scholarly journals SECTORAL ANALYSIS OF THE EFFECTIVENESS OF BANK RISK CAPITAL IN THE VISEGRAD GROUP COUNTRIES

2019 ◽  
Vol 20 (3) ◽  
pp. 446-465 ◽  
Author(s):  
Nhat Tan Pham ◽  
Zuzana Tučková ◽  
Quyen Phu Thi Phan
Keyword(s):  
Capital Adequacy ◽  
Bank Risk ◽  
Linear Regression Models ◽  
Risk Capital ◽  
Negative Effects ◽  
Econometric Methods ◽  
Study Results ◽  
Net Profit ◽  
Capital At Risk ◽  
Visegrad Group

Bank risk capital (capital at risk) is identified with the value of banks’ own funds maintaining to absorb potential losses and protect against insolvency. It is calculated for the capital adequacy ratios, recommended by the Basel Committee on Banking Supervision. On other words, it is a kind of banks’ capital that financing securing the negative effects of risk occurring. A comparative analysis of effectiveness of bank risk capital in the Visegrad Group countries, constituting the main objective of the study, results from the needs indicated in the already conducted preliminary research. In the article, statistical and econometric methods were used, based on linear regression models. The conducted research were aimed to verify the research hypothesis stating that in the analyzed banking sectors of the Visegrad Group countries there is a positive correlation between banks' profitability and a level of their bank risk capital. The study indicated that net profit of the analyzed banking sectors increases with a growth of total own funds, while profitability is diversified in individual countries. Declining operational efficiency results from the growing cost of obtaining and maintaining risk capital.

scholarly journals SECTORAL ANALYSIS OF THE EFFECTIVENESS OF BANK RISK CAPITAL IN THE VISEGRAD GROUP COUNTRIES

2019 ◽  
Vol 20 (3) ◽  
pp. 424-445 ◽  
Author(s):  
Aleksandra Nocoń ◽  
Irena Pyka
Keyword(s):  
Capital Adequacy ◽  
Bank Risk ◽  
Linear Regression Models ◽  
Risk Capital ◽  
Negative Effects ◽  
Econometric Methods ◽  
Study Results ◽  
Net Profit ◽  
Capital At Risk ◽  
Visegrad Group

Bank risk capital (capital at risk) is identified with the value of banks’ own funds maintaining to absorb potential losses and protect against insolvency. It is calculated for the capital adequacy ratios, recommended by the Basel Committee on Banking Supervision. On other words, it is a kind of banks’ capital that financing securing the negative effects of risk occurring. A comparative analysis of effectiveness of bank risk capital in the Visegrad Group countries, constituting the main objective of the study, results from the needs indicated in the already conducted preliminary research. In the article, statistical and econometric methods were used, based on linear regression models. The conducted research were aimed to verify the research hypothesis stating that in the analyzed banking sectors of the Visegrad Group countries there is a positive correlation between banks' profitability and a level of their bank risk capital. The study indicated that net profit of the analyzed banking sectors increases with a growth of total own funds, while profitability is diversified in individual countries. Declining operational efficiency results from the growing cost of obtaining and maintaining risk capital.

scholarly journals EFFECTIVENESS OF RISK CAPITAL (OWN FUNDS) IN THE POLISH BANKING SECTOR IN THE YEARS OF 2002–2016

2018 ◽  
Author(s):  
Aleksandra Nocoń ◽  
Irena Pyka
Keyword(s):  
Banking Sector ◽  
Bank Risk ◽  
Risk Capital ◽  
Essential Component ◽  
Research Hypothesis ◽  
Econometric Methods ◽  
Net Profit ◽  
Level Of Risk

The analysis of effectiveness of risk capital in the Polish banking sector have become the main aim of the study. In the article, statistical and econometric methods were used, based on a linear regres-sion model of net profit in relation to the value of own funds of the banking sector in Poland in the years of 2002–2016. Next, through the quartile method, there were estimated the relations between effectiveness and a level of risk capital of the largest banks in Poland. Conducted research were aimed to verify the research hypothesis stating that in the Polish banking sector there is a positive cor-relation between net profit and banks’ own funds, which constitute an essential component of bank risk capital.

scholarly journals Bank Risk Capital and Its Effectiveness in Selected Euro Area Banking Sectors

2021 ◽  
Vol 14 (11) ◽  
pp. 555
Author(s):  
Irena Pyka ◽  
Aleksandra Nocoń
Keyword(s):  
At Risk ◽  
Euro Area ◽  
Banking Sector ◽  
Research Question ◽  
Capital Adequacy ◽  
Bank Risk ◽  
Bank Capital ◽  
Risk Capital ◽  
Operational Effectiveness ◽  
Capital At Risk

Risk capital or capital at risk (CaR) refers to the amount of capital set aside and maintained by banks to cover different types of risk. For banks, it is used as a buffer against claims or expenses in the event that ordinary capital is not enough to cover them. Thereby, risk capital can also be recognized as risk-bearing capital or surplus funds. Risk capital may generate very high costs, but on the other hand it protects against insolvency. That’s why a bank needs to find the ‘Gold mean’—the optimal value of risk capital that will not lower its efficiency, but still ensure financial security. The main objective of the study is identification of interdependencies between bank risk capital and effectiveness of the aggregated Eurozone banking sector and selected national banking sectors of the euro area. The paper tries to answer the research question whether the risk capital supports or lowers banks’ operational effectiveness. The adopted research hypothesis stated that there is a positive correlation between profitability and size of bank risk capital. To verify the hypothesis regression models were used. The results indicate that the size and structure of bank capital impact on the credit institutions’ effectiveness in the analyzed banking sectors, however with different intensity. Thereby, the article fulfils a research gap in the field of research studies that take into account how capital at risk and specific capital adequacy regulations may impact on a bank’s efficiency.

Exploring privacy and trust for employee monitoring

2015 ◽  
Vol 115 (1) ◽  
pp. 88-106 ◽  
Author(s):  
Shuchih Ernest Chang ◽  
Anne Yenching Liu ◽  
Sungmin Lin
Keyword(s):  
Organizational Culture ◽  
Employee Performance ◽  
Full Time ◽  
Negative Effects ◽  
Content Type ◽  
Positive Effects ◽  
Study Results ◽  
Employee Monitoring ◽  
Communication Privacy ◽  
The Relationship

Purpose – The purpose of this paper is to evaluate privacy boundaries and explores employees’ reactions in employee monitoring. Design/methodology/approach – The research used the metaphor of boundary turbulence in the Communication Privacy Management (CPM) theory to demonstrate the psychological effect on employees. The model comprised organizational culture, CPM, trust, and employee performance in employee monitoring to further investigated the influence exerted by organizational culture and how employees viewed their trust within the organization when implementing employee monitoring. Variables were measured empirically by administrating questionnaires to full-time employees in organizations that currently practice employee monitoring. Findings – The findings showed that a control-oriented organizational culture raised communication privacy turbulence in CPM. The communication privacy turbulence in CPM mostly had negative effects on trust in employee monitoring policy, but not on trust in employee monitoring members. Both trust in employee monitoring policy and trust in employee monitoring members had positive effects on employee commitment and compliance to employee monitoring. Research limitations/implications – This research applied the CPM theory in workplace privacy to explore the relationship between employees’ privacy and trust. The results provide insights of why employees feel psychological resistance when they are forced to accept the practice of employee monitoring. In addition, this study explored the relationship between CPM and trust, and offer support and verification to prior studies. Practical implications – For practitioners, the findings help organizations to improve the performance of their employees and to design a more effective environment for employee monitoring. Originality/value – A research model was proposed to study the impacts of CPM on employee monitoring, after a broad survey on related researches. The validated model and its corresponding study results can be referenced by organization managers and decision makers to make favorable tactics for achieving their goals of implementing employee monitoring.

Benin Groundnut Producers’ Perceptions, Awareness and Action about Aflatoxin

2016 ◽  
Vol 43 (1) ◽  
pp. 74-87
Author(s):  
C.M. Jolly ◽  
S. Vodouhe ◽  
B. Bayard ◽  
P.E. Jolly ◽  
J.T. Williams
Keyword(s):  
Factor Analysis ◽  
Exploratory Factor Analysis ◽  
Health Beliefs ◽  
Health Belief ◽  
Negative Effects ◽  
Market Participants ◽  
Economic Threat ◽  
Study Results ◽  
Two Factors ◽  
Belief Model

ABSTRACT Aflatoxin (AF) contamination of groundnut poses a serious health and economic threat to Benin market participants. However, most farmers are unaware of the problem. A study of 182 farmers was conducted in 2002 using a Health Belief Model (HBM) to examine Benin farmers’ health beliefs, perception constructs of awareness, susceptibility, seriousness of the problem, barriers, and benefits derived from reducing AF levels. Exploratory Factor Analysis was employed to evaluate the HBM model constructs. The average age of farmers was 40.4 years with a Standard Deviation (SD) of 10.8, and farmers had an average of 18.32 years of farming experience. Approximately 93% of farmers stated that sorting of groundnuts was important or very important, while 77% thought that they were sure or definitely sure of the negative effects of AF on human health. The exploratory factor analysis revealed that two factors embodied the susceptibility, barrier and benefit constructs. The study results indicated that the reduction of AF in groundnuts was multidimensional and required policy intervention to increase awareness of the health risks, and to manipulate the factors that influenced the constructs at the farm and policy level.

Effects of pollution and climate change on the ecosystem components

2021 ◽  
Author(s):  
Yuriy Lykholat
Keyword(s):  
Endocrine System ◽  
Biologically Active ◽  
Soil Conditions ◽  
Negative Effects ◽  
Current State ◽  
Herbaceous Communities ◽  
Active Chemical ◽  
Study Results ◽  
Ecological Patterns ◽  
The Relationship

The book contains the study results of the environmental and soil conditions of the transformed territories, the ecological patterns of woody plants natural communities’ formation as well as the features of the herbaceous communities’ succession in flooded areas. The current state of forest areas is highlighted, the problems of forest management and their exploitation in Ukraine are outlined. Aspects of anthropogenic impact on natural aquatic ecosystems are shown and various biotesting methods of negative effects are characterized. The relationship between the presence of exogenous biologically active chemical compounds in the environment and damage to the endocrine system of animals has been revealed. The scientific manuscript is intended for ecologists, specialists interested in environmental management and environmental protection. The book may be useful for graduate students and scientific researchers.

„Qualitative“ Bankenaufsicht – „Königsweg“ der Regulierung?

2000 ◽  
Vol 1 (3) ◽  
pp. 281-299 ◽  
Author(s):  
Stephan Paul
Keyword(s):  
Risk Management ◽  
Banking Regulation ◽  
Capital Requirements ◽  
Capital Adequacy ◽  
First Century ◽  
Bank Risk ◽  
Management Systems ◽  
Banking Supervision ◽  
Minimum Capital ◽  
Proposal A

Abstract Banking regulation in the twenty-first century is at the crossroads. The article discusses the question whether the supervisory review of bank risk management systems is superior to the minimum capital requirements in traditional style. It points out the serious problems of both ways - especially the first one, which was preferred by the Basle Committee of Banking Supervision in its proposal ,,A new capital adequacy framework`` (June 1999).

scholarly journals The health effects of quarantine during the COVID-19 pandemic

Work ◽  
2020 ◽  
Vol 67 (3) ◽  
pp. 523-527
Author(s):  
Maryam Feiz Arefi ◽  
Amin Babaei-Pouya ◽  
Mohsen Poursadeqiyan
Keyword(s):  
Health Effects ◽  
World Health ◽  
Economic Activities ◽  
Negative Effects ◽  
Social Hygiene ◽  
Social Communications ◽  
Study Results ◽  
Control And Prevention ◽  
Health Organization ◽  
Made In

BACKGROUND: Quarantine is considered as an effective solution in the early stages of an epidemic. In the case of the coronavirus epidemic, quarantine was also recommended and implemented as a significant guideline to prevent the disease. However, despite the benefits of quarantine, there are also complications and problems. OBJECTIVE: The present study aimed to investigate the health effects of quarantine during the COVID-19 pandemic. METHODS: This study was conducted as a literature review through searching the databases Google Scholar, PubMed, and Science Direct for papers published before July 2020. The research was conducted based on the keywords “Coronavirus,” “COVID-19,” and “quarantine.” The references of the papers were also reviewed to find the ones not found in the databases. The guidelines published by reputable organizations such as the World Health Organization (WHO) and Centers for Disease Control and Prevention (CDC) were used in this study. RESULTS: Although quarantine is applied as an important and primary solution in the outbreak of epidemics, in cases of pandemics, it may not be free of negative effects on individuals and public health. However, because of the need to reopen and restart social and economic activities, some changes should be made in lifestyles and work activities. Using cyberspace and telework can be helpful. As the findings showed, COVID-19 bubbles can be used to restore social communications. CONCLUSION: Using masks, avoiding unnecessary gatherings, complying with personal and social hygiene, and respecting social distancing can be valuable solutions that, if implemented properly, can decrease the rate of the disease significantly. It is also emphasized that quarantine is still necessary and important as the best solution for sick people and individuals who are suspected carriers of the disease.

scholarly journals Evaluation of determinants of the serological response to the split-inactivated influenza vaccine

2021 ◽  
Author(s):  
Shaohuan Wu ◽  
Ted M. Ross ◽  
Michael A. Carlock ◽  
Elodie Ghedin ◽  
Hyungwon Choi ◽  
...  
Keyword(s):  
Influenza Vaccine ◽  
Regression Models ◽  
Seasonal Influenza ◽  
Vaccine Dose ◽  
Serological Response ◽  
Linear Regression Models ◽  
Negative Effects ◽  
Categorical Response ◽  
One Year ◽  
The Impact

AbstractThe seasonal influenza vaccine is only effective in half of the vaccinated population. To identify determinants of vaccine efficacy, we used data from >1,300 vaccination events to predict the response to vaccination measured as seroconversion as well as hemagglutination inhibition (HAI) levels one year after. We evaluated the predictive capabilities of age, body mass index (BMI), sex, race, comorbidities, prevaccination history, and baseline HAI titers, as well as vaccination month and vaccine dose in multiple linear regression models. The models predicted the categorical response for >75% of the cases in all subsets with one exception. Prior vaccination, baseline titer level, and age were the strongest determinants on seroconversion, all of which had negative effects. Further, we identified a gender effect in older participants, and an effect of vaccination month. BMI played a surprisingly small role, likely due to its correlation with age. Comorbidities, vaccine dose, and race had negligible effects. Our models can generate a new seroconversion score that is corrected for the impact of these factors which can facilitate future biomarker identification.

scholarly journals PENGARUH KINERJA KEUANGAN TERHADAP HARGA SAHAM PERUSAHAAN PERBANKAN BUMN DI BURSA EFEK INDONESIA PERIODE TAHUN 2010-2017

2019 ◽  
Vol 5 (2) ◽  
Author(s):  
Defry Wijaya Rimba ◽  
Muthia Harnida
Keyword(s):  
Financial Performance ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Capital Adequacy ◽  
Profit Margin ◽  
Return On Assets ◽  
Capital Adequacy Ratio ◽  
Net Profit ◽  
Price Earnings Ratio

Abstract: The aim of this research is to examine the effect of financial performance on the stock prices of state-owned (BUMN) banking companies in the Indonesian Stock Exchange for the period 2010-2017.The financialperformance consists of Non Performing Loans, Return on Assets, Capital Adequacy Ratio, Price Earning Ratio, and Net Profit Margin. The analysis in this study  used the multiple linier regression with 32 observations. Simultaneously all variables affect the stock price of Banking Companies of BUMN that listed on the  Indonesian Stock Exchange  for the period of 2010-2017. But partially, the variables which affect the stock price are  only Return On Assets, Capital Adequacy Ratio, and Net Profit Margin.  Whereas the variable of  Non Performing Loans and Price Earning Ratio do not affect the stock price of Banking Companies of BUMN  in the Indonesian Stock Exchange for the period of 2010 until 2017 Keywords: Performance, Non Performing Loans, Return On Assets, Capital Adequacy Ratio, Price Earning Ratio, Net Profit Margin, Stock Price Abstrak: Tujuan penelitian ini adalah untuk menguji pengaruh kinerja keuangan terhadap harga saham pada perusahaan perbankan BUMN yang terdaftar di Bursa Efek Indonesia untuk periode 2010-2017. Kinerja keuangan yang diuji meliputi Non performace Loans (NPL), Return on assets (ROA), CapitalAdequacy Ratio (CAR), Price Earnings Ratio(PER),dan Net Profit Margin (NPM). Hasil penelitian dengan menggunakan analisis regresi linier berganda,dengan sampel sebanyak 32 observasi menunjukkkan hasil bahwa secara simultan semua variabel yang terdiri dari Non performace Loans (NPL), Return on assets (ROA), CapitalAdequacy Ratio (CAR), Price Earnings Ratio(PER),dan Net Profit Margin (NPM)  berpengaruh terhadap harga saham . Sedangkan secara parsial variabel yang berpengaruh terhadap harga saham adalah return on assets (ROA), CapitalAdequacy Ratio (CAR), dan Net Profit Margin (NPM), sementara Non Performing Loans (NPL) dan Price Earnings Ratio (PER) secara statistik tidak berpengaruh terhadap harga saham perusahan perbankan BUMN yang terdaftar di Bursa Efek Indonesia untuk periode pengamatan 2010-2017 Kata kunci : Kinerja, Non Performing Loans, Return On Assets, Capital Adequacy Ratio, Price Earning Ratio, Net Profit Margin, harga saham

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