Related papers: Trends in Banking 2017 and onwards
A new chaotic financial system is proposed by considering ethics involvement in a four-dimensional financial system with market confidence. A five-dimensional conformable derivative financial system is presented by introducing conformable…
Research capacity is critical in understanding systemic risk and informing new regulation. Banking regulation has not kept pace with all the complexities of financial innovation. The academic literature on systemic risk is rapidly…
Internet Banking System refers to systems that enable bank customers to access accounts and general information on bank products and services through a personal computer or other intelligent device. Internet banking products and services…
With the growing competition in banking industry, banks are required to follow customer retention strategies while they are trying to increase their market share by acquiring new customers. This study compares the performance of six…
We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark-to-market valuation adjustment for interbank…
Central banks are actively exploring central bank digital currencies (CBDCs) by conducting research, proofs of concept and pilots. However, adoption of a CBDC can risk fragmenting both payments markets and retail deposits. In this paper, we…
Architectural debt is a form of technical debt that derives from the gap between the architectural design of the system as it "should be" compared to "as it is". We measured architecture debt in two ways: 1) in terms of system-wide coupling…
Money laundering is a profound global problem. Nonetheless, there is little scientific literature on statistical and machine learning methods for anti-money laundering. In this paper, we focus on anti-money laundering in banks and provide…
We consider a dynamical model of distress propagation on complex networks, which we apply to the study of financial contagion in networks of banks connected to each other by direct exposures. The model that we consider is an extension of…
Against the widely held belief that diversification at banking institutions contributes to the stability of the financial system, Wagner (2010) found that diversification actually makes systemic crisis more likely. While it is true, as…
This paper analyzes the hypothesis that returns play a risk-compensating role in the market for corporate revolving lines of credit. Specifically, we test whether borrower risk and the expected return on these debt instruments are…
This work proposes an augmented variant of DebtRank with uncertainty intervals as a method to investigate and assess systemic risk in financial networks, in a context of incomplete data. The algorithm is tested against a default contagion…
The global financial system has become highly connected and complex. Has been proven in practice that existing models, measures and reports of financial risk fail to capture some important systemic dimensions. Only lately, advisory boards…
We consider the problem of governing systemic risk in a banking system model. The banking system model consists in an initial value problem for a system of stochastic differential equations whose dependent variables are the log-monetary…
Sustainable business models also offer banks competitive advantages such as increasing brand reputation and cost reduction. However, no framework is presented to evaluate the sustainability of banking business models. To bridge this…
This study in the banking industry examines the influence of attitudinal loyalty on customer advocacy and cross buying behavior, alongside the moderating roles of Quality of Life and Corporate Social Responsibility support in the CSR fit…
We present a simple continuous-time model of clearing in financial networks. Financial firms are represented as "tanks" filled with fluid (money), flowing in and out. Once "pipes" connecting "tanks" are open, the system reaches the clearing…
Comparatively a little attention has been paid to the factors that obstruct the acceptance of Internet banking in Sri Lanka. This research assimilates constructs such as security and privacy, perceived trust, perceived risk, and website…
This research investigates the multifaceted relationship underlying capital structure dynamics along with financial performance as a result of mergers and acquisitions, or M&As, in Indian banks. In the face of increasing competition, banks…
We study the incentives of banks in a financial network, where the network consists of debt contracts and credit default swaps (CDSs) between banks. One of the most important questions in such a system is the problem of deciding which of…