This paper studies the impact of cyclical systemic risk on future bank profitability for a large representative panel … risk predict large drops in the average bank-level return on assets (ROA) with a lead time of 3-5 years. Based on quantile … local projections we further show that the negative impact of cyclical systemic risk on the left tail of the future bank …

Since 2013, the central bank has been responsible for supervision in Hungary. In addition to the regulatory change, a … investigates the impact of these two significant changes on the profitability of the Hungarian banking sector between 2003 and 2019 … using dynamic panel model estimates. The supervisory change has reduced the profitability of credit institutions and tighter …

2008. I work with extant models of profitability and profit stress used in previous studies. Further, I analyze liquidity … can identify the factors responsible for liquidity stress in banks they could minimize the propagation of systemic bank …

This purpose of the research was directed to review the trade-off among liquidity and profitability in the banking … valued via Ordinary Least Squares (OLS) method. The observed outcomes exposed significant connection among bank liquidity … ratios and return on assets, return on equity, net profit margin, and Tobin Q. However, return on investment and earning per …