Analysis on the Stability of Chinese Commercial Bank

2020 ◽  
Vol 20 (3) ◽  
pp. 1-18
Author(s):  
Huiqing Kong ◽  
Huiqin Zhu
Keyword(s):  
Commercial Bank ◽  
The Stability

scholarly journals BANK LIQUIDITY RISK: ANALYSIS AND ESTIMATES

2012 ◽  
Vol 10 (2) ◽  
pp. 186-204 ◽  
Author(s):  
Meilė Jasienė ◽  
Jonas Martinavičius ◽  
Filomena Jasevičienė ◽  
Gražina Krivkienė
Keyword(s):  
Risk Management ◽  
Commercial Bank ◽  
Commercial Banks ◽  
Scientific Literature ◽  
Liquidity Risk ◽  
Management Model ◽  
Critical Elements ◽  
Banking Business ◽  
The Stability ◽  
Development Assessment

In today’s banking business, liquidity risk and its management are some of the most critical elements that underlie the stability and security of the bank’s operations, profit-making and clients confidence as well as many of the decisions that the bank makes. Managing liquidity risk in a commercial bank is not something new, yet scientific literature has not focused enough on different approaches to liquidity risk management and assessment. Furthermore, models, methodologies or policies of managing liquidity risk in a commercial bank have never been examined in detail either. The goal of this article is to analyse the liquidity risk of commercial banks as well as the possibilities of managing it and to build a liquidity risk management model for a commercial bank. The development, assessment and application of the commercial bank liquidity risk management was based on an analysis of scientific resources, a comparative analysis and mathematical calculations.

scholarly journals STABILITY OF THE RUSSIAN BANKING SECTOR: TRENDS AND RISKS

2021 ◽  
pp. 10-19
Author(s):  
E.V. Travkina ◽  
Keyword(s):  
Commercial Bank ◽  
Banking Sector ◽  
System Analysis ◽  
Negative Impact ◽  
Banking System ◽  
Qualitative Assessment ◽  
The Stability ◽  
Procedural Components ◽  
Statistical Survey ◽  
The Impact

In the modern conditions of functioning of the banking system, the issues that arise with the assess¬ment of the stability of a commercial bank individually and the banking sector as a whole in connection with the aggravation of the negative impact of many risk-forming factors associated with the manifestation of the pandemic are updated. In this regard, a comprehensive systematization of the existing Russian and international practice of implementing a qualitative assessment of the stability of banking organizations becomes important. The purpose of the study is to identify trends in the development of the Russian banking sector and the manifestations of banking risks that have a negative impact on its stability, as well as to identify practical opportunities to reduce the impact of these risks. The following general scientific and special methods were chosen as scientific tools for conducting this study: the method of system analysis, the method of retrospective analysis, as well as the methods of statistical survey. The information base of the study was the statistical data of the Bank of Russia. The theoretical and meth¬odological basis of the study was the works of such researchers as Fetisov G. G., Lavrushin O. I., Tarkhanov E. A., Muraviev A. K. Ovchinnikov O. P., Betz A. Yu., Peresetsky A. A. Kromonov V. S., etc. The study is based on the basic definitions of the stability of banking organizations and the regulatory framework for assessing the stability of the Russian commercial bank, as well as methods, mechanisms and procedural components for assessing the stability of the Russian banking sector. The results of the study are aimed at identifying trends and risks that affect the stability of both the Russian banking system as a whole and individual commercial banks. As practical recom¬mendations, the directions for further sustainable development of the Russian banking sector in the context of the negative impact of the pandemic on the national economy are presented.

scholarly journals The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing

2016 ◽  
Vol 2016 ◽  
pp. 1-8 ◽  
Author(s):  
Chi Xie ◽  
Yang Liu ◽  
Gang-Jin Wang ◽  
Yan Xu
Keyword(s):  
Commercial Bank ◽  
Systemic Risk ◽  
Commercial Banks ◽  
Risk Sharing ◽  
Main Channel ◽  
Risk Exposure ◽  
Interbank Market ◽  
Bank Of China ◽  
The Stability ◽  
Market Networks

As an important part of the financial system, interbank market provides banks with liquidity and credit lending and also is the main channel for risk contagion. In this paper, we test the existence of systematic risk contagion within the Chinese interbank market. By building the networks of the Chinese interbank market for each year and using the measure of mutual information, we quantitatively detect the changes of interbank market networks and observe that the correlations between banks become increasingly tighter in recent years. With the bilateral risk exposure among Chinese listed commercial banks, we find that the possibility of systemic risk contagion in Chinese interbank market is fairly small. But of great concern on each individual bank, the matter is different. Our simulation shows that the failures of three special banks (i.e., Agricultural Bank of China and Bank of China and Industrial and Commercial Bank of China) most likely lead to systemic risk contagion. Furthermore, we test the antirisk ability of the Chinese interbank market from the perspective of risk sharing and discover that the interbank market is stable when the loss scale is lower than forty percent of banks’ total core capital.

scholarly journals TECHNIQUE OF ASSESSMENT OF THE IMPACT OF A REPUTATIONAL RISK ON STABILITY OF COMMERCIAL BANK

2020 ◽  
pp. 18-25
Author(s):  
Екатерина Алексеевна Бибикова ◽  
Ирина Валерьевна Курникова
Keyword(s):  
Commercial Bank ◽  
Commercial Banks ◽  
Credit Institution ◽  
Reputational Risk ◽  
Reputation Risk ◽  
Using Data ◽  
The Stability ◽  
Relationship Of ◽  
The Impact ◽  
The Relationship

At present, in Russia, when the revocation of licenses from credit organizations continues, the significance of reputational risks is growing sharply. In connection with this subject of research, reputational risk and its influence on maintaining the stability of a credit institution are presented in this article. The aim of the work is to develop a new methodology for assessing the impact of reputation risk on the stability of commercial banks, as well as the practical application of the method using data from a credit institution. As a result of the study, a specific methodology was compiled, which allows you to directly assess the reputation risk in a commercial bank; the relationship of this type of risk and the stability of the credit institution is determined; the methodology has been applied in practice using data from several commercial banks; It is shown how reputation risk can affect the stability of a credit institution. The presented article allows one to determine what is necessary to understand as reputational risk, why the assessment of reputational risk is of the same importance as the assessment of the stability of a credit institution, and what attention should be paid to the leaders of a credit institution so that their bank has a satisfactory level of reputational risk, and therefore , and level of sustainability

Open discussion

1982 ◽  
Vol 99 ◽  
pp. 605-613
Author(s):  
P. S. Conti
Keyword(s):  
Buenos Aires ◽  
Large Mass ◽  
List Type ◽  
Common Phenomenon ◽  
Open Discussion ◽  
The Stability ◽  
Ring Nebulae

Conti: One of the main conclusions of the Wolf-Rayet symposium in Buenos Aires was that Wolf-Rayet stars are evolutionary products of massive objects. Some questions:–Do hot helium-rich stars, that are not Wolf-Rayet stars, exist?–What about the stability of helium rich stars of large mass? We know a helium rich star of ∼40 MO. Has the stability something to do with the wind?–Ring nebulae and bubbles : this seems to be a much more common phenomenon than we thought of some years age.–What is the origin of the subtypes? This is important to find a possible matching of scenarios to subtypes.

Symmetric Multistep Methods Revisited: II. Numerical Experiments

1999 ◽  
Vol 173 ◽  
pp. 309-314 ◽  
Author(s):  
T. Fukushima
Keyword(s):  
Multistep Methods ◽  
Computational Time ◽  
Integration Time ◽  
Implicit Methods ◽  
Symmetric Methods ◽  
Celestial Bodies ◽  
The Stability ◽  
Predictor Corrector ◽  
Symmetric Multistep Methods ◽  
Integration Errors

AbstractBy using the stability condition and general formulas developed by Fukushima (1998 = Paper I) we discovered that, just as in the case of the explicit symmetric multistep methods (Quinlan and Tremaine, 1990), when integrating orbital motions of celestial bodies, the implicit symmetric multistep methods used in the predictor-corrector manner lead to integration errors in position which grow linearly with the integration time if the stepsizes adopted are sufficiently small and if the number of corrections is sufficiently large, say two or three. We confirmed also that the symmetric methods (explicit or implicit) would produce the stepsize-dependent instabilities/resonances, which was discovered by A. Toomre in 1991 and confirmed by G.D. Quinlan for some high order explicit methods. Although the implicit methods require twice or more computational time for the same stepsize than the explicit symmetric ones do, they seem to be preferable since they reduce these undesirable features significantly.

Uniformity of Magnification from Different Electron Microscopes

1967 ◽  
Vol 25 ◽  
pp. 32-33
Author(s):  
Godfrey C. Hoskins ◽  
V. Williams ◽  
V. Allison
Keyword(s):  
Diffraction Grating ◽  
The Other ◽  
Carbon Replica ◽  
Electron Microscopes ◽  
The Stability

The method demonstrated is an adaptation of a proven procedure for accurately determining the magnification of light photomicrographs. Because of the stability of modern electrical lenses, the method is shown to be directly applicable for providing precise reproducibility of magnification in various models of electron microscopes.A readily recognizable area of a carbon replica of a crossed-line diffraction grating is used as a standard. The same area of the standard was photographed in Phillips EM 200, Hitachi HU-11B2, and RCA EMU 3F electron microscopes at taps representative of the range of magnification of each. Negatives from one microscope were selected as guides and printed at convenient magnifications; then negatives from each of the other microscopes were projected to register with these prints. By deferring measurement to the print rather than comparing negatives, correspondence of magnification of the specimen in the three microscopes could be brought to within 2%.

Effect of Improved ThO2 Particle Dispersion in Nickel on High-Temperature Strength

1970 ◽  
Vol 28 ◽  
pp. 444-445
Author(s):  
E. R. Kimmel ◽  
H. L. Anthony ◽  
W. Scheithauer
Keyword(s):  
High Temperature ◽  
Metal Matrix ◽  
Oxide Particle ◽  
Oxide Phase ◽  
Dislocation Motion ◽  
Particle Dispersion ◽  
High Temperature Strength ◽  
Strengthening Effect ◽  
Oxide Particles ◽  
The Stability

The strengthening effect at high temperature produced by a dispersed oxide phase in a metal matrix is seemingly dependent on at least two major contributors: oxide particle size and spatial distribution, and stability of the worked microstructure. These two are strongly interrelated. The stability of the microstructure is produced by polygonization of the worked structure forming low angle cell boundaries which become anchored by the dispersed oxide particles. The effect of the particles on strength is therefore twofold, in that they stabilize the worked microstructure and also hinder dislocation motion during loading.

An Analysis of Dissociation of Molecules in a High Resolution Electron Microscope

1973 ◽  
Vol 31 ◽  
pp. 486-487
Author(s):  
Mihir Parikh
Keyword(s):  
Electron Microscope ◽  
High Resolution ◽  
Cross Sections ◽  
Resolving Power ◽  
Peak Intensity ◽  
Molecular Film ◽  
Resolution Electron ◽  
Dissociation Cross Section ◽  
High Resolution Electron Microscope ◽  
The Stability

It is well known that the resolution of bio-molecules in a high resolution electron microscope depends not just on the physical resolving power of the instrument, but also on the stability of these molecules under the electron beam. Experimentally, the damage to the bio-molecules is commo ly monitored by the decrease in the intensity of the diffraction pattern, or more quantitatively by the decrease in the peaks of an energy loss spectrum. In the latter case the exposure, EC, to decrease the peak intensity from IO to I’O can be related to the molecular dissociation cross-section, σD, by EC = ℓn(IO /I’O) /ℓD. Qu ntitative data on damage cross-sections are just being reported, However, the microscopist needs to know the explicit dependence of damage on: (1) the molecular properties, (2) the density and characteristics of the molecular film and that of the support film, if any, (3) the temperature of the molecular film and (4) certain characteristics of the electron microscope used

Formation and Structure of Casein Micelles in Lactating Mammary Tissue

1970 ◽  
Vol 28 ◽  
pp. 150-151
Author(s):  
Robert J. Carroll ◽  
Marvin P. Thompson ◽  
Harold M. Farrell
Keyword(s):  
Size Distribution ◽  
G Protein ◽  
Milk Proteins ◽  
Mammary Tissue ◽  
Colloidal System ◽  
Casein Micelles ◽  
The Stability

Milk is an unusually stable colloidal system; the stability of this system is due primarily to the formation of micelles by the major milk proteins, the caseins. Numerous models for the structure of casein micelles have been proposed; these models have been formulated on the basis of in vitro studies. Synthetic casein micelles (i.e., those formed by mixing the purified αsl- and k-caseins with Ca2+ in appropriate ratios) are dissimilar to those from freshly-drawn milks in (i) size distribution, (ii) ratio of Ca/P, and (iii) solvation (g. water/g. protein). Evidently, in vivo organization of the caseins into the micellar form occurs in-a manner which is not identical to the in vitro mode of formation.

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