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Profitability of bank (ROA), Size, Liquidity (LDR), Loan loss reserve and Regulation pressure. Besides, the banking risk is … expressed in terms of Non-performing loan ratio which strongly involves in bank credit risk, and it is also determined by …
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stability over a period from 2016 to 2021 in Vietnam. After building a bank stability index by combining the principal …This paper aims to examine the moderating role of shadow banking in relation to the impact of bank competition on bank … components of CAMELS through Principal Component Analysis (PCA), and the Lerner index as a measure of bank competition, this …
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This paper analyses Delta CoVaR proposed by Adrian and Brunnermeier (2008) as a tool for identifying/ranking systemically important institutions and assessing interconnectedness. We develop a test of significance of Delta CoVaR that allows determining whether or not a financial institution can...
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