Measuring systemic risk in the global banking sector: A cross-quantilogram network approach

E Baumöhl, E Bouri, SJH Shahzad, T Výrost - Economic Modelling, 2022 - Elsevier
We propose a new systemic risk index based on the interdependence of extreme downside
movements of stock returns using the cross-quantilogram and network analysis approach …

[HTML][HTML] Climate risk and bank stability: International evidence

AT Le, TP Tran, AV Mishra - Journal of Multinational Financial Management, 2023 - Elsevier
The paper studies the association between climate risk and bank stability. Using an
international sample of 6433 commercial banks in 109 countries between 2005 and 2019 …

A review of financial performance of aircraft leasing companies

K Kiracı, V Asker, HY Güngör - Journal of Aviation, 2022 - dergipark.org.tr
The Covid-19 pandemic has caused many industries, especially the air transport industry, to
experience a crisis. It is important to analyze the change in the financial performance of …

Corporate governance and systemic risk: Evidence from Chinese-listed banks

CC Lee, Y Wang, X Zhang - International Review of Economics & Finance, 2023 - Elsevier
This research empirically examines the influence of internal and external governance on
bank systemic risk. Employing data of listed banks in China during 2007–2020, the results …

Systemic risk assessment: aggregated and disaggregated analysis on selected Indian banks

MA Khan, P Roy, S Siddiqui, AA Alakkas - Complexity, 2021 - Wiley Online Library
Exposure of the banking system to the Global Financial Crisis attracted attention to the study
of riskiness and spillover. This paper studies the pattern of systemic risk and size effect in the …

Fuzzy analytic network process with principal component analysis to establish a bank performance model under the assumption of country risk

A Opreana, S Vinerean, DM Mihaiu, L Barbu… - Mathematics, 2023 - mdpi.com
In recent years, bank-related decision analysis has reflected a relevant research area due to
key factors that affect the operating environment of banks. This study's aim is to develop a …

Political environment and bank performance: Does bank size matter?

M Kouzez - Economic Systems, 2023 - Elsevier
In this study, we investigate the relationship between the political environment and bank
performance and whether this relationship is contingent on bank size. We use a sample …

Does geographical proximity matter in determining the profitability of banks?

I Ramlall - Journal of Policy Modeling, 2022 - Elsevier
Despite the existence of a burgeoning literature on bank profitability, yet, none of them gave
due consideration to geographical proximity. I fulfill such a gap by analyzing the effects of …

[HTML][HTML] Mapping the Landscape of Key Performance and Key Risk Indicators in Business: A Comprehensive Bibliometric Analysis

Ș Ionescu, G Dumitrescu, C Ioanăș, C Delcea - Risks, 2024 - mdpi.com
Our study investigates the relevance and application of key performance indicators (KPIs)
and key risk indicators (KRIs) in business management from 1992 to 2023 through a …

What Are the Drivers of Bank Profitability in the World? A Critical Review of the Empirical Literature with the Layout of a Blueprint Model

I Ramlall - Journal of African Business, 2024 - Taylor & Francis
Despite the existence of an extensive literature on determinants of bank profitability, there
exists no paper which comprehensively weaves through this literature. We humbly …