and bank-level data for the period 2001 - 2022 across 37 banks. The study also developed a banking sector stability index … due to a tight sovereign-bank nexus. Increases in interest rate and credit risks were found to lower banking sector … stability while bank capital accumulation strengthened banking sector stability . A high sovereign-bank nexus increases banking …

internalized in to bank portfolios. Aligned with literature on market risks and credit risks emanating from climate risk exposure … meteorological data, data on weather disasters, bank level data and interest rate between 2011- 2022, the study found that: - i …) there exists a relationship between climate risk and bank performance to the extent that changes in interest rate spread are …

relationship between fntech search and bank stock returns, which are measures of fntech and banks, respectively. The time series … data for fntech and bank stock returns were obtained from Google Trends and Vietstock, respectively. Exploratory factor … analysis was utilized to derive the fntech variables, while the bank stock return variable was calculated using a basket of …

selection was based on their market share in the industry. To compute VaR, data on each bank's day-to-day gain/loss between 1 … study, VaR estimation of each bank's gain/loss on foreign currency transactions generated using QR regression approach …