scholarly journals Analyzing factors affecting the performance of Vietnam’s commerical banks in the era of international financial integration

2016 ◽  
Vol 19 (1) ◽  
pp. 88-101
Author(s):  
Hoang Huy Tran ◽  
Huan Huu Nguyen
Keyword(s):  
Panel Data ◽  
Market Share ◽  
Commercial Banks ◽  
Financial Integration ◽  
Stochastic Frontier ◽  
Liquidity Risk ◽  
Factors Affecting ◽  
International Financial Integration ◽  
Integration Period ◽  
Commerical Banks

The paper researches on factors affecting the performance of Vietnam‟s commercial banks in the integration period of 2005 – 2011, using Stochastic Frontier Panel Data (SFA) method. The results suggest that the performance of Vietnam‟s commercial banks are determined by two main groups of factors, which are subjective and objective. The former includes market share, liquidity risk, foreign holding ratio and bank size while the latter consists of GNP, and inflation. Determinants of the performance of Vietnam‟s commercial banks are foreign holding ratio, banking size and market share.

scholarly journals Risks of Russian Commercial Banks in Mortgage Lending

2019 ◽  
Vol 10 (4) ◽  
Author(s):  
Larisa Tatarinova ◽  
Vera Plotnikova
Keyword(s):  
Commercial Banks ◽  
Liquidity Risk ◽  
High Growth ◽  
Mortgage Lending ◽  
Residential Real Estate ◽  
Secondary Markets ◽  
Factors Affecting ◽  
The Russian Federation ◽  
The Impact

The article is devoted to studying the risks of credit organizations in the process of mortgage lending in the Russian Federation. It identifies the factors affecting mortgage lending Based on the identified factors, it specifies the risks of commercial banks in mortgage lending and characterizes each of the listed types of risks The article examines the indicators of the primary and secondary markets for mortgage lending in Russia that reflect the impact of risks on the activities of credit organizations. It notes notes that due to the high growth rates of mortgage. The undertaken analysis makes it possible to determine the key role of the credit risk and the liquidity risk in a commercial banks the activities in mortgage lending. The paper offers the ways to minimize the risks of commercial banks in mortgage lending. It notes that due to recent changes in construction of residential real estate, banks may face potentially new risks.

scholarly journals ANALISIS FAKTOR PENENTU DAN INDIKATOR EKONOMI PADA NET INTEREST MARGIN BANK SYARIAH

2020 ◽  
Vol 7 (11) ◽  
pp. 2074
Author(s):  
Lailatul Ayuni ◽  
Lina Nugraha Rani
Keyword(s):  
Panel Data ◽  
Commercial Banks ◽  
Annual Report ◽  
Liquidity Risk ◽  
Capital Adequacy ◽  
Influential Factor ◽  
Purposive Sampling ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

ABSTRAKPenelitian ini bertujuan untuk mengetahui pengaruh faktor penentu Margin Bank Umum Syariah melalui variabel Capital Adequacy Ratio, Risiko Likuiditas, NPF, Bank Size dan indikator makroekonomi GDP dan Inflasi terhadap Net Interest Margin Periode 2011 - 2018 secara simultan dan parsial. Pengambilan sampel dengan teknik Purposive Sampling diperoleh 11 Bank Umum Syariah. Penelitian ini menggunakan pendekatan kuantitatif dengan teknik analisis regresi data panel. Data penelitian diambil dari website resmi yang dipublikasikan oleh Bank Indonesia (BI) dan Otoritas Jasa Keuangan (OJK) serta Annual Report masing – masing bank. Hasil penelitian menunjukkan adanya pengaruh signifikan antara CAR, Risiko Likuiditas, Bank Size, GDP, terhadap NIM Bank Umum Syariah. Sedangkan untuk variabel NPF dan Inflasi tidak berpengaruh signifikan. Hasil menunjukkan variabel GDP merupakan faktor yang paling berpengaruh pada Determinan Margin Bank Umum Syariah. Berdasarkan hasil penelitian tersebut, diharapkan pemerintah atau regulator dapat membantu peran perbankan dalam memberikan kebijakan dengan bentuk penyempurnaan keberpihakan regulasi dalam mendukung perbankan syariah.Kata Kunci: Net Interest Margin, Capital Adequacy Ratio, Risiko Likuiditas, Net Performing Financing, Bank Size, Makroekonomi, Bank Umum Syariah ABSTRACTThis study aims to determine the influence of the determinants of Shariah commercial bank margin through the variables of Capital Adequacy Ratio, Liquidity Risk, NPF, Bank Size and macroeconomic indicators of GDP and Inflation on the Net Interest Margin Period 2011 - 2018 simultaneously and partially. Sampling with purposive sampling technique obtained 11 Islamic Shariah commercial banks. This study uses a quantitative approach with panel data regression analysis techniques. The research data is taken from the official website published by Bank Indonesia (BI) and the Financial Services Authority (OJK) as well as the Annual Report of each bank. The results showed a significant influence between CAR, Liquidity Risk, Bank Size, GDP, on the NIM of Shariah Commercial Banks. Meanwhile, the NPF and inflation variables do not have a significant effect. The results showed that the GDP variable is the most influential factor on the Margin Determinants of Shariah Commercial Banks. Based on the results of this study, it is expected that the government or regulators can assist the role of banks in providing policies by improving regulatory alignments in supporting Islamic banking.Keywords: Net Interest Margin, Capital Adequacy Ratio, Liquidity Risk, Net Performing Financing, Bank Size, Macroeconomics, Sharia  Banks

scholarly journals Factors Affecting Liquidity Risk in the System of Vietnamese Commercial Banks

2014 ◽  
Vol 219 ◽  
pp. 34-48
Author(s):  
THÔNG TRƯƠNG QUANG
Keyword(s):  
Commercial Banks ◽  
Liquidity Risk ◽  
Bank Loan ◽  
Annual Reports ◽  
Internal Factors ◽  
Macroeconomic Factors ◽  
Factors Affecting ◽  
Independent Variables ◽  
Financing Gap ◽  
Asset Size

The research tries to identify causes of liquidity risk for the system of Vietnamese commercial banks. Data for the research are collected from annual reports in the years 2002-2011 by 27 Vietnamese commercial banks. The liquidity risk examined in the research is financing gap; and independent variables, or factors affecting the liquidity risk, are divided into two groups: internal and external ones. The estimated results of the models show that the liquidity risk among banks depends not only on internal factors, such as total asset size, liquidity reserve, inter-bank loan, and ratio of equity to capital, but also on external ones, or macroeconomic factors, such as growth rate, inflation, and especially effects of policy lags.

scholarly journals Risk Management & Financial Performance of Commercial Banks in Pakistan

2020 ◽  
Vol 9 (1) ◽  
pp. 87-103
Author(s):  
Ghulam Saghir ◽  
Emad Tabassam Ch
Keyword(s):  
Panel Data ◽  
Credit Risk ◽  
Financial Performance ◽  
Financial Institutions ◽  
Cross Sections ◽  
Commercial Banks ◽  
Financial Risk ◽  
Developing Economies ◽  
Liquidity Risk ◽  
The Impact

The main objective of this study is to find out how, the two different types of risks,i.e. Liquidity Risk & Credit Risk,affect the overall profitability/financial performance of commercial banks in Pakistan. We used methods that were applicable on a panel data for long run and short run time specifications. Thirty-three scheduled banks listed with the SBP,as of December 2018 have been used for the purpose of the data analysis. The panel data that is used for this study stretches across a period of 10 years,with 33 cross sections. The findings of this current study revealed that the financial performance of the banks present in Pakistan is negatively,and significantly influenced by the credit risk. In addition to this, it was revealed that the lesser the non-performing loans, the lower the risk factor that is experienced. The financial risk comprising of credit risk and liquidity risk tends to have a significantly robust impact on the overall enactment of the commercial banks in Pakistan. This study will prove beneficial for the top management of the financial institutions developing economies, as it will enhance their existing knowledge regarding the impact of financial risk, which will eventually infiltrate into the intensity and quality of the financial performance of the banks. This will also enable banks, and other financial institutions to involve all the relevant stakeholders,in order to determine how they can minimize the effects of the financial risk,so as to maximize the overall returns.

scholarly journals Analysis of Factors Affecting Performance of Vietnamese Commercial Banks: Testing SCP and ES Hypotheses

2014 ◽  
Vol 219 ◽  
pp. 81-92
Author(s):  
HIỀN PHAN THU ◽  
HẠNH PHAN THỊ MỸ
Keyword(s):  
Sustainable Development ◽  
Market Share ◽  
Commercial Banks ◽  
Inflation Rate ◽  
Market Concentration ◽  
Total Asset ◽  
Bank Performance ◽  
Factors Affecting ◽  
Positive Effects ◽  
Factors Affecting Performance

The research aims at analyzing factors impacting on performance of Vietnamese commercial banks in the years 2005-2012. The authors test SCP (structure-conduct-performance) and ES (efficient structure) paradigms for factors affecting return ratios of banks. The results show that it is market concentration instead of market share that has positive effects on bank performance as shown in their return on average assets (ROAA) and return on average equity assets (ROAE). Additionally, bank size, ownership, ratio of deposit to total asset and inflation rate also produce effects on performance of commercial banks in Vietnam. These findings allow authors to offer some measures to support a sustainable development for Vietnamese commercial banks.

scholarly journals Determinable Factors Affecting Commercial Banks Deposit: The Case of Nigeria (2000-2019)

2021 ◽  
Vol 04 (04) ◽  
Author(s):  
Modeyin Femi ◽  
Keyword(s):  
Economic Growth ◽  
Panel Data ◽  
Money Supply ◽  
Financial Institutions ◽  
Commercial Banks ◽  
Financial Intermediation ◽  
Random Effect Model ◽  
Banking Regulation ◽  
Central Banking ◽  
Factors Affecting

This study examined the determinable factors affecting commercial banks deposits in Nigeria for the period of 2000 to 2019 using panel data of listed banks. The study adopted secondary data obtained from the listed Deposit Money Banks annual reports and were analyzed. Explanatory variables of the study were proxied as Branch Network, Financial intermediation ratio, Bank size, Money Supply and Economic Growth. while Dependent variable was proxied by Deposit value of banks. The study adopted ex-post facto research design to examine the effects of bank-specific and macro-economic factors on deposit in Nigerian Deposit Money Banks. Series of diagnostic tests was carried out by the study. Panel data technique specified random effect model by Hausman test. The study found that branch network and bank size have positive and significant effects with deposit while financial intermediation ratio and economic growth have positive but insignificant effects with deposit during the study period. Also, money supply has negative but significant effect on deposit. The study therefore recommended among others that the regulatory agencies of financial institutions should continue to stimulate competition in the banking industry as increase in branch network still hold key positions in strengthening deposits and activities of the institutions to be able to compete internationally. Also, at the bank level, the improvement of the deposit of Nigerian Deposits Money Banks need to be conducted by a reinforcement of the intermediation activities of banks through central banking regulation programs that will propels financial institutions to adhere to increase in loan-to-deposit portfolio.

Foreign Ownership and Liquidity Risk of Commercial Banks in Vietnam

2017 ◽  
Vol 33 (3) ◽  
Author(s):  
Vo Xuan Vinh ◽  
Mai Xuan Duc
Keyword(s):  
Risk Management ◽  
Regression Analysis ◽  
Panel Data ◽  
Credit Risk ◽  
Commercial Banks ◽  
Positive Relationship ◽  
Liquidity Risk ◽  
Foreign Ownership ◽  
The Impact

This paper investigates the impact of foreign ownership on liquidity risk of commercial banks in Vietnam during the period 2009-2015. The regression analysis of panel data is used in the paper with the data collected from 35 Vietnamese commercial banks. The results show that higher foreign ownership is associated with lower liquidity risk of banks. In addition, credit risk and liquidity risk in previous year have a positive relationship with liquidity risk of banks in current year. The results of the study provide empirical evidence to support the important role of foreign ownership in liquidity risk management and other operations of commercial banks in Vietnam.

Vulnerability and profitability of MENA banking system: Islamic versus commercial banks

2016 ◽  
Vol 9 (4) ◽  
pp. 454-473 ◽  
Author(s):  
Ahmad Y. Khasawneh
Keyword(s):  
Panel Data ◽  
Financial Crises ◽  
Commercial Banks ◽  
Stochastic Frontier ◽  
Balance Sheet ◽  
Banking System ◽  
Islamic Banks ◽  
African Countries ◽  
Content Type ◽  
Analytical Approaches

Purpose This paper aims to compare Islamic and commercial banks in the region of Middle East and North Africa (MENA) in terms of profitability and stability. Design/methodology/approach The study combines both the descriptive and analytical approaches. It considers panel data sets and adopts panel data econometric techniques. Findings The determinants of banks profitability and stability are different according to bank’s type. The results show that Islamic banks are more profitable than commercial banks, while on the other hand, commercial banks are more stable than Islamic banks. It is also concluded that banks profitability and stability are determined through some bank’s characteristics variables and macroeconomic variables in addition to the financial crises. MENA commercial and Islamic banking was affected by the financial crises in terms of profitability and stability. Additionally, larger banks are more stable than smaller banks, and off-balance sheet activities increase banks’ vulnerability for both commercial and Islamic MENA banks. Research limitations/implications The most prominent limitation is the lack of data, as we had to exclude some variables because of missing observations. As a result, the authors could not use data envelopment approach and stochastic frontier approach to evaluate banks efficiency in MENA countries rather than the financial ratios. Practical implications Commercial banks need to enhance their capitalization to improve their profitability. Additionally, Islamic banks need to improve the risk assessment and adopt some of the available risk management tools. Moreover, the banking system should take advantage of relatively higher Islamic banks profitability and use the unexploited profit opportunities through spreading into those countries with limited availability, such as the North African countries. Originality/value This study address both banks profitability and stability in an emerging region that includes banks of different types (Islamic and commercial) which are located in different counties that allows accounting for operational and institutional differences.

Sign in / Sign up

Export Citation Format

Share Document