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The study investigates the relationship between bank profitability and a comprehensive list of bank specific, industry specific and macroeconomic variables using unique panel data from 23 Bangladeshi banks with large market shares from 2005…

General Economics · Economics 2021-06-14 Md Saimum Hossain , Faruque Ahamed

This paper evaluates the commercial banks of Bangladesh in terms of profitability dimension of performance and also examines the impact of selected determinants and banking system on this dimension of performance. Evaluation of trend in…

General Finance · Quantitative Finance 2020-05-19 K. M. Golam Muhiuddin , Nusrat Jahan

This study investigates the factors that influence the capital adequacy of commercial banks in Bangladesh using panel data from 28 banks over the period of 2013-2019. Three analytical methods, including the Fixed Effect model, Random Effect…

Risk Management · Quantitative Finance 2023-04-13 Md Shah Naoaj

Historically, the performance of the banking sector has been weak, characterized by weak asset quality, inadequate provisioning, and negative capitalization of state-owned banks. To overcome these problems, the initial phase of banking…

General Finance · Quantitative Finance 2020-05-26 Nusrat Jahan , K. M. Golam Muhiuddin

Financial inclusion is touted one of the principal drivers for economic growth for an economy. The study aims to explore the impact of financial inclusion on economic growth in Bangladesh. In my study, I used the number of loan accounts as…

General Economics · Economics 2024-01-23 Ganapati Kumar Biswas

This paper assesses whether the higher capital maintenance drives up banks cost of equity. We investigate the hypothesis using fixed effect panel estimation with the data from a sample of 28 publicly listed commercial banks over the 2013 to…

General Economics · Economics 2023-02-07 Md Shah Naoaj , Mir Md Moyazzem Hosen

Bangladesh has experienced two distinct exchange rate regimes: a fixed exchange rate system from January 1972 to May 2003 and a floating one since June 2003. After adopting the floating exchange rate regime, Bangladesh positively impacted…

General Economics · Economics 2025-01-17 Liza Fahmida

In addition to constraining bilateral exposures of financial institutions, there are essentially two options for future financial regulation of systemic risk (SR): First, financial regulation could attempt to reduce the financial fragility…

Risk Management · Quantitative Finance 2016-02-18 Sebastian Poledna , Olaf Bochmann , Stefan Thurner

This study explores the challenges and implications of Corporate Social Responsibility (CSR) in the banking sector of Bangladesh, highlighting its regulatory framework, implementation gaps, and alignment with sustainable development goals.…

General Economics · Economics 2025-01-28 Liza Fahmida

This empirical study is conducted on randomly selected six Islamic banks of Bangladesh. This study utilizes widely used Measures of banks profitability which are Return on Asset (ROA), Return on Equity (ROE) and Return on Deposit (ROD) and…

General Finance · Quantitative Finance 2020-05-19 Nusrat Jahan

This study evaluated the three dimensions of performance of commercial banks in Bangladesh by analyzing the trend of the Malmquist Productivity Index (MPI) of the Total Factor Productivity (TFP), Return on Asset (ROA) and Total Stock Return…

General Finance · Quantitative Finance 2020-05-20 Nusrat Jahan

This study compared accounting performance of Islamic banks with their market performance and also assessed the effect of firm-specific determinants and cross-sectional effect on accounting and market performance. This study selected all…

General Finance · Quantitative Finance 2020-05-19 Nusrat Jahan , M. Ayub Islam

Banks must optimize risky investments, dividend payouts, and capital structure under tight Basel III solvency and liquidity constraints, while costly equity issuance serves as a distress-recovery tool. We formulate this as a stochastic…

Optimization and Control · Mathematics 2026-03-17 Erhan Bayraktar , Etienne Chevalier , Vathana Ly Vath , Yuqiong Wang

Many banks adopt the Loss Distribution Approach to quantify the operational risk capital charge under Basel II requirements. It is common practice to estimate the capital charge using the 0.999 quantile of the annual loss distribution,…

Risk Management · Quantitative Finance 2009-04-14 Pavel V. Shevchenko

Effective risk control must make a tradeoff between the microprudential risk of exogenous shocks to individual institutions and the macroprudential risks caused by their systemic interactions. We investigate a simple dynamical model for…

Economics · Quantitative Finance 2015-07-16 Christoph Aymanns , Fabio Caccioli , J. Doyne Farmer , Vincent W. C. Tan

To quantify an operational risk capital charge under Basel II, many banks adopt a Loss Distribution Approach. Under this approach, quantification of the frequency and severity distributions of operational risk involves the bank's internal…

Risk Management · Quantitative Finance 2009-04-09 Dominik D. Lambrigger , Pavel V. Shevchenko , Mario V. Wüthrich

On March 4th 2016 the Basel Committee on Banking Supervision published a consultative document where a new methodology, called the Standardized Measurement Approach (SMA), is introduced for computing Operational Risk regulatory capital for…

Risk Management · Quantitative Finance 2016-07-05 Giulio Mignola , Roberto Ugoccioni , Eric Cope

The banking systems that deal with risk management depend on underlying risk measures. Following the Basel II accord, there are two separate methods by which banks may determine their capital requirement. The Value at Risk measure plays an…

Risk Management · Quantitative Finance 2015-03-19 Dominique Guégan , Wayne Tarrant

The Basel II internal ratings-based (IRB) approach to capital adequacy for credit risk implements an asymptotic single risk factor (ASRF) model. Measurements from the ASRF model of the prevailing state of Australia's economy and the level…

Risk Management · Quantitative Finance 2016-07-26 Silvio Tarca , Marek Rutkowski

This study aims to examine the relationship between Foreign Direct Investment (FDI), personal remittances received, and official development assistance (ODA) in the economic growth of Bangladesh. The study utilizes time series data on…

General Economics · Economics 2023-12-11 Ummya Salma , Md. Fazlul Huq Khan , Md. Masum Billah
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