Simulation of interactive contagion between depositors' panic and banking risk

2021 ◽  
Author(s):  
Shuwen Gong ◽  
Huiwen Zou
Keyword(s):  
Banking Risk

scholarly journals APPLIED ISSUES ABOUT BANKING RISK MANAGEMENT

10.26458/1739 ◽  
2017 ◽  
Vol 17 (3) ◽  
pp. 119-130
Author(s):  
Elena Geanina Clipici
Keyword(s):  
Risk Management ◽  
Bank Management ◽  
Comprehensive Data ◽  
Banking Risk

The following paper emphasizes the need to deepen the understanding of the notion of banking risk management by explaining the significant risks the bank encounters during financial exercises as well as their additional entries. The study of the paper will focus on UniCredit Bank during the years 2014 and  2015 on all types of risks, in which we will provide comprehensive data on how the UniCredit Bank management applies its risk policies. 

Shadow Banking, Risk Transfer, and Financial Stability

2017 ◽  
Vol 29 (4) ◽  
pp. 45-64 ◽  
Author(s):  
Christopher L. Culp ◽  
Andrea M. P. Neves
Keyword(s):  
Financial Stability ◽  
Shadow Banking ◽  
Risk Transfer ◽  
Banking Risk

REVENUE DIVERSIFICATION AND BANKING RISK: DOES THE STATE OWNERSHIP MATTER? EVIDENCE FROM AN EMERGING MARKET

2020 ◽  
Vol 15 (04) ◽  
pp. 2050019
Author(s):  
GIANG THI HUONG VUONG ◽  
MANH HUU NGUYEN
Keyword(s):  
Commercial Banks ◽  
Emerging Market ◽  
Generalized Method Of Moments ◽  
State Ownership ◽  
The State ◽  
Least Square ◽  
Revenue Diversification ◽  
Income Diversification ◽  
Empirical Results ◽  
Banking Risk

Our paper investigates the influence of state ownership on the linkage between revenue diversification and risk of Vietnam domestic commercial banks in the period 2009–2018. By using the Generalized Method of Moments (GMM) estimation for a dynamic panel model, the empirical results indicate that Vietnamese domestic commercial banks with higher state equity are promoted to take more risks in the revenue diversification process. Our findings are robustly checked by a variety of measures of banking risk, income diversification, and state equity. Empirical results from our dynamic model are not only accordant with the previous findings of Batten and Vo [(2016). Bank risk shifting and diversification in an emerging market. Risk Management, 18(4), 217–235] estimated by Ordinary Least Square (OLS) regression on the positive relationship between banking risk and income diversification in Vietnamese domestic commercial banks but also provide new evidence on the tradeoff relationship between risk-return in the operating strategy of Vietnamese state-owned banks in the post-financial crisis. This paper proposes a framework for evaluating the nexus between revenue diversification and risk from the state ownership aspect in other frontier markets.

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