scholarly journals Evaluating and Comparing Beta CAPM in 2 Listed Vietnam Banks for Bannking Sustainable Development During Period 2011-2020

2021 ◽  
Vol 11 (3) ◽  
pp. 2276-2288
Author(s):  
Pham Thi Hong Nhung ◽  
Dinh Tran Ngoc Huy ◽  
Vu Quynh Nam ◽  
Leng Thi Lan
Keyword(s):  
Risk Management ◽  
Financial Market ◽  
Commercial Banks ◽  
Market Risk ◽  
High Impact ◽  
Governmental Agencies ◽  
Management Processes ◽  
Study Results ◽  
Negative Effect ◽  
Positive Effect

Authors selected 2 big listed banks Vietcombank and Sacombank in order to calculate market risk and make comparison, in Vietnam financial market. There are both strengths and weaknesses in risk management processes in commercial banks in emerging markets such as Vietnam. Huy, D.T.N (2015) has done a research to state that risk management and corporate governance standards nee to be enhance in corporations. Study results tell us that CPI has negative effect and higher impact on beta of both banks (table 3), while Rf has high impact and positive effect on beta of the banks, we suggest relevant governmental agencies need to control CPI (not decrease much) and rates of T-bill (not increase much) in order to reduce market risk. Finally, we make recommendations on risk management.

The effects of Tier-1 capital, risk management, and profitability on performance of Indonesian Commercial Banks

2018 ◽  
Vol 60 (5) ◽  
pp. 1074-1086
Author(s):  
Erna Sari ◽  
Suhadak Suhadak ◽  
Sri Mangesti Rahayu ◽  
Solimun Solimun
Keyword(s):  
Risk Management ◽  
Commercial Banks ◽  
Research Result ◽  
Equation Modeling ◽  
Content Type ◽  
Tier 1 ◽  
Negative Effect ◽  
Research Findings ◽  
Positive Effect ◽  
Tier 1 Capital

Purpose This research aims to examine the effect of Tier-1 capital, risk management, and profitability on performance of Indonesia commercial banks. Design/methodology/approach The research population consisted of all commercial banks listed in the Indonesia Stock Exchange periods of 2010 to 2014 with a total of 42 companies. The statistical analysis for testing the hypothesis using structural equation modeling (SEM) covariance based using WarpPLS. Findings Research result shows that Tier-1 capital has a positive effect on capital on risk management; risk management has a positive effect on performance, but risk management does not have an effect to profitability; profitability has a positive effect on performance; and Tier-1 capital has a negative effect on profitability. On the other hand, profitability has a negative effect on Tier-1 capital and performance has a positive effect on Tier-1 capital, whereas Tier-1 capital does not have an effect on performance. Originality/value The originality of this research can be seen from the causal relationship between the effects of Tier-1 capital, risk management and profitability on performance of commercial banks in the context of stock performance among Indonesia commercial banks. In addition, previous research findings remain inconsistent between one another. By conducting this research, it is expected that more consistent research findings than the previous ones can be generated. Sluggish global economic conditions which result in declined bank performance are an interesting topic to investigate.

scholarly journals Profitabilitas menjadi pemediasi untuk variabel yang mempengaruhi struktur modal (Studi pada Bank Umum Syariah di Indonesia periode 2016-2020)

2021 ◽  
pp. 160-187
Author(s):  
Indah Lestari
Keyword(s):  
Capital Structure ◽  
Commercial Banks ◽  
Sampling Technique ◽  
Significant Positive Effect ◽  
Tax Shield ◽  
Significant Negative Effect ◽  
Growth Opportunity ◽  
Negative Effect ◽  
Debt Tax Shield ◽  
Positive Effect

The purpose of this study is to find out and analyze whether there is an Influence of Liquidity, Growth Opportunity, Asset Structure, and Non Debt Tax Shield on Capital Structure with Profitability as an Intervening Variable in Islamic Commercial Banks Registered at OJK 2016-2020 ". This research is a quantitative research using data sources derived from secondary data, namely the annual report. The sampling technique used in this research is purposive sampling technique. Of the 14 Islamic commercial banks registered with the OJK, only 11 are in accordance with the sample criteria in this study. This study uses the Eviews 9 application as a tool for data processing. The analytical methods used in this research are stationarity test, panel data regression model test, classical assumption test, regression test, and path analysis test. The results obtained in this study are liquidity has a significant negative effect on capital structure. Growth opportunity and asset structure have a significant positive effect on capital structure. Meanwhile, the non-debt tax shield and profitability variables have no significant positive effect on capital structure. Liquidity has no significant negative effect on profitability, growth opportunity has no significant positive effect on profitability. Asset structure has a significant positive effect on profitability, while non-debt tax shield has a significant negative effect on capital structure. From the results of the path analysis conducted in this study, profitability was not able to mediate the variables of liquidity, growth opportunity, and non-debt tax shield on capital structure, but for the asset structure variable profitability was able to mediate the influence of asset structure on capital structure.

scholarly journals Islamic Corporate Governance and Internal Control Influance on Fraud in Sharia Commercial Banks

2020 ◽  
Vol 1 (1) ◽  
pp. 28
Author(s):  
Mariyam Chairunisa
Keyword(s):  
Corporate Governance ◽  
Internal Control ◽  
Financial Services ◽  
Commercial Banks ◽  
Audit Committee ◽  
Supervisory Board ◽  
Negative Effect ◽  
Descriptive Approach ◽  
Quantitative Descriptive ◽  
Positive Effect

This study aims to examine impact of Islamic Corporate Governance and Internal Control on Fraud on sharia Commercial Bank in Indonesia. The unit analysis of this research is Sharia Commercial Banks in Indonesia which have been registered in the Financial Services Authority (OJK) period 2012 to 2017. This research was done to 11 Islamic commercial banks by using quantitative-descriptive approach. The results of this research showed that Sharia Supervisory Board and Internal Control have negative effect and unsignificant  on Fraud. However, Audit Committee has a positive effect and significant on fraud .

scholarly journals Practical Volatility and Correlation Modeling for Financial Market Risk Management

2005 ◽  
Author(s):  
Torben Andersen ◽  
Tim Bollerslev ◽  
Peter Christoffersen ◽  
Francis Diebold
Keyword(s):  
Risk Management ◽  
Financial Market ◽  
Market Risk ◽  
Financial Market Risk

scholarly journals PENGARUH CAR, NPL, DER DAN LAR TERHADAP ROA PADA BANK UMUM DI BURSA EFEK INDONESIA

2019 ◽  
Vol 8 (12) ◽  
pp. 7411
Author(s):  
Ayu Chintya Arie Zeuspita ◽  
I Putu Yadnya
Keyword(s):  
Data Analysis ◽  
Commercial Banks ◽  
Stock Exchange ◽  
Significant Positive Effect ◽  
Bank Management ◽  
Significant Negative Effect ◽  
Observation Methods ◽  
Analysis Technique ◽  
Negative Effect ◽  
Positive Effect

ROA is a comparison between pre-tax profit and total bank assets. Factors that can influence ROA must be observed by bank management in order to obtain optimal ROA. Optimal ROA shows that banks are able to make good use of assets owned to generate profits. The purpose of this study was to determine the effect of CAR, NPL, DER and LAR partially on ROA in commercial banks on the IDX for the period 2013-2015. The sample in this study were banking companies listed on the Indonesia Stock Exchange for the period 2013-2015, which totaled 31 banking companies, which were taken using the census method. Data collection is done by nonparticipant observation methods. The data analysis technique used is multiple linear regression. The results showed that there was a significant positive effect between CAR and ROA. NPL shows a significant negative effect on ROA. DER shows a significant negative effect on ROA, and LAR shows a significant positive effect on ROA. Keywords: CAR, NPL, DER, LAR, ROA

Personality as an Antecedent of Impulsive Buying Behaviour: Evidence from Young Indian Consumers

2018 ◽  
Vol 21 (3) ◽  
pp. 850-868
Author(s):  
Shakeel Ahmad Sofi
Keyword(s):  
Factor Analysis ◽  
Consumer Welfare ◽  
Emotional Stability ◽  
Study Results ◽  
Confirmatory Factor ◽  
Impulsive Buying ◽  
Indian Consumers ◽  
Negative Effect ◽  
Buying Behaviour ◽  
Positive Effect

The main aim of this research was to examine the effect of intrinsic attributes on impulsive buying behaviour among young consumers with special reference to Indian context. After employing exploratory factor analysis and confirmatory factor analysis on select consumers under the study, results showed that personality significantly shapes impulsive buying predispositions. Furthermore, select personality dimensions vis-à-vis expressive propensity, pleasure-seeking propensity, sociableness, emotional stability, conscientiousness and conserving propensity have significant bearing on the outcome of impulsive buying behaviour. In the current study, some of the select personality attributes comprising of expressive propensity, pleasure-seeking propensity and sociableness have been found to have positive effect on impulsiveness while other factors, namely, emotional stability, conscientiousness and conserving propensity have negative effect on the impulsiveness. These findings are paramount both from the perspective of consumer welfare advocates and corporates and could largely support them in their respective endeavours.

scholarly journals Interdependence of Influence between Risk Management Behavior, MSME Characteristics, and Overconfidence on Business Sustainability (A case study in Indonesia)

2021 ◽  
Author(s):  
Tyoso JALUANTO ◽  
Sukardi SUKARDI ◽  
Eliza DEVITA
Keyword(s):  
Risk Management ◽  
Local Government ◽  
Central Government ◽  
Small And Medium Enterprises ◽  
Significant Positive Effect ◽  
Management Behavior ◽  
Business Sustainability ◽  
Negative Effect ◽  
Medium Enterprises ◽  
Positive Effect

More than 50% of Micro, Small, and Medium Enterprises (MSMEs) in Indonesia run their business for reasons of livelihood, while 30% do this since MSMEs are profitable, and may support their living costs. This study aims to determine and analyze the influence of risk management behavior, characteristics of MSMEs through overconfidence on MSME business sustainability, and consequently MSMEs as a source of livelihood. The result of this study indicates that risk management behavior has a significant positive effect on overconfidence, while the characteristics of MSMEs have a significant negative effect on that. In turn, it’s shown that overconfidence had a positive and significant effect on the sustainability of MSMEs. However, the characteristics of MSMEs and risk management behavior had no significant positive effect on the sustainability of MSMEs. These results indicate also that MSME entrepreneurs’ overconfidence plays a major role in managing their business, which could be considered by the local government and/or the central government in determining MSME policies, such as placements to sell which are given and regulated by each local government considering the accessibility of sellers and buyers as well as their safety.

scholarly journals Practical Volatility and Correlation Modeling for Financial Market Risk Management

2013 ◽  
pp. 513-544 ◽  
Author(s):  
Torben G. Andersen ◽  
Tim Bollerslev ◽  
Peter F. Christoffersen ◽  
Francis X. Diebold
Keyword(s):  
Risk Management ◽  
Financial Market ◽  
Market Risk ◽  
Financial Market Risk

scholarly journals RELATIVE STANDING OF ROE AND ROCE IN EFFECTIVE LIQUIDITY MANAGEMENT: EVIDENCE FROM BANGLADESHI COMMERCIAL BANKS

2021 ◽  
pp. 26-41
Keyword(s):  
Commercial Banks ◽  
Annual Reports ◽  
Data Set ◽  
Liquidity Management ◽  
Significant Negative Effect ◽  
Tier 1 ◽  
Negative Effect ◽  
Liquidity Measures ◽  
Positive Effect ◽  
Relative Standing

This study has been designed for examining the effectiveness of liquidity management through the relative standing of ROE and ROCE of Nationalized Commercial Banks in Bangladesh for the duration of 2008–2018. Six NCBs are selected purposively as sample. The study relies on a balanced panel data set of 66 observations which are gathered from the annual reports of banks and analyzed by random effects regression model. However, the research only examined a few variables. The empirical results reveal that the selected NCBs have been portraying better standing in case of ROE than ROCE in effective liquidity management. The value of R2 of ROE is 75.25%; it signifies that the explanatory measures could clarify 75.25% of the variations in ROE. Among the liquidity measures, Assets/Shareholders Equity has highly significant negative effect; Tier 1 Capital/Risk Weighted Assets has highly significant positive effect; Deposits/Assets have some significant positive and Bank Size in terms of Deposits has some significant negative effect on ROE of the selected NCBs.

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