neither of the …

crisis, however, they had problems keeping their profitability which is an important quantitative indicator for the health of … a bank and the banking sector overall. We use a large data set of bank-level balance sheet items and regional economic … quantitativen Indikator für den Zustand einer Bank beziehungsweise für den gesamten Bankensektor dar. Wir nutzen eine große Zahl von …

We analyze the consequences of unconventional monetary policy by several central banks on the profitability of banks …. Many articles show that banks' profitability with respect to interest income (measured by net interest margin) declines in … this non-linearity we first employ an ARIMA model on a bank-by-bank basis for many different interest income drivers using …