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Banks and Profitability of Banks
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Banks and Profitability of Banks

A special issue of International Journal of Financial Studies (ISSN 2227-7072).

Deadline for manuscript submissions: closed (24 September 2021) | Viewed by 20726

Special Issue Editors

Dr. Sanjeev Acharya

E-Mail Website
Guest Editor
School of Business and Management, Southern Institute of Technology, Invercargill 9810, New Zealand
Interests: bank performance; corporate governance; sustainable finance; corporate social responsibility; organisational performance; financial inclusion
Special Issues, Collections and Topics in MDPI journals
Dr. Vijay Kumar

E-Mail
Guest Editor
The New Zealand Institute for Business Research, The University of Waikato, Hamilton, New Zealand
Interests: banks and banking; bank performance; bank efficiency; financial inclusion; bank risk management; interest rates and monetary policy

Special Issue Information

Dear Colleagues,                

A well-functioning financial system is essential for the smooth running of an economy. Banks are an important part of the financial system. Economic activities within a country will be hampered if the banks do not perform their functions effectively. Given the importance of the banking sector to economic development, there has been significant attention on the performance of banks.

We are pleased to inform you that the International Journal of Financial Studies (ABDC ranking: B) calls for a Special Issue on "Banks and Profitability of Banks". This Special Issue aims to investigate different aspects of banking, such as the profitability of banks, the contribution of the banking sector to the economy, bank efficiency, bank risk management, competition in banking, intermediary functions of banks, bank productivity, bank regulations, and bank liquidity. The Special Issue welcomes original empirical research articles or comprehensive reviews relating to these topics.

Please feel free to contact Guest Editors if you have any questions.

Dr. Sanjeev Acharya
Dr. Vijay Kumar
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. International Journal of Financial Studies is an international peer-reviewed open access quarterly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • bank profitability
  • bank risk management
  • banks contribution to the economy
  • competition in banks
  • bank regulations

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Published Papers (4 papers)

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Research

22 pages, 334 KiB  
Article
Do Deposit Insurance Systems Promote Banking Stability?
by Nafis Alam, Ganesh Sivarajah and Muhammad Ishaq Bhatti
Int. J. Financial Stud. 2021, 9(3), 52; https://doi.org/10.3390/ijfs9030052 - 18 Sep 2021
Cited by 6 | Viewed by 5911
Abstract
During the global financial crisis (GFC), regulators and policymakers turned to deposit insurers, along with monetary and fiscal measures, to help restore market confidence and promote financial stability. These events have focused attention on the role of deposit insurers and their role in [...] Read more.
During the global financial crisis (GFC), regulators and policymakers turned to deposit insurers, along with monetary and fiscal measures, to help restore market confidence and promote financial stability. These events have focused attention on the role of deposit insurers and their role in the banking system. Recent literature reveals that during the GFC, deposit insurance maintained banking stability and successfully prevented customers doing ‘runs’ on the banks. The objective of this paper is to examine the deposit insurance system’s coverage limits and the impact on banking stability, in the context of a jurisdiction’s economic and institutional environment. Our model examines 61 jurisdictions in Asia and Europe with explicit deposit insurance systems, covering the pre- and post-GFC period between 2004 and 2014. We also examine subsets to investigate the effects of the region by comparing Asia and Europe, as well as a subset using the date of establishment of the deposit insurance system to understand if maturity matters. The results indicate that deposit insurance systems, and specifically deposit insurance coverage levels, have both positive and negative effects on banking stability. We find significant associations with certain economic and institutional factors; however, there are differences between the models we ran. These can be ascribed to regional factors and the date of when a deposit insurance system was established. Full article
(This article belongs to the Special Issue Banks and Profitability of Banks)
12 pages, 691 KiB  
Article
The Effects of Business Model on Bank’s Stability
by Thuy Thu Nguyen, Hai Hong Ho, Duy Van Nguyen, Anh Cam Pham and Trang Thu Nguyen
Int. J. Financial Stud. 2021, 9(3), 46; https://doi.org/10.3390/ijfs9030046 - 26 Aug 2021
Cited by 7 | Viewed by 3759
Abstract
The literature shows little evidence of the effects of business models upon the volatility of banks in developing and fast-growing economies. Hence, this study examines the effects of business model choice on the stability of banks in ASEAN countries. Using GMM and other [...] Read more.
The literature shows little evidence of the effects of business models upon the volatility of banks in developing and fast-growing economies. Hence, this study examines the effects of business model choice on the stability of banks in ASEAN countries. Using GMM and other robust econometric methods on the sample of 99 joint stock commercial banks, we find significant and negative impacts of a diversification model in which banks shift toward non-interest and fees-based activities. We also find that the impacts are different between two groups of countries. For Vietnam, Indonesia and the Philippines, the diversification entails negative impacts on stability while demonstrating positive impacts for Thailand and Malaysia. Based on these findings, we draw policy implications for more sustainable development in the ASEAN banking business. Full article
(This article belongs to the Special Issue Banks and Profitability of Banks)
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13 pages, 346 KiB  
Article
Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System
by Athanasios Tsagkanos, Konstantinos Gkillas, Christoforos Konstantatos and Christos Floros
Int. J. Financial Stud. 2021, 9(2), 24; https://doi.org/10.3390/ijfs9020024 - 28 Apr 2021
Cited by 7 | Viewed by 2901
Abstract
The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period 5 January 2001–30 December 2020. [...] Read more.
The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period 5 January 2001–30 December 2020. This period includes several market phases, such as the latest financial crisis, the European sovereign debt crisis and enforcement of restrictions on transactions owing to capital controls on the Athens Stock Exchange in June 2015. Based on the estimated quantile regressions, we find evidence of a direct impact of the trading volume on stock return volatility mainly in all quantiles. The findings extrapolated are of relevance and interest to financial (banking) analysts, policy makers and practitioners concerned with intraday data and volatility modeling. Full article
(This article belongs to the Special Issue Banks and Profitability of Banks)
23 pages, 1175 KiB  
Article
The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde
by José Carlos Teixeira, Carlos Vieira and Paulo Ferreira
Int. J. Financial Stud. 2021, 9(1), 2; https://doi.org/10.3390/ijfs9010002 - 2 Jan 2021
Cited by 10 | Viewed by 7021
Abstract
To analyze the effects of government debt securities on the liquidity risk and profitability of banks in Cape Verde, this research employs an unbalanced panel dataset from 2000 to 2017 on the activity of all commercial banks operating at the end of 2017 [...] Read more.
To analyze the effects of government debt securities on the liquidity risk and profitability of banks in Cape Verde, this research employs an unbalanced panel dataset from 2000 to 2017 on the activity of all commercial banks operating at the end of 2017 (seven in total). The study employs models with lagged regressors, estimated by the ordinary least squares estimation method. The results show that government debt securities have no effect on bank liquidity risks, but they have an effect on bank profitability, with government debt securities having a positive impact on assets’ profitability, in the long run. When government debt securities include Consolidated Securities of Financial Mobilization, the effects on profitability are negative both in the short and the long run. The study concludes that banks’ strategy to hold the more conventional government debt securities as safe assets and risk-free alternative for the domestic application of liquidity surpluses is appropriate and a viable way to gain profitability in the long run. These results show the negative effect of government debt securities when the Consolidated Securities of Financial Mobilization are included, which helps to explain the low average profitability rates of Cape Verde’s banks, when compared to other similar sub-Saharan African countries, like Mauritius or Seychelles. Full article
(This article belongs to the Special Issue Banks and Profitability of Banks)
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