...Oumaima Antari; Hichaim Sbai; Joslin Girar Purpose This study aims to examine the impact of Environmental, Social and Governance (ESG) practices on the bank’s financial performance and risk-taking, in the Middle East North Africa (MENA) region, using the moderating role of gender diversity...

...Danijel Petrović; Apostolos Dasilas; Goran Karanović Purpose The purpose of this paper is to examine the relationship between risk management and efficiency. To achieve this, risk-adjusted efficiency is calculated on a longitudinal sample of 589 banks over a period from 2015 to 2021. Design...

...Doriana Cucinelli Purpose This study aims to analyze bank lending behavior before and during the most recent financial crisis. Banks are more willing to grant loans during economic expansion. However, this behavior can result in reduced portfolio asset quality. The analysis tries to facilitate...

...Eric van Loon; Jakob de Haan Purpose – This paper aims to examine whether credit ratings of banks are related to their location, i.e. inside or outside the Euro Area. Design/methodology/approach – The authors estimate a multilevel ordered probit model for banks’ credit ratings in 2011...

...Arindam Bandyopadhyay; Sonali Ganguly Purpose Estimation of default and asset correlation is crucial for banks to manage and measure portfolio credit risk. The purpose of this paper is to find empirical relationship between the default and asset correlation with default probability, to understand...

...Hameeda Abu Hussain; Jasim Al‐Ajmi Purpose The purpose of this paper is to report empirical evidence regarding the risk management practices of banks operating in Bahrain. Design/methodology/approach A sample of bankers was surveyed through a questionnaire and the results used to examine...

...Sania Khalid; Shehla Amjad Purpose The purpose of this paper is to evaluate the degree to which Islamic banks in Pakistan use risk management practices (RMPs) and techniques in dealing with different types of risk. Design/methodology/approach A standardized questionnaire is used which covers...

... the structure of the financial system and its capacity to absorb or amplify exogenous shocks, but scarcely considers it as a risk determinant in itself [2] . However, the recent crisis showed the vulnerability of banks that results from their connectivity with other banks and as well as the amplification...

...Saibal Ghosh Purpose Using data on Indian banks for 1997‐2007, the purpose of this paper is to develop an index of banking fragility and subsequently examine the factors affecting the index. Design/methodology/approach The author employs basic distributional assumptions to develop the index...

...Alex Fayman; Ling T. He Purpose The purpose of this paper is to identify effects of prepayment risk on performance of commercial banks in the USA. Understanding how various risks impact banks' performance can help to improve performance of financial institutions and better estimate risk premia...

...Nil Gunsel Purpose The purpose of this paper is to investigate the determinants of the timing of bank failure in North Cyprus over the period of 1984‐2002 using a discrete‐time logistic survival analysis. Design/methodology/approach The empirical methodology employed in the paper allows...

...Nil Günsel Purpose The purpose of this paper is to investigate the role of implicit deposit insurance in North Cyprus Banking Sector during the period 1984‐2002. Design/methodology/approach A multivariate logit model is an empirical methodology that identifies the probability of bank failure...

...Harilaos F. Harissis; Andreas Merikas; Stanley Mutenga; Sotiris K. Staikouras Purpose The purpose of this paper is to investigate the interface between the banking and insurance sectors. Using capital market data, the paper aims to discover any significant equity returns around the announcement...

...Abul Hassan Purpose The objective of this paper is to assess the degree to which Islamic banks in Brunei Darussalam use risk management practices (RMPs) and techniques in dealing with different types of risk. Design/methodology/approach The researcher developed a questionnaire which covers six...

...Rudra Sensarma; M. Jayadev Purpose This paper attempts to summarize the information contained in bank financial statements on the risk management capabilities of banks and then ascertains the sensitivity of bank stocks to risk management. Design/methodology/approach The theoretical framework...

... in the second category, i.e. is a structural uncertainty. This is because for a particular organization business risk manifests itself sufficiently often, but via different causes. For example, in a mature market a particular bank will be subject to competitive forces at all times. However, the way in which...

...Panayiotis G. Artikis; Stanley Mutenga; Sotiris K. Staikouras Purpose The purpose of this paper is to look at the main empirical findings related to the bank‐insurance model and to outline the market practices across the world. The market dynamics underpinning the bancassurance phenomenon...

... predictive techniques for providing early warnings to regulatory agencies. The purpose of this study is to propose a new technique to prevent future crises, with reference to the last banking crises in Turkey. Design/methodology/approach ANN is utilized as an inductive algorithm in discovering predictive...

...Michael R. Powers; Hussein A. Hassan Al‐Tamimi; Faris Mohammed Al‐Mazrooei Purpose The purpose of this research is to examine the degree to which the UAE banks use risk management practices and techniques in dealing with different types of risk. The secondary objective is to compare risk...

...Andrey Rogachev Purpose The purpose of this paper is to consider the problem of using the Value‐at‐Risk (VaR) technique and examine its practical implementation by Swiss Private Banks. Design/methodology/approach The paper is based on a survey originally undertaken in 2003 and updated in 2005...