Hasna Chaibi And Zied Ftiti, 2015. Credit Risk Determinants: Evidence From A Cross-Country Study. Research In International Business And Finance 33 (2015) 1–16.

1. Ahmad, N., Ariff, M., 2007. Multi-country study of bank credit risk determinants. Int. J. Bank. Finance 5 (1), 135–152.

2. Akbas, 2012 H.E. Akbas Determinants of Bank Profitability: An Investigation on Turkish Banking Sector Öneri Dergisi, 10 (37) (2012), pp. 103–110

3. Ali, A., Daly, K., 2010. Macroeconomic determinants of credit risk: recent evidence from a cross-country study. Int. Rev. Financ. Anal. 19, 165–171.

4. Alshatti, A. S. (2015). The effect of credit risk management on financial performance of the Jordanian commercial banks. Investment Management and Financial Innovations, 12(1), 338-345.

5. Aremu, Mukaila Ayanda, Imoh Christopher, MUSTAPHA Adeniyi Mudashiru, 2013. Determinants of banks’ profitability in a developing economy: evidence from nigerian banking industry. Interdisciplinary journal of contemporary research in business. Vol 4, no 9.

6. Arellano, M., Bond, S., 1991. Some tests ofspecification for panel data: Monte Carlo evidence and an application to employment equations. Rev. Econ. Stud. 58, 277–297.

7. Arellano, M., Bover, O., 1995. Another look at the instrumental-variable estimation of error-components models. J. Econom. 68, 29–52.

8. Athanasoglou, P., Brissimis, S., & Delis, M. (2005). Bank-specific, industry- specific and acroeconomic determinants of bank profitability. Retrieved 8 February 2012, from http://www.hfaa.gr/Docs/8/ATHANASOGLOU- BRISSIMIS-DELIS.pdf

9. Athanasoglou, P. P., Brissimis, S. N. and Delis M. D., 2009. Bank-Specific, Industry Specific and Macroeconomic Determinants of Bank Profitability. Journal of International Financial Markets, Institutions and Money 18 (2), 121

– 136.

Có thể bạn quan tâm!

Xem toàn bộ 175 trang tài liệu này.

10. Athanassopoulos AD and D Giokas (2000). “The Use of Data Envelopment Analysis in Banking Institutions: Evidence from the Commercial Bank of Greece.” Interfaces 30(2): 81-95.

11. Beck, Thorsten, Asli Demirgüç-Kunt, and Ross Levine. 2007. "Finance, Inequality and the Poor," Journal of Economic Growth 12(1): 27–49.

Tác động của rủi ro tín dụng đến hiệu quả kinh doanh của các ngân hàng thương mại Việt Nam - 16

12. Beck, T. and Levin R., 2004. Stock Markets, Banks, and Growth: Panel Evidence. Journal of Banking and Finance 28 (3), 423 – 442.

13. Benston, G. J, 1965. Branch banking and economies of scale. Journal of Finance, 20, 312–331.

14. Berger, A., DeYoung, R., 1997. Problem loans and cost efficiency in commercial banks. J. Bank. Finance 21, 849–870.

15. Berger, A.N. and G.Udell (2004). The institutional memory hypothesis and the procyclicality of bank lending behavior, Journal of Financial Intermediation, 13 (Special Issue), 458-95.

16. Berger, A. N., Hanweck, G. A., & Humphrey, D. B., 1987. Competitive viability in banking: Scale, scope, and product mix economies. Journal of Monetary Economics, 20, 501–520.

17. Blundell, R., Bond, S., 1998. Initial conditions and moment restrictions in dynamic panel data models. J. Econom. 87, 115–143.

18. Bofondi, Marcello and Tiziano Ropele, 2011. Macroeconomic Determinants of Bad Loans: Evidence from Italian Banks. Bank of Italy Occasional Paper No. 89

19. Boudriga, A., Boulila Taktak, N., Jellouli, S. (2009). Bank specific, business and institutional environment determinants of nonperforming loans: Evidence from MENA countries, ERF, 16th Annual Conference, November 7-9, 2009

20. Bucur, I. A., & Dragomirescu, S. E. (2014). The influence of macroeconomic conditions on credit risk: Case of Romanian banking system. Studies and Scientific Researches. Economics Edition, (19).

21. Calderon, C., Chong, A., 2001. External Sector and Income Inequality in Interdependent Economies Using a Dynamic Panel Data Approach. Economics Letters 71, 225 – 231.

22. Carstensen, K., Toubal, F., 2004. Foreign Direct Investment in Central and Eastern European countries: a Dynamic Panel Analysis. Journal of Comparative Economics 32, 3 – 22.

23. Castro, V., 2013. Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI. Econ. Model. 31, 672–683.

24. Casu B., Girardone C., (2003), Financial conglomeration: efficiency, productivity and strategic drive, Applied Financial Economics, 14, 687-696

25. Caprio, Jr., G., D. Klingebiel, L. Laeven and G. Noguera. 2003. “Banking Crisis

Database.” In P. Honohan and L. Laeven (eds.) Systemic Financial Crises. Cambridge: Cambridge University Press.

26. Cihak M., Hesse H, 2008. Islamic Banks And Financial Stability: An Empirical Analysis , IMF working paper.

27. Čihák, Martin, and Heiko Hesse. 2010. "Islamic Banks and Financial Stability: An Empirical Analysis", Journal of Financial Services Research, 38 (2-3): 95– 113.

28. Chang et al., 2010. Land subsidence, production efficiency, and the decision of aquacultural firms in Taiwan to discontinue production. Ecol. Econ., 69 (2010), pp. 2448–2456

29. Cheng, L.K., Kwan, Y.K., 2000. What are the Determinants of the Location of Foreign Direct Investment? The Chinese experience. Journal of International Economics 51, 379 – 400.

30. Denizer, C., Gultekin, B. and Gultekin, M., 2000, Distorted Incentives and Financial Structure in Turkey, paper presented at the Financial Structure And Economic Development Conference, in February 10-11, 2000 at the World Bank, Washington, D.C

31. Elyasiani, E., and S. M. Mehdian, 1990a, "A Non-Parametric Approach to Measurement of Efficiency and Technological Change: The Case of Large US Commercial Banks," Journal of Financial Services Research, 4, 157-168.

32. Elyasiani, E., and S. M. Mehdian, 1990b, "Efficiency in the Commercial Banking Industry: A Production Frontier Approach," Applied Economics, 2, 539-551.

33. Farrell, M.J., 1957. The Measurement of Productive Efficiency. Journal of the Royal Statistical Society. SeriesA (General), Vol 120, No. 3 (1957): 253-290.

34. Festic, M., Kavkler, A., Repina, S., 2011. The macroeconomic sources of systemic risk in the banking sectors of five new EU member states. J. Bank. Finance 35, 310–322.

35. Ferrier, G., C. Lovell, & A.K. Mehdian. (1990). Measuring cost efficiency in banking: Econometric and linear programming evidence. Journal of Econometrics, 46(1-2), 229–245. http://dx.doi.org/10.1016/0304- 4076(90)90057-Z

36. Fredrick Mwaura Mwangi, 2014, The Effect Of Liquidity Risk Management On Financial Performance Of Commercial Banks In Kenya, A Research Project Submitted In Partial Fulfillment Of The Requirements For The Award Of The Degree Of Master Of Science In Finance, School Of Business, University Of Nairobi.

37. Frexias, X., & Rochet, J.C., 1997. Microeconomics of banking. Cambridge7 MIT Press.

38. Fofack, H., 2005. Non-performing loans in sub-Saharan Africa: Causal analysis and macroeconomic implications. World Bank Policy Research Working Paper 3769, November.

39. Gizaw, M., Kebede, M., & Selvaraj, S. (2015). The impact of credit risk on profitability performance of commercial banks in Ethiopia. African Journal of Business Management, 9(2), 59.

40. Ghosh, A.,2012. Managing Risks in Commercial and Retail Banking. Published by Jonh Wiley & Sons Singapore Pre.Ltd.

41. Goddard, 2004. Goddard, J., Molyneux, P. & J.O.S. Wilson (2004). "Dynamics of Growth and Profitability in Banking," Journal of Money, Credit and Banking 36, 1069-1090.

42. Hasna Chaibi and Zied Ftiti, 2015. Credit risk determinants: Evidence from a cross-country study. Research in International Business and Finance 33 (2015) 1–16.

43. Hasan Ayaydin, Aykut Karakaya., 2014. The Effect of Bank Capital on Profitability and Risk in Turkish Banking. International Journal of Business and Social Science. Vol. 5 No. 1; January 2014.

44. Hasan, I., Wall, L.-D., 2003. Determinants of the loan loss allowance: some cross-country comparison. Bank Finland Discussion Papers 33.

45. Hancock, D., 1985. Bank profitability, interest rates and monetary policy. Journal of Money Credit and Banking, 17: 189–202.

46. Heiko, Hesse and Martin Čihák, 2006.

47. Jordan D. J., Rice D., Sanchez J., Walker C., Work D. H. (2011), “Predicting Bank Failures: Evidence From 2007 To 2010”, SSRN.

48. Khemraj and Pasha, 2009. The determinants of non-performing loans: an econometric case study of Guyana. Presented at the Caribbean Centre for Banking and Finance Conference on Banking and Finance, St.Augustine, Trinidad.

49. Kodithuwakku, S. (2015). Impact of credit risk management on the performance of commercial banks in Sri Lanka.

50. Laeven, Luc and Ross Levine, 2009, “Bank Governance, Regulation, and Risk Taking” Journal of Financial Economics 93(2): 259–275.

51. Lindgren, C.J., Garcia, G. and Saal, M. 1997. Bank Soundness and Macroeconomic

Policy. Washington DC: International Monetary Fund.

52. Levine, R. 1997. Financial Development and Economic Growth: Views and Agenda. Journal of Economic Literature 35, 688–726.

53. Levine, R., Loayza, N., Beck, T. (2000). “Financial intermediation and growth: Causality and causes”. Journal of Monetary Economics 46, 31–77.

54. Levine, R.2003. More on finance and growth: more finance, more growth, Federal Reserve Bank of St.Louis, July/August, 31-46.

55. Leightner, E. J., and Lovell, C. A. K. , 1998. The Impact of financial liberalization on the performance of Thai banks. Journal of Economics and Business, 50, 115–132.

56. (Levine, 1997 và 1998; Levine và cộng sự, 2000).

57. Llewellyn, David T., 2002. An analysis of the causes of recent banking crises.

The European Journal of Finance, 2002, vol. 8, issue 2, pages 152-175.

58. Louzis et al.,; D.P. Louzis, A.T. Vouldis, V.L. Metaxas. 2012. Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. Journal of Banking & Finance, 2012 – Elsevier

59. Marijana Curak, Sandra Pepur and Klime Poposki, 2013. Determinants of non- performing loans – evidence from Southeastern European banking systems. Banks and Bank Systems, Volume 8, Issue 1, 2013.

60. Mark Swinburne, Srobona Mitra, and DeLisle Worrell., 2007. Decomposing Financial Risks and Vulnerabilities in Eastern Europe. International Monetary Fund WP/07/248. (Washington: International Monetary Fund).

61. Mark Swinburne, 2009. Banking Stability Measures. Monetary and Capital Markets Department. IMF Working Paper

62. Mester, L.J. (1987). Efficient production of financial services: scale and scope economies. Business Review, Federal Reserve Bank of Philadelphia January/February, 15–25.

63. Merkl, C., Stolz S., 2009. Banks Regulatory Buffers, Liquidity Networks and Monetary Policy Transmission. Applied Economics 41, 2013 – 2024.

64. Naser Ail Yadollahzadeh Tabari, Mohammad Ahmadi and Ma’someh Emami, 2013, The Effect of Liquidity Risk on the Performance of Commercial Banks, International Research Journal of Applied and Basic Sciences, page 1624- 1631.

65. Nkusu, M., 2011. Non-performing loans and macrofinancial vulnerabilities in advanced economies. IMF Working Paper 11/161.

66. Njanike, K., 2009. The Impact of Effective Credit Risk Management on Bank Survival. Annals of the University of Petrosani, Economics, 2009, vol. 9, issue 2, pages 173-184.

67. Peter Rose, Sylvia Hudgins 2014. Bank Management & Financial Services.

Publisher: McGraw-Hill Education

68. Rajaraman, I., S.Bhaumik and N.Bhatia (1999): NPA variations across Indian commercial banks: some findings, Economic and Political Weekly, 34, 16-23.

69. Rajan, R., Dhal, S., 2003. Non-performing loans and terms of credit of public sector banks in India: an empirical assessment. Reserve Bank India Occas. Pap. 24, 81–121.

70. Reinhart and Rogoff (2010). From Financial Crash to Debt Crisis. American Economic Review, American Economic Association, vol. 101(5), pages 1676- 1706, August.

71. Salas, V., Saurina, J., 2002. Credit risk in two institutional regimes: Spanish commercial and savings banks. J. Financ. Serv. Res. 22, 203–224.

72. Samuel, O. L. (2015). The effect of credit risk on the performance of commercial banks in Nigeria. African Journal of Accounting, Auditing and Finance, 4(1), 29-52.

73. Sealey, C., and Lindley, J.T., 1977. Inputs, outputs and a theory of production and cost at depository financial institution, J Financ, 32: 1251-1266.

74. Stiroh, Kevin J, 2004. "Diversification in Banking: Is Noninterest Income the Answer?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(5)

75. Stern, G., Feldman, R., 2004. Too Big to Fail: The Hazards of Bank Bailouts. The Brookings Institution, Washington, DC.

76. Tehulu, T. A., & Olana, D. R. (2014). Bank-specific determinants of credit risk: Empirical evidence from Ethiopian banks. Research journal of finance and accounting, 5(7), 80-85.

77. Thomas P. Fitch, 1997. Dictionary of Banking Terms, Barron's Edutional Series, Inc, 1997.

78. Timothy W. Koch, S. Scott MacDonald, 1995. Bank Management Published by South-Western Cengage Learning, 7th Edition, Chapter 13.

79. Zenios, C.V., S.A. Zenios, K. Agathocleous, & A. Soteriou. (1999). Benchmarks of the efficiency of bank branches. Interfaces, 29(3), 37-51. http://dx.doi.org/10.1287/inte.29.3.37

80. Zribi, N., Boujelbène, Y., 2011. The Factors Influencing Bank Credit Risk: The Case of Tunisia. Journal of Accounting and Taxation, 3 (4), 70–78.

81. Zou, Y., & Li, F. (2014). The Impact of Credit Risk Management on Profitability of Commercial Banks: A Study of Europe.

Xem tất cả 175 trang.

Ngày đăng: 30/11/2022
Trang chủ Tài liệu miễn phí