The impact of bank regulatory changes, bank specific factors, and systematic risk upon the off-balance-sheet activities in selected conventional commercial banks in South Asia

The impact of bank regulatory changes, bank specific factors, and systematic risk upon the off-balance-sheet activities in selected conventional commercial banks in South Asia

Risk diversification is among the crucial issue’s conventional banks face. The banking system in South Asia -, which is a diversified banking system, compriseding of local and foreign banks , is also engaged in off-balance sheet activities. Therefore, the prime objective of the current study is to i...

Full description

Saved in:
Bibliographic Details
Main Author: Basheer, Muhammad Farhan
Format: Thesis
Language:eng
eng
Published: 2020
Subjects:
HG Finance
Online Access:https://etd.uum.edu.my/10365/1/permission%20to%20deposit-grant%20the%20permission-902147.pdf
https://etd.uum.edu.my/10365/2/s902147_01.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
id my-uum-etd.10365
record_format uketd_dc
spelling my-uum-etd.103652023-03-01T04:24:24Z The impact of bank regulatory changes, bank specific factors, and systematic risk upon the off-balance-sheet activities in selected conventional commercial banks in South Asia 2020 Basheer, Muhammad Farhan Hidthiir, Mohamad Helmi Waemustafa, Waeibrorheem School of Economics, Finance & Banking School of Economics, Finance and Banking HG Finance Risk diversification is among the crucial issue’s conventional banks face. The banking system in South Asia -, which is a diversified banking system, compriseding of local and foreign banks , is also engaged in off-balance sheet activities. Therefore, the prime objective of the current study is to investigate the impact of bank-specific factors, bank regulatory changes and systematic risks on the off-balance sheet activities in conventional commercial banks of selected countries in South Asia namely Bangladesh, India, Pakistan and Sri Lanka . Based on the research objectives, the study employeds two estimates, namely, fixed effects (FE) (time and country) and generalized method of momentum GMM (difference). Within the FE static methodology, the researchers estimated structure, comprising both country and time fixed effect in order to further account for financial shocks and other time-related events that affect each of the four countries. The majority of the findings show consistency with the market power theory, which indicates that the banks in South Asia consider the risks arising from the off-balance sheet activities and performance, as key determinants of off-balance sheet activities engagement. Banks in South Asia are also inclined to follow the market regulatory and tax theory, which claims that the increasing regulatory requirements in the form of capital requirement, provides banks with incentives to take excessive risks of off-balance sheet activities. The systematic risks arising from the macroeconomic factors also appear as a significant determinant of the off-balance sheet activities. The findings of the study have several practical implications that can be applied in the context of the bank-specific risks, regulatory pressure from regulatory restructuring and risks from the systemic factors. These implications are of great importance and will help the policymakers and practitioners to understand the issues related to the off balance sheet activities. 2020 Thesis https://etd.uum.edu.my/10365/ https://etd.uum.edu.my/10365/1/permission%20to%20deposit-grant%20the%20permission-902147.pdf text eng staffonly https://etd.uum.edu.my/10365/2/s902147_01.pdf text eng public other doctoral Universiti Utara Malaysia
institution Universiti Utara Malaysia
collection UUM ETD
language eng
eng
advisor Hidthiir, Mohamad Helmi
Waemustafa, Waeibrorheem
topic HG Finance
spellingShingle HG Finance
Basheer, Muhammad Farhan
The impact of bank regulatory changes, bank specific factors, and systematic risk upon the off-balance-sheet activities in selected conventional commercial banks in South Asia
description Risk diversification is among the crucial issue’s conventional banks face. The banking system in South Asia -, which is a diversified banking system, compriseding of local and foreign banks , is also engaged in off-balance sheet activities. Therefore, the prime objective of the current study is to investigate the impact of bank-specific factors, bank regulatory changes and systematic risks on the off-balance sheet activities in conventional commercial banks of selected countries in South Asia namely Bangladesh, India, Pakistan and Sri Lanka . Based on the research objectives, the study employeds two estimates, namely, fixed effects (FE) (time and country) and generalized method of momentum GMM (difference). Within the FE static methodology, the researchers estimated structure, comprising both country and time fixed effect in order to further account for financial shocks and other time-related events that affect each of the four countries. The majority of the findings show consistency with the market power theory, which indicates that the banks in South Asia consider the risks arising from the off-balance sheet activities and performance, as key determinants of off-balance sheet activities engagement. Banks in South Asia are also inclined to follow the market regulatory and tax theory, which claims that the increasing regulatory requirements in the form of capital requirement, provides banks with incentives to take excessive risks of off-balance sheet activities. The systematic risks arising from the macroeconomic factors also appear as a significant determinant of the off-balance sheet activities. The findings of the study have several practical implications that can be applied in the context of the bank-specific risks, regulatory pressure from regulatory restructuring and risks from the systemic factors. These implications are of great importance and will help the policymakers and practitioners to understand the issues related to the off balance sheet activities.
format Thesis
qualification_name other
qualification_level Doctorate
author Basheer, Muhammad Farhan
author_facet Basheer, Muhammad Farhan
author_sort Basheer, Muhammad Farhan
title The impact of bank regulatory changes, bank specific factors, and systematic risk upon the off-balance-sheet activities in selected conventional commercial banks in South Asia
title_short The impact of bank regulatory changes, bank specific factors, and systematic risk upon the off-balance-sheet activities in selected conventional commercial banks in South Asia
title_full The impact of bank regulatory changes, bank specific factors, and systematic risk upon the off-balance-sheet activities in selected conventional commercial banks in South Asia
title_fullStr The impact of bank regulatory changes, bank specific factors, and systematic risk upon the off-balance-sheet activities in selected conventional commercial banks in South Asia
title_full_unstemmed The impact of bank regulatory changes, bank specific factors, and systematic risk upon the off-balance-sheet activities in selected conventional commercial banks in South Asia
title_sort impact of bank regulatory changes, bank specific factors, and systematic risk upon the off-balance-sheet activities in selected conventional commercial banks in south asia
granting_institution Universiti Utara Malaysia
granting_department School of Economics, Finance & Banking
publishDate 2020
url https://etd.uum.edu.my/10365/1/permission%20to%20deposit-grant%20the%20permission-902147.pdf
https://etd.uum.edu.my/10365/2/s902147_01.pdf
_version_ 1776103800769085440

Similar Items