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

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