scholarly journals Macroprudential Policy, Bank Competition and Bank Risk in East Asia

2021 ◽  
Author(s):  
Ka Kei Chan ◽  
E. Philip Davis ◽  
Dilly Karim
Keyword(s):  
East Asia ◽  
Bank Risk ◽  
Bank Competition ◽  
Macroprudential Policy ◽  
Policy Bank

scholarly journals Restructuring and Bank Performance in Dual Banking System

2021 ◽  
Vol 10 (2) ◽  
pp. 223-247
Author(s):  
Raditya Sukmana ◽  
Mansor H Ibrahim
Keyword(s):  
Banking System ◽  
Extensive Study ◽  
Bank Risk ◽  
Bank Performance ◽  
Islamic Banking ◽  
Panel Var ◽  
Bank Competition ◽  
Islamic Bank ◽  
Conventional Banks ◽  
The Impact

While extensive study deals with bank competition and performance relationship, this study pioneers in focusing the existence Islamic bank in the presence of well established conventional banking system in Malaysia. This paper assesses the impact of changing competition landscape and Islamic bank penetration on bank risk, profitability and capitalization.  This study utilizes an unbalanced panel dataset consisting of 37 commercial banks over the period 1997 to 2015. the paper uses a panel VAR methodology to discern the interactions between bank competition and Islamic banking presence on one hand and bank performance on the other hand.Findings: We find evidence supportive of both competition – stability and competition – fragility views for conventional banks. The results suggest that bank competition improves conventional bank risk and, at the same time, lower profitability and capital holdings.  As for Islamic banks, competition seems to robustly influence only bank profitability.  Finally, we note that increasing Islamic bank penetration improves the risk profile of conventional banks and, as expected, reduces their market power.  These results bear important implications on the design of competition policies in a dual banking system as well as on the development of the Islamic banking sector.JEL Classification: C23, G21, G28How to Cite:Sukmana, R., & Ibrahim, M. H.. (2021). Restructuring and Bank Performance in Dual Banking System. Signifikan: Jurnal Ilmu Ekonomi, 10 (2), 223-247. https://doi.org/10.15408/sjie.v10i2.20740. 

scholarly journals Macroprudential policy and bank risk

2018 ◽  
Vol 81 ◽  
pp. 203-220 ◽  
Author(s):  
Yener Altunbas ◽  
Mahir Binici ◽  
Leonardo Gambacorta
Keyword(s):  
Bank Risk ◽  
Macroprudential Policy

scholarly journals Competition and Bank Risk the Role of Securitization and Bank Capital

2019 ◽  
Vol 19 (140) ◽  
pp. 1
Author(s):  
Yener Altunbas ◽  
David Marques‐Ibanez ◽  
Michiel van Leuvensteijn ◽  
Tianshu Zhao
Keyword(s):  
Market Power ◽  
Systemic Risk ◽  
Bank Risk ◽  
Bank Capital ◽  
Bank Competition ◽  
Industry Level ◽  
Run Up

We examine how bank competition in the run-up to the 2007–2009 crisis affects banks’ systemic risk during the crisis. We then investigate whether this effect is influenced by two key bank characteristics: securitization and bank capital. Using a sample of the largest listed banks from 15 countries, we find that greater market power at the bank level and higher competition at the industry level lead to higher realized systemic risk. The results suggest that the use of securitization exacerbates the effects of market power on the systemic dimension of bank risk, while capitalization partially mitigates its impact.

scholarly journals INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE

2014 ◽  
Vol 17 (1) ◽  
pp. 23-60
Author(s):  
Harmanta Harmanta ◽  
Nur M. Adhi Purwanto ◽  
Fajar Oktiyanto Oktiyanto
Keyword(s):  
Monetary Policy ◽  
Open Economy ◽  
Banking Sector ◽  
Small Open Economy ◽  
Jel Classification ◽  
Capital Adequacy ◽  
Macroprudential Policy ◽  
Financial Friction ◽  
Policy Bank ◽  
The Impact

We build DSGE model for small open economy with financial friction in the form of collateral constrain on banking sector, designed for Indonesian economy. The constructed model is capable to simulate the monetary policy (Bank Indonesia rate) and macroprudential policy (reserve requirement, capital adequacy ratio – CAR, and loan to value – LTV). By internalizing banking sector into the model, this model also enable us to simulate the impact of any shock originated from banking sector.  Keywords: monetary policy, DSGE with banking sector, macroprudential policy JEL Classification: E32, E44, E52, E58 

scholarly journals The Impact of Regulatory Capital and Bank Characteristics on the Relationship between Bank Competition and Risk Taking in the Banking System

2021 ◽  
Vol 28 (1) ◽  
pp. 87
Author(s):  
Eman Abdel-Wanis
Keyword(s):  
Risk Taking ◽  
Negative Impact ◽  
Positive Impact ◽  
Banking System ◽  
Bank Risk ◽  
Bank Competition ◽  
Regulatory Capital ◽  
The Impact ◽  
The Relationship ◽  
Positive Effect

This paper explores the association between bank competition, regulatory capital, and bank risk taking in an Egyptian setting and to examine the interaction between bank competition and regulatory capital and their impact on bank risk taking in developing countries like Egypt and also investigate the effect of bank characteristics on the relationship between bank competition and bank risk taking through a sample of 27 Egyptian listed banks during the period 2012-2018 using OLS regression . Results indicated that there is a negative impact of bank competition on the bank risk taking and a positive effect of regulatory capital on bank risk taking in the Egyptian listed banks. Results show that increase regulatory play a vertical role in enhance association between competition and bank risk taking and also, there is a positive impact of bank characteristics like: bank size and divarication on bank risk taking in the Egyptian banks. Results refer to there is no effect of bank type, leverage and profitability to support the relationship between bank competition and risk taking

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