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
收藏
页码：307 / 332
页数：26
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