The impact of risk governance structure on bank risk management effectiveness: evidence from ASEAN countries

被引：19

作者：

Nguyen, Quang Khai ^{[1
]}

Dang, Van Cuong ^{[1
]}

机构：

[1] Univ Econ Ho Chi Minh City UEH, Sch Banking, Ho Chi Minh, Vietnam

来源：

HELIYON | 2022年 / 8卷 / 10期

关键词：

Risk governance; Risk management; management High risk-high return; management effectiveness; FIRM PERFORMANCE EVIDENCE; COMMITTEE FINANCIAL EXPERTISE; CORPORATE GOVERNANCE; AUDIT COMMITTEE; BOARD STRUCTURE; EARNINGS MANAGEMENT; OWNERSHIP STRUCTURE; SIZE; DIVERSIFICATION; PROFITABILITY;

D O I：

10.1016/j.heliyon.2022.e11192

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

This study analyzes the effectiveness of bank risk management in ASEAN countries and examines the specific role of risk governance in enhancing a bank's risk management effectiveness. Our results show that the risk man-agement effectiveness of banks in ASEAN countries is low. Furthermore, by focusing on the insolvency risk, credit risk, and operational risk management of banks in ASEAN countries, the dynamic panel models using the two-step GMM method provide evidence that risk governance structure and its effectiveness positively correlate with risk management effectiveness in banks. Based on our findings, the regulators can establish the guidelines related to risk governance to manage a bank's risk management activities and maintain bank stability.

引用

页数：14

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