Interdependence of Ratios in Banking Stability Pentagon - Publikacja - MOST Wiedzy

Twoje konto

zaloguj

Wyszukiwarka

Interdependence of Ratios in Banking Stability Pentagon

Abstrakt

The banking sector is one of the key sectors in every economy, therefore, the issue of stability is one of the main interests not only of researchers but also policy-makers. The stability of the banking sector is especially important during a process of transformation. The aim of this article is to present a new tool for estimating the stability of the banking sector as a whole. Although the tool can be used to estimate the level of stability for all countries, the relationships between the various variables and interdependence of the ratios used in the tool will differ between the countries surveyed, as tested in the article. The study is based on selected countries from two regions: the Western Balkans and the Baltic Sea states that are either in the process of transformation or have just completed the process. Due to the choice of the banking sectors being studied, it was possible to perform a comparative analysis between countries that have already completed the transformation process and those that are currently in the transformation process. The survey is based on quarterly data for the period Q1, 2010 – Q1, 2016. The data has been sourced from the International Monetary Fund.

Cytowania

  • 1

    CrossRef

  • 0

    Web of Science

  • 0

    Scopus

Autor (1)

Cytuj jako

Pełna treść

pobierz publikację
pobrano 39 razy
Wersja publikacji
Accepted albo Published Version
Licencja
Creative Commons: CC-BY-NC-ND otwiera się w nowej karcie

Słowa kluczowe

Informacje szczegółowe

Kategoria:
Publikacja w czasopiśmie
Typ:
artykuły w czasopismach
Opublikowano w:
Studia i Materiały Wydział Zarządzania Uniwersytet Warszawski nr 2, strony 65 - 79,
ISSN: 1733-9758
Język:
angielski
Rok wydania:
2018
Opis bibliograficzny:
Kubiszewska K.: Interdependence of Ratios in Banking Stability Pentagon// STUDIA I MATERIAŁY. WYDZIAŁ ZARZĄDZANIA UNIWERSYTETU WARSZAWSKIEGO -Vol. 2,iss. 28 (2018), s.65-79
DOI:
Cyfrowy identyfikator dokumentu elektronicznego (otwiera się w nowej karcie) 10.7172/1733-9758.2018.28.6
Bibliografia: test
  1. Abusharba, M.T., Triyuwono, I., Ismail, M. and Rahman, A.F. (2013). Determinants of Capital Adequacy Ratio (CAR) in Indonesian Islamic Commercial Banks. Global Review of Accounting and Finance, 4(1).
  2. Acharya, V. (2009). A Theory of Systemic Risk and Design of Prudential Bank Regulation. Jour- nal of Financial Stability, https://doi.org/10.2139/ ssrn.236401 otwiera się w nowej karcie
  3. Acharya, V.V. and Naqvi, H., (2012) The seeds of a crisis: a theory of bank-liquidity and risk-taking over the business cycle. Journal of Financial Eco- nomics, 106, https://doi.org/10.2469/dig.v43.n1.25 otwiera się w nowej karcie
  4. Ahmad, R., Ariff, A. and Michael, J.S. (2008), The Determinants of Bank capital ratios in a develop- ing economy. CARF Working paper, March, Asia -Pacific Financial Markets, 15 (3-4), https://doi. org/10.1007/s10690-009-9081-9 otwiera się w nowej karcie
  5. Albulescu, C. (2010) Forecasting the Romanian Financial Sector Stability Using a Stochastic Simu- lation Model. Romanian Journal of Economic Fore- casting, 1.
  6. Athanasoglou, P.P., Brissimis, S.N. and Delis, M.D. (2007). Bank specific, industry specific and macr- oeconomic determinants of bank profitability. Jour- nal of International Financial Markets, Institutions and Money, 18(2). otwiera się w nowej karcie
  7. Babihuga, R. (2007) Macroeconomic and Finan- cial Soundness Indicators: An Empirical Investi- gation. IMF Working Paper, 07/115, https://doi. org/10.5089/9781451866797.001 otwiera się w nowej karcie
  8. Bartlett, W. and Monastiriotis, V. (2010). South East Europe after the economic crisis: a new dawn or back to business as usual? London School of Economics and Political Science: LSE European Institute. otwiera się w nowej karcie
  9. Bordo, M.D., Eichengreen, B., Klingebiel, D. and Martinez-Peria, M.S. (2001). Is the Crisis Problem Growing More Severe? Economic Policy. otwiera się w nowej karcie
  10. Brownbridge, M., Gockel, A.F. and Harrington, R. (2000). Savings and Investment. In: E. Aryeetey, J. Harrigan and M. Nissanke (eds.), Economic Reforms in Ghana: The Reality and Mirage. London: James Currey.
  11. Bryant, J. (1980). A model of reserves, bank runs and deposit insurance. Journal of Ban- king & Finance, 4, https://doi.org/10.1016/0378- 4266(80)90012-6 otwiera się w nowej karcie
  12. Büyüksalvarc, A. and Abdio lu, H. (2011). Deter- minants of capital adequacy ratio in Turkish Banks: A panel data analysis. African Journal of Busi- ness Management, 5(27), https://doi.org/10.5897/ ajbm11.1957 otwiera się w nowej karcie
  13. Cai, J. and Thakor, A.V. (2008). Liquidity Risk, Credit Risk, and Interbank Competition. Working Paper, https://doi.org/10.2139/ssrn.1103548 otwiera się w nowej karcie
  14. Cheang, N. and Choy, I. (2011). Aggregate Finan- cial Stability Index for an Early Warning System, Monetary Authority of Macao. Macao Monetary Research Bulletin, 21. Cihák, M. and Schaeck, K. (2007). How Well Do Aggregate Bank Ratios Identify Banking Pro- blems?, IMF Working Papers, 1-40, https://doi. org/10.5089/9781451868388.001 otwiera się w nowej karcie
  15. ihák, M. and Schaeck K. (2010). How Well do Aggregate Prudential Ratios Identify Banking Sys- tem Problem? Journal of Financial Stability, 6(3), https://doi.org/10.5089 /9781451868388.001 otwiera się w nowej karcie
  16. Claessens, S., Dermiguc Kunt, A. and Huizinga, H. (2001) How does foreign banking entry affect domestic banking markets? Journal of Banking and Finance, 25(5), doi:10.1016/S0378-4266(00)00102-3 otwiera się w nowej karcie
  17. Demirgüç-Kunt, A. and Huizinga H., (1999) Deter- minants of Commercial Bank Interest Margins and Profitability: Some International Evidence. World Bank Economic Review, 13(2), https://doi. org/10.1093/wber/13.2.379 otwiera się w nowej karcie
  18. Diamond, D.W. and Dybvig, P.H. (1983) Bank runs, deposit insurance, and liquidity. The Journal of Poli- tical Economy, 91, https://doi.org/10.1086/261155 otwiera się w nowej karcie
  19. Dietrich, A. and Wanzenried, G. (2011). Determi- nants of Bank Profitability before and during the Crisis: Evidence from Switzerland. Journal of Inter- national Financial Markets, Institutions and Money, 21(3), https://doi.org/10.2139/ssrn.1370245 otwiera się w nowej karcie
  20. Druzhinin, P.V. and Prokopyev, E.A. (2018). An Assessment of the Economic Performance of the EU Baltic Region States. Baltic Region, 10(1), 4-18, https://doi.org/10.5922/ 2079-8555-2018-1-1 otwiera się w nowej karcie
  21. Feldman, R.A. and Wagner, N. (2002). The finan- cial sector, macroeconomic policy and perform- ance, EIB Papers, 7(2).
  22. Fu, X. and Heffernan, S.A. (2008). The Effects of Reform on China's Bank Structure and Perfor- mance. Journal of Banking and Finance, https://doi. org/10.2139/ssrn.903347 otwiera się w nowej karcie
  23. Gatev, E., Schuermann, T. and Strahan, P.E. (2009) Managing bank liquidity risk: how deposit-loan syn- ergies vary with market conditions. Review of Finan- cial Studies, 22, https://doi.org/10.3386/w12234 otwiera się w nowej karcie
  24. Geršl, A. and Hermanek, J. (2008). Indicators of financial system stability: towards an aggregate financial stability indicator? Prague Economic Papers, 17(2), https://doi.org/ 10.18267/j.pep.325 otwiera się w nowej karcie
  25. Gropp, R. and Vesala, J. (2001) Deposit Insurance and Moral Hazard: Does the Counterfactual Mat- ter? Working Paper, European Central Bank. otwiera się w nowej karcie
  26. Guru, B.K., Staunton, J. and Balashanmugam, B. (2002) Determinants of Commercial Bank Prof- itability in Malaysia. Working Paper. Multimedia University.
  27. Hanschel, E. and Monnin, P. (2005). Measuring and Forecasting Stress in the Banking Sector: Evidence from Switzerland. BIS Papers No. 22: Investigat- ing the Relationship Between the Financial and Real Economy, 431-49. Bank for International Settle- ments.
  28. Illing, M. and Liu, Y. (2006). Measuring Financial Stress in a Developed Country: An Application to Canada. Journal of Financial Stability, 2(3). otwiera się w nowej karcie
  29. Imbierowicz, R. (2014). The relationship between liquidity risk and credit risk in banks. Journal of Banking & Finance, 40. otwiera się w nowej karcie
  30. Iyer, R. and Puri, M. (2012). Understanding bank runs: the importance of depositor-bank relation- ships and networks. American Economic Review, 102. Jovanovic, M. (1972). Yugoslav Trade With EEC And Comecon Countries. Law and Contemporary Problems, 586-591, https://doi.org/10.2307/1191142 otwiera się w nowej karcie
  31. Khan, S.R. and Aftab, S. (1994). Assessing the Impact of Financial Reforms on Pakistan's Econ- omy. Pakistan Journal of Applied Economics, 10.
  32. Kleff, V. and Weber, M. (2008). How Do Banks Determine Capital? Empirical Evidence from Ger- many. Germain Economic Review, 9(3). otwiera się w nowej karcie
  33. Košak, M. and ok, M. (2008). Ownership struc- ture and profitability of the banking sector: The evidence from the SEE region. Zb. rad. Ekon. fak. Rij, 26(1). otwiera się w nowej karcie
  34. Kosmidou, K. (2008). The determinants of banks' profits in Greece during the period of EU financial integration. Managerial Finance, 34(3). otwiera się w nowej karcie
  35. Kundid, A., Škrabi , B. and Ercegovac, R. (2011). Determinants of bank profitability in Croatia, Croatian Operational Research Review, 2. Maciejewski, M. (2017) Zró nicowanie kondycji gospodarczej pa stw Unii Europejskiej, Studia Ekonomiczne. Zeszyty Naukowe Uniwersytetu Eko- nomicznego w Katowicach, 319.
  36. Malina, A. and Mierzwa, D. (2012). Analiza porów- nawcza sytuacji makroekonomicznej Polski i krajów o ciennych w okresie 20 lat przemian gospodar- czych. Prace Naukowe Uniwersytetu Ekonomicznego we Wroc awiu, 244, 330-341. otwiera się w nowej karcie
  37. Naceur, B.S. and Goaied, M. (2008) The deter- minants of commercial bank interest margin and profitability: Evidence from Tunisia. Fron- tiers in Finance and Economics, 5(1), https://doi. org/10.2139/ssrn.856365 otwiera się w nowej karcie
  38. Navajas, M.C. and Thegeya, A. (2013). Financial Sound ness Indicators and Banking Crises. Inter- national Monetary Fund Working Paper WP/13/263. Petrovska, M. and Mucheva Mihajlovska, E. (2013). Measures of Financial Stability in Macedonia. Jour- nal of Central Banking Theory and Practice, 2(3), 85-110.
  39. Pervan, M., Pervan, I. and Guadagnino, A. (2010). otwiera się w nowej karcie
  40. Market Structure and Profitability of Croatian Commercial Banks. The Business Review, 16(1). otwiera się w nowej karcie
  41. Puddu, S. (2008). Optimal Weights and Stress Bank- ing Indexes. HEC Université de Lausanne. otwiera się w nowej karcie
  42. Progress Reports, 2014, 2015-2016, Macedonia. Redo, M. (2016). Analiza przemian gospodarczych w krajach Europy rodkowo-Wschodniej nale - cych do Unii Europejskiej w latach 2003-2014. WSB University in Wroclaw Research Journal, 16(2).
  43. Samartín, M. (2003). Should bank runs be pre- vented? Journal of Banking & Finance, 27. otwiera się w nowej karcie
  44. Sanfey, P., Milatovi , J. and Kreši , A. (2016). How the Western Balkans can catch up. EBRD Working Papers, 36. otwiera się w nowej karcie
  45. Sen, A. and Atlay, H. (2012). The Channels of Con- tagion in the Global Crisis: The Case of the South- eastern Europe Countries. Journal of Economic and Social Studies, 2(2). otwiera się w nowej karcie
  46. Sun, T. (2011). Identifying Vulnerabilities in Sys- temically Important Financial Institutions in a Macro-financial Linkages Framework. Interna- tional Monetary Fund Working Paper 11/11. Wash- ington. otwiera się w nowej karcie
  47. Wagner, W. (2007). The liquidity of bank assets and bank liquidity. Journal of Banking & Finance, 31. otwiera się w nowej karcie
Weryfikacja:
Politechnika Gdańska

wyświetlono 84 razy

Publikacje, które mogą cię zainteresować

Banking stability during the economic transformation process in selected countries of the Western Balkans

2019

FINANCIAL COMPARISON OF WESTERN BALKAN AND BALTIC SEA STATES USING THE CAMEL APPROACH

2017

TRANSFORMATION OF THE BANKING SECTOR AS AN ELEMENT OF ECONOMIC TRANSFORMATION IN SOUTH-EAST EUROPE

2017

THE ASSESSMENT OF THE SITUATION IN BANKING SECTORS IN SELECTED EUROPEAN COUNTRIES

2016
Meta Tagi