scholarly journals Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach

2019 ◽  
Vol 12 (1) ◽  
pp. 203 ◽  
Author(s):  
Xiaoming Zhang ◽  
Chunyan Wei ◽  
Stefano Zedda
Keyword(s):  
Theoretical Analysis ◽  
Commercial Bank ◽  
Systemic Risk ◽  
Commercial Banks ◽  
Financial Reform ◽  
Existing Problems ◽  
Regulation And Supervision ◽  
Risk Contribution ◽  
Contagion Risk ◽  
Leave One Out

One of the main issues in the recent Chinese financial reform is aimed at effectively measuring systemic risk and taking appropriate measures to ensure its sustainability and prevent new crises. In this paper, we firstly introduced the present macro-prudential policies implied in China and pointed out the existing problems. Secondly, we analyzed the banks’ assets riskiness and the banks’ probability to default, then, by means of a leave-one-out model, we measured each commercial bank systemic risk contribution. Thirdly, based on comprehensive empirical results and theoretical analysis, we provided some references for macro-prudential regulation and supervision. Results show that systemic risk is increasing in 2013–2017, in particular with reference to contagion risk, with a specific concentration within joint-stock commercial banks, suggesting a specific attention of regulators and supervisors for this category.

scholarly journals The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing

2016 ◽  
Vol 2016 ◽  
pp. 1-8 ◽  
Author(s):  
Chi Xie ◽  
Yang Liu ◽  
Gang-Jin Wang ◽  
Yan Xu
Keyword(s):  
Commercial Bank ◽  
Systemic Risk ◽  
Commercial Banks ◽  
Risk Sharing ◽  
Main Channel ◽  
Risk Exposure ◽  
Interbank Market ◽  
Bank Of China ◽  
The Stability ◽  
Market Networks

As an important part of the financial system, interbank market provides banks with liquidity and credit lending and also is the main channel for risk contagion. In this paper, we test the existence of systematic risk contagion within the Chinese interbank market. By building the networks of the Chinese interbank market for each year and using the measure of mutual information, we quantitatively detect the changes of interbank market networks and observe that the correlations between banks become increasingly tighter in recent years. With the bilateral risk exposure among Chinese listed commercial banks, we find that the possibility of systemic risk contagion in Chinese interbank market is fairly small. But of great concern on each individual bank, the matter is different. Our simulation shows that the failures of three special banks (i.e., Agricultural Bank of China and Bank of China and Industrial and Commercial Bank of China) most likely lead to systemic risk contagion. Furthermore, we test the antirisk ability of the Chinese interbank market from the perspective of risk sharing and discover that the interbank market is stable when the loss scale is lower than forty percent of banks’ total core capital.

Measuring systemic risk contribution: The leave-one-out z-score method

2020 ◽  
Vol 36 ◽  
pp. 101316
Author(s):  
Xiping Li ◽  
David Tripe ◽  
Chris Malone ◽  
David Smith
Keyword(s):  
Systemic Risk ◽  
Z Score ◽  
Score Method ◽  
Risk Contribution ◽  
Leave One Out

Analisis Kinerja Keuangan Bank Umum Syariah Melalui Pendekatan Islamicity Performance Index

2021 ◽  
Vol 7 (2) ◽  
Author(s):  
Safaah Restuning Hayati ◽  
Mutiah Hanifah Ramadhani
Keyword(s):  
Financial Performance ◽  
Commercial Bank ◽  
Performance Index ◽  
Commercial Banks ◽  
Secondary Data ◽  
Sampling Technique ◽  
Descriptive Research ◽  
Index Approach ◽  
Principles Of Justice ◽  
Quantitative Descriptive

This study aims to determine how the financial performance of Islamic commercial banks in Indonesia through the islamicity performance index approach for the period 2013-2017, by the principles of justice, halalness, and purification. This study using quantitative descriptive research. The number of banks sampled are five Islamic commercial banks in Indonesia that have been selected, through a purposive sampling technique first. These banks are BRI Syariah, BNI Syariah, Mandiri Syariah, BCA Syariah, and Victoria Syariah. The type of data used is secondary data taken from the financial statements of each islamic commercial bank that is sampled. Through the islamicity performance index approach, the results of this study indicate that the financial performance of islamic commercial bank is unsatisfactory, based on the average of the variables that have been processed in accordance with predicate valuation standards.

Determinants of commercial bank loan and advance disbursement: the case of private Ethiopian commercial banks

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Tekeste Birhanu ◽  
Sewunet Bosho Deressa ◽  
Hossein Azadi ◽  
Ants-Hannes Viira ◽  
Steven Van Passel ◽  
...  
Keyword(s):  
Credit Risk ◽  
Commercial Bank ◽  
Commercial Banks ◽  
Inflation Rate ◽  
Bank Loans ◽  
Bank Loan ◽  
Portfolio Investment ◽  
Negative Effects ◽  
Content Type ◽  
Lending Rate

PurposeThis paper aimed to investigate the determinants of loans and advances from commercial banks in the case of Ethiopian private commercial banks.Design/methodology/approachThe study randomly selected seven commercial banks to represent the population stratified on their asset, deposit and paid-up capital amounts. The study utilized an unbalanced panel data model as each bank started operation at a different period of time and considered the period 1995–2016 for secondary details.FindingsThe findings showed that the deposit size, credit risk, portfolio investment, average lending rate, real gross domestic product (GDP) and inflation rate had significant and optimistic effects on the lending and advancement of private commercial banks. On the contrary, liquidity ratio had significant and negative effects on private commercial bank loans and advances. Finally, the study forwarded a feasible recommendation for concerned organs to focus on deposit size, credit risk, portfolio investment, average lending rate, real GDP, inflation rate and liquidity ratio. The results of this study will help banking industry policymakers and planners understand how to minimize inflation and unemployment by improving development and sustainable economic growth.Originality/valueThe findings of this study can also affect the general attitudes of a society by increasing knowledge and improve the quality of life for the general public.

scholarly journals DEPOSIT BASE OF COMMERCIAL BANKS AND WAYS OF STRENGTHENING IT

2018 ◽  
Vol 2 (5(17)) ◽  
pp. 49-52
Author(s):  
Zunnunova Khulkar Mukhtorovna
Keyword(s):  
Commercial Bank ◽  
Commercial Banks

The purpose of this topic is to study the deposit base, ways to increase them to increase the active operations and income of a commercial bank.

scholarly journals PENGARUH FAKTOR INTERNAL DAN FAKTOR MAKROEKONOMI TERHADAP STABILITAS BANK UMUM SYARIAH DI INDONESIA PERIODE 2012-2018

2020 ◽  
Vol 7 (11) ◽  
pp. 2062
Author(s):  
Dian Rizqi Lestari ◽  
Noven Suprayogi
Keyword(s):  
Panel Data ◽  
Gross Domestic Product ◽  
Interest Rates ◽  
Commercial Bank ◽  
Commercial Banks ◽  
Annual Report ◽  
Domestic Product ◽  
Z Score ◽  
Score Method ◽  
Size Efficiency

ABSTRAKPenelitian ini bertujuan untuk mengetahui pengaruh ukuran bank, efisiensi, capital buffer, PDB, Inflasi, dan suku bunga terhadap tingkat stabilitas Bank Umum Syariah di Indonesia periode 2012-2018. Penelitian ini menggunakan data panel dan metode z-score dalam mengukur stabilitas. Data diambil dari website resmi Badan Pusat Statistik (BPS) dan annual report masing masing bank umum syariah. Hasil penelitian ini menunjukkan variabel ukuran bank (size), efisiensi, capital buffer, PDB (Produk Domestik Bruto), inflasi dan suku bunga (BI rate) secara simultan memiliki pengaruh yang signifikan. Kata Kunci: Stabilitas, Bank Umum Syariah, ukuran bank, efisiensi, capital buffer, PDB, Inflasi, suku bunga ABSTRACTThis study aims to determine the effect of bank size, efficiency, capital buffer, GDP, inflation, and interest rates on the level of stability of Sharia Commercial Banks in Indonesia for the period of 2012-2018. This study uses panel data and z-score method in measuring stability. This study used data obtained from the official website of the Central Statistics Agency and the annual report of each Islamic commercial bank. The results of this study indicate that the variable of bank size, efficiency, capital buffer, GDP (Gross Domestic Product), inflation and interest rates (BI rate) simultaneously have a significant effect.Keywords: Stability, Sharia Commercial Banks, bank size, efficiency, capital buffer, GDP, inflation, and interest rates

scholarly journals ANALISIS PERBEDAAN RASIO KEUANGAN BANK UMUM KONVESIONAL DAN BANK UMUM SYARIAH SERTA PENGARUHNYA TERHADAP PENYALURAN KREDIT ATAU PEMBIAYAAN (Studi empiris yang tedrdaftar di BEI periode 2013-2016)

2017 ◽  
Vol 5 (1) ◽  
pp. 9-23
Author(s):  
Dika Ismawati ◽  
Edy Supriyono
Keyword(s):  
Commercial Bank ◽  
Commercial Banks ◽  
Secondary Data ◽  
Capital Adequacy ◽  
Financial Ratios ◽  
Operating Efficiency ◽  
Analysis Technique ◽  
Significant Difference ◽  
Negative Effect ◽  
General Data

This study aims to obtain evidence of differences in financial ratios of conventional commercial banks and sharia commercial banks, as well as the influence of financial ratios, liquidity, capital adequacy, problem loans, profitability, operating efficiency of lending. This study uses secondary data. The sample in this research is conventional commercial bank and sharia public bank listed on BEI with 4 year observation period (2013-2016). This sample was chosen by purposive sampling method. Independent sample t-test is used to test whether there is difference of average of two interconnected samples, multiple linear regression is used as data analysis technique as many as 148 general data of banking company, conventional bank and syariah commercial bank as many as 44 company data period 2013-2016 . The results of this study indicate that there are differences in average liquidity, problem loans, profitability, operating efficiency, While the average capital adequacy there is no significant difference between conventional commercial banks and sharia banks. While liquidity and profitability have a positive effect on lending, non performing loans and operating efficiency have a negative effect on lending, and capital adequacy does not affect credit disbursement.  

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