VAR and Stress Tests: The Impact of Fat-Tail Risk and Systemic Risk on Commercial Banks in Hong Kong and China

Climate change is one of the gravest threats facing human society today, as well as an important factor for financial stability. This study takes 11 small- and medium-sized listed banks as subjects, measures the banks’ systemic risk using the CoVaR model and climate change using daily average temperature, and explores the mechanism between these two factors. Additionally, it investigates the influence of climate change on systemic risk in commercial banks through intermediary variables (e.g., commercial banks’ loan-deposit ratio, NPL ratio, and net interest margin). The results are as follows: (1) There is a positive correlation between climate change and systemic risk in banks within the confidence interval. (2)The indirect effect of climate change on systemic risk in banks through the NPL ratio is significantly positive, meaning that climate warming increases the NPL ratio and therefore increases the banks’ systemic risk.

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The Impact of Internet Finance on the Systemic Risk of China’s Listed Commercial Banks

10.2991/assehr.k.211209.517 ◽

2021 ◽

Author(s):

Hanyang Liu

Keyword(s):

Systemic Risk ◽

Commercial Banks ◽

Internet Finance ◽

The Impact

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Income Diversification and Bank Efficiency in Vietnam

Journal of Economics and Development ◽

10.33301/jed.2017.19.03.04 ◽

2017 ◽

pp. 52-67

Author(s):

Sang Nguyen Minh

Keyword(s):

Regression Model ◽

Commercial Banks ◽

Banking System ◽

Operational Efficiency ◽

Commercial Banking ◽

Tobit Regression ◽

Income Diversification ◽

Positive Effects ◽

Study Results ◽

The Impact

This study uses the DEA (Data Envelopment Analysis) method to estimate the technical efficiency index of 34 Vietnamese commercial banks in the period 2007-2015, and then it analyzes the impact of income diversification on the operational efficiency of Vietnamese commercial banks through a censored regression model - the Tobit regression model. Research results indicate that income diversification has positive effects on the operational efficiency of Vietnamese commercial banks in the research period. Based on study results, in this research some recommendations forpolicy are given to enhance the operational efficiency of Vietnam’s commercial banking system.

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The Impact of Transformational Leadership on Entrepreneurial Orientation via the Mediating Role of Organizational Learning Capability

Journal of Business & Management (COES&RJ-JBM) ◽

10.25255/2306.8043.2020.8.2.65.111 ◽

2020 ◽

Vol 8 (2) ◽

pp. 65

Author(s):

Razan Nofal ◽

Mais Jaradat

Keyword(s):

Transformational Leadership ◽

Organizational Learning ◽

Entrepreneurial Orientation ◽

Commercial Banks ◽

Quantitative Research ◽

Intellectual Stimulation ◽

Design Data ◽

Learning Capability ◽

Idealized Influence ◽

The Impact

The current research aims to investigate the effect of transformational leadership on entrepreneurial orientation in Jordanian commercial banks, and whether organizational learning capability mediates the effect of transformational leadership on entrepreneurial orientation. Adopting a quantitative research design, data were collected by means of a questionnaire-based survey of employees in Jordanian commercial banks. Based on 330 usable responses, the results revealed the significant effect of transformational leadership and two of its dimensions (inspirational motivation and intellectual stimulation) on entrepreneurial orientation. Two other dimensions (idealized influence and individualized consideration) did not contribute to entrepreneurial orientation. Additionally, the results showed that transformational leadership has a significant effect on organizational learning capability, and that organizational learning capability in turn affects entrepreneurial orientation. The findings confirm that organizational learning capability fully mediates the effect of transformational leadership on entrepreneurial orientation. A number of recommendations are advanced, the most important of which is that banks should improve and develop managers’ transformational attributes by training them on how to deal with employees in order to increase their entrepreneurial orientation. Banks should also consider improving their learning capability, as this plays a significant role in enhancing and supporting the effect of transformational leadership attributes on entrepreneurial orientation.

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