Drivers of Bank Solvency, Risk Provisioning and Profitability in the Armenian Banking System

被引：2

作者：

Pakhchanyan, Suren ^{[1
]}

Prokop, Joerg ^{[2
]}

Sahakyan, Gor ^{[3
]}

机构：

[1] Deloitte, Risk Advisory Financial Risk, D-60486 Frankfurt, Germany

[2] Carl von Ossietzky Univ Oldenburg, Dept Business Adm Econ & Law Area Finance & Banki, Oldenburg, Germany

[3] Cent Bank Republ Armenia, Dept Financial Syst Stabil & Dev, Yerevan, Armenia

来源：

JOURNAL OF EMERGING MARKET FINANCE | 2018年 / 17卷 / 03期

关键词：

Risk management; profitability; solvency; credit risk; Armenian banks; loan growth;

D O I：

10.1177/0972652718797815

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

The aim of this study is to examine the effects of bank-specific, regulatory and macroeconomic determinants on solvency, risk provisioning, and profitability in the Armenian banking sector. We show that abnormal loan growth is associated with a decrease in regulatory capital ratios, an increase in loan loss provisions, and a reduction in loan portfolio profitability. In addition, we observe an inverse relationship between GDP growth and bank solvency as well as profitability. Regarding regulation, we identify a decrease in regulatory capital ratios as well as a drop in profitability after the implementation of the Basel II Accord.

引用

页码：307 / 332

页数：26

共 50 条

[1] The impact of bank capital on profitability and risk in Asian banking
Lee, Chien-Chiang
Hsieh, Meng-Fen
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2013, 32 : 251 - 281
[2] The Interaction of Profitability with Solvency: A Simple Model of a Bank
Marinkovc, Srdan
SOUTH EAST EUROPEAN JOURNAL OF ECONOMICS AND BUSINESS, 2009, 4 (02) : 81 - 88
[3] THE EFFECTS OF THE INTERNATIONAL BANKING ACT ON DOMESTIC BANK PROFITABILITY AND RISK
AHARONY, J
SAUNDERS, A
SWARY, I
JOURNAL OF MONEY CREDIT AND BANKING, 1985, 17 (04) : 493 - 506
[4] The Impact Of Insolvency Risk On Profitability Of Banking System
AlQsass, Mohammad
Zureigat, Bilal
Jaradat, Hana
AlSmadi, Ayman
Maali, Hakam
QUALITY-ACCESS TO SUCCESS, 2024, 25 (201): : 25 - 30
[5] The impact of revenue diversification on bank profitability and risk: evidence from MENA banking industry
Ammar, Nesrine
Boughrara, Adel
MACROECONOMICS AND FINANCE IN EMERGING MARKET ECONOMIES, 2019, 12 (01) : 36 - 70
[6] COMPETITION, RISK AND PROFITABILITY IN BANKING SYSTEM - EVIDENCE FROM VIETNAM
Nguyen, Thi Hien
Tran, Ha Giang
SINGAPORE ECONOMIC REVIEW, 2020, 65 (06): : 1491 - 1505
[7] Measuring Solvency Risk Using Flexible Distributions: An Analysis for the Colombian Banking System
Rendon, Juan F.
Cortes, Lina M.
Pacheco-Ortiz, Diana Milena
LATIN AMERICAN BUSINESS REVIEW, 2024, 25 (02) : 145 - 171
[8] Drivers of solvency risk - Are microfinance institutions different?
Schulte, Markus
Winkler, Adalbert
JOURNAL OF BANKING & FINANCE, 2019, 106 : 403 - 426
[9] Loan growth and bank solvency: evidence from the Pakistani banking sector
Kashif M.
Iftikhar S.F.
Iftikhar K.
Financial Innovation, 2 (1)
[10] Do dynamic provisions enhance bank solvency and reduce credit procyclicality? A study of the Chilean Banking system
Chan-Lau, Jorge A.
JOURNAL OF BANKING REGULATION, 2012, 13 (03) : 178 - 188

← 1 2 3 4 5 →