Forecasting Model for State-Owned Bank Stock Prices During Pandemic: GARCH Model Application

Ahadiat, Ayi; Dharma, Fitra; Kesumah, Fajrin Satria Dwi

doi:10.4108/eai.7-10-2021.2316223

Cited by 1 publication

(1 citation statement)

References 17 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Examining the effects of active and passive liabilities on the capital structure and profitability of the banking sector in two Asia-Pacific economies, this study seeks to fill these voids. It also investigates the moderating effect of bank liquidity on this relationship, answering the following research questions: (1) The influence of passive liabilities on capital structure and profitability; (2) The impact of interbank borrowing levels;…”

Section: Introductionmentioning

confidence: 99%

Study on the Liability Structure and Profitability of the Banking Industry in the Asia-Pacific Region

WANG,

SELAMAT,

ASHHARI

et al. 2024

Theor. Pract. Res. Econom. Fields

View full text Add to dashboard Cite

This study investigates the relationship between the profitability and liability structure of commercial banks within six Asia-Pacific countries (China, India, Australia, Japan, South Korea, and Singapore), by analyzing annual data from BankFocus for 691 banks from 2013 to 2022. The central focus of this research is to explore the impact of banks' liability structure - highlighting passive liabilities, interbank borrowing, and bond issuance - on critical profitability indicators, specifically Return on Equity (ROE) and Tier 1 Ratio (T1R). This research employs panel data analysis alongside Hausman-tested. Our findings discover the roles that passive liabilities and bond issuance play in strengthening banks' core capital and enhancing profitability. Additionally, the impact of bank deposit and borrowing services on profitability and capital across developed and developing nations within the Asia-Pacific region. The study offers practical suggestions for the banking sector, emphasizing the need for improved liability management to boost profitability. These recommendations, backed by thorough empirical research and robustness checks, provide a solid foundation for strategic policy and planning in the sector.

show abstract

Section: Introductionmentioning

confidence: 99%