scholarly journals Bank Profitability and its Determinants in Pakistan: A Panel Data Analysis after Financial Crisis

2016 ◽  
Vol 1 (1) ◽  
pp. 3-16 ◽  
Author(s):  
Muhammad Ali
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Financial Crisis ◽  
Panel Data Analysis ◽  
Bank Profitability

Default Option Exercise over the Financial Crisis and beyond*

2020 ◽  
Author(s):  
Xudong An ◽  
Yongheng Deng ◽  
Stuart A Gabriel
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Financial Crisis ◽  
Panel Data Analysis ◽  
Mortgage Default ◽  
Time Varying ◽  
Crisis Period ◽  
Default Option ◽  
Run Up ◽  
Mortgage Defaults

Abstract We document changes in borrowers’ sensitivity to negative equity and show heightened borrower default propensity as a fundamental driver of crisis period mortgage defaults. Estimates of a time-varying coefficient competing risk hazard model reveal a marked run-up in the default option beta from 0.2 during 2003–06 to about 1.5 during 2012–13. Simulation of 2006 vintage loan performance shows that the marked upturn in the default option beta resulted in a doubling of mortgage default incidence. Panel data analysis indicates that much of the variation in default option exercise is associated with the local business cycle and consumer distress. Results also indicate elevated default propensities in sand states and among borrowers seeking a crisis-period Home Affordable Modification Program loan modification.

scholarly journals Financing structure of portuguese start-ups

2017 ◽  
Vol 7 (4-1) ◽  
pp. 135-147
Author(s):  
Liliana Raquel R. Silva ◽  
Luís M. P. Gomes
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Financial Crisis ◽  
Panel Data Analysis ◽  
Financial Structure ◽  
Cross Sectional ◽  
Legal Form ◽  
Financing Structure ◽  
Creative Solutions ◽  
Start Ups

The context where the companies operate has become more challenging given the binomial competitiveness and financial crisis. Market imbalances are an opportunity to explore creative solutions that characterize Start-Ups’ profiles. However, its innovative character carries risks that determine major funding difficulties. This way this article aims to investigate the influence of a set of variables in the composition of the financial structure of Portuguese Start-Ups. The methodology used is based on a cross-sectional data, integrating multivariate regressions (Logit, Tobit, and OLS), enriched by panel data analysis. The results show that company’s size, assets structure and legal form are statistically relevant.

Liquidity and bank profitability in WAEMU zone: a panel data analysis

2015 ◽  
Vol 5 (2) ◽  
pp. 113 ◽  
Author(s):  
T. Guy Crescent Mebounou ◽  
Mehmet Baha Karan ◽  
Hodonou Dannon
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Panel Data Analysis ◽  
Bank Profitability

scholarly journals A Panel Data Analysis on Sustainable Economic Growth in India, Brazil, and Romania

2020 ◽  
Vol 13 (8) ◽  
pp. 170 ◽  
Author(s):  
Batrancea Ioan ◽  
Rathnaswamy Malar Kumaran ◽  
Batrancea Larissa ◽  
Nichita Anca ◽  
Gaban Lucian ◽  
...  
Keyword(s):  
Economic Growth ◽  
Data Analysis ◽  
Panel Data ◽  
Financial Crisis ◽  
Co2 Emissions ◽  
Global Financial Crisis ◽  
Panel Data Analysis ◽  
Bank Credit ◽  
The Global Financial Crisis ◽  
Sustainable Economic Growth

The study investigated the impact of factors such as non-performing loans, CO2 emissions, bank credit, and inflation on the variable sustainable economic growth for India, Brazil, and Romania during the period 2005–2017, through a panel data analysis. Specifically, we investigated the timeline before, during, and after economic turmoil, with a special focus on the global financial crisis. Our empirical results are valuable for both developing and developed nations. As a first result, we showed that CO2 emissions increased the level of economic growth, but in this context, authorities should design suitable policies to limit its impact on the overall society. In addition, a single supervision mechanism increased the level of sustainable economic growth. Last but not the least, the period during and after the global financial crisis, sustainable economic growth decreased under the influence of bank credit, inflation, and non-performing loans. Within this framework, public authorities are called to design efficient economic, fiscal, and monetary policies.

scholarly journals Determinants of bank profitability for the selected private commercial banks in Bangladesh: a panel data analysis

2017 ◽  
Vol 12 (3) ◽  
pp. 179-192 ◽  
Author(s):  
Md. Ariful Islam ◽  
Rezwanul Hasan Rana
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Strong Evidence ◽  
Commercial Banks ◽  
Panel Data Analysis ◽  
Internal Factors ◽  
Bank Profitability ◽  
Return On Equity ◽  
Income Ratio ◽  
The Impact

This study aims to investigate the determinants of profitability of fifteen selected private commercial banks in Bangladesh over the period 2005‒2015. The study emphasizes on the internal factors that affect bank profitability. This research uses panel data to explore the impact of nonperforming loan, cost to income ratio, loan to deposit ratio, commission fees, cost of fund and operating expenses on the profitability indicators of banks like return on asset and return on equity. The experimental outcomes have found strong evidence that nonperforming loan (NPL) and operating expenses have a significant effect on the profitability. Moreover, the results have shown that higher NPL may lead to less profit due to provision of classified loans. Again, higher loan to deposit (LD) ratio and cost of fund contribute towards profitability, but their impacts are not significant in the private commercial banks of Bangladesh.

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