Relevant bibliographies by topics / Banks and banking – Risk management – Australia

Academic literature on the topic 'Banks and banking – Risk management – Australia'

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Published: 10 December 2022
Last updated: 29 January 2023

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Journal articles on the topic "Banks and banking – Risk management – Australia"

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Scherbina, Tatiana, Olya Afanasieva, and Yulia Lapina. "Risk management, corporate governance and investment banking: The role of chief risk officer." Corporate Ownership and Control 10, no. 3 (2013): 313–30. http://dx.doi.org/10.22495/cocv10i3c2art5.

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This paper focuses on the defining the role of CRO in corporate governance and to show the interrelation between the way of CRO subordination and performance of investment bank. The sample consists of observations over a period of 2011 for 29 biggest investment banks (by amount of assets) implementing world-wide investment activity. The banks are originated in the USA (8), Eastern Europe (14), China (2), Japan (2), Canada (2), and Australia (1). With the aim to evaluate and compare financial performance of selected banks the construction of synthetic key performance indicator (SKPI) is worked out. The empirical analysis of risk management in the research is based on two different groups of factors, which could be used to evaluate the effectiveness of risk management in this sphere: analysis of CRO impact - Risk Management Committee factors and CRO factors, and Evaluation of Financial Performance. Results show that the CRO presence in investment banks effect positively on the financial performance.
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Gharib, Padid Akbarzadeh. "The Determination of User Satisfaction with Personal Internet Banking Services in the Context of Australia." Journal of Electronic Commerce in Organizations 14, no. 3 (July 2016): 57–79. http://dx.doi.org/10.4018/jeco.2016070104.

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Based on previous studies a theoretical framework of the determinants of an individual's satisfaction using Personal Internet Banking services is formulated incorporating information system success factors complemented by elements of behavioral and environmental uncertainties (multidimensional trust and perceived risk). Data was collected using an online self-administered questionnaire from a sample of 370 users in Australia and analyzed in order to determine the relationships among factors that have significant causal effects on customer satisfaction. The results confirm the importance of some of the factors reported in previous studies but also reveal unreported significant direct and indirect causal effects on customer satisfaction. Practical conclusions provide new perspectives for Australian banks on keeping customers highly satisfied with online banking services, as the main objective of this study.
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Lodhia, Sumit, and Nicole Angela Mitchell. "Corporate social responsibility disclosures and reputation risk management post the banking royal commission: a study of the big four banks." Qualitative Research in Accounting & Management 19, no. 2 (January 11, 2022): 162–85. http://dx.doi.org/10.1108/qram-07-2020-0120.

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Purpose This study aims to explore the use of corporate social responsibility (CSR) disclosures by the “Big Four” Australian banks post the banking royal commission (BRC) to manage their reputational risk. Design/methodology/approach This paper uses a case study approach through a thematic analysis of the Big Four banks’ annual and sustainability reports and uses reputation risk management (RRM) as a conceptual lens to explore the image restoration strategies used by these banks. Findings The study finds that a corrective action strategy was disclosed extensively by all four banks whereby each bank outlined the actions that they were undertaking to correct the deficiencies identified by the BRC. However, the impact of these proposed actions was tampered by the fact that each bank sought to use strategies to reduce the offensiveness of their misdemeanours. It is argued that while disclosure on corrective actions and compensation is useful, an emphasis on reducing offensiveness of actions impacts the effectiveness of banks’ responses and their acceptance of full responsibility for their actions. Research limitations/implications This paper applies the RRM perspective to a recent reputation damaging event, thereby expanding the literature on image restoration strategies used by companies during major incidents. Practical implications This study provides useful insights in relation to the approaches used to manage the reputational risk arising from the BRC. It provides insights into the credibility of information disclosed post an incident and has potential implications for the assurance of such information. Social implications Given the critical importance of the banking industry to modern society, misconduct in this sector needs a closer examination, requiring a greater need for responsibility from its key players. Originality/value This study extends the applicability of the RRM perspective to a social incident and highlights that it is reputation, rather than legitimacy, that is critical when organisations in an industry face extensive public scrutiny. A thematic analysis approach adds value to the methods used for analysing CSR disclosures.
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Magzumova, N. V., and V. D. Fedotov. "RISK MANAGEMENT IN COMMERCIAL BANKS." Scientific bulletin of the Southern Institute of Management, no. 3 (October 7, 2018): 68–73. http://dx.doi.org/10.31775/2305-3100-2018-3-68-73.

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The current stage in the development of the banking structure is characterized by serious changes in organizational structures, the introduction of innovations and the use of progressive management methods. In the conditions of market relations, the probability of risks in banking activity increases. Risk is an activity connected with overcoming uncertainty in a situation of unavoidable choice, in the process of which it is possible to quantitatively and qualitatively assess the probability of achieving the expected result, failure and deviation from the goal. Banking activity is characterized by an increased risk. The decisions that are made in the investment process are almost always accompanied by risks. In this regard, it is necessary to develop a decision-making mechanism that will manage various risk factors. Risk management plays an important role in the commercial activity of the bank and attaches great importance to the effective functioning of the risk management system. The policy of a commercial bank for the management of claims is aimed at monitoring, analyzing, coordinating and managing claims, in which case an assessment of the magnitude of the risk and establishing compliance with acceptable limits is necessary. In order to take into account the volatile situation in the banking services market, activities in the management of commercial property claims must be constantly reviewed and adjusted.
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Sahiti, Arbana, Arben Sahiti, and Muhamet Aliu. "Enterprise Risk Management in Kosovo’s Banking Sector." Baltic Journal of Real Estate Economics and Construction Management 5, no. 1 (November 27, 2017): 38–50. http://dx.doi.org/10.1515/bjreecm-2017-0004.

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Abstract Today risk management plays a vital role in business. Each firm, whether big or small, makes an effort to manage risk more effectively. Risk management is very important in the financial system, especially in banks. Billions of Euros are spent each year on the financial reporting of banks. Banks should implement effective solutions in risk management to mitigate their risks. Great financial debate that originated in the 1990s is reportedly linked to errors that occurred in the banking sector due to poor risk management. It should be noted that today technology plays a key role in risk management and it has already had a positive effect on the financial industry. Analysis of risk and its management has become significant in the Kosovo economy since the post-war period. The nature of the banking business is threatened by risks because more financial products are becoming complicated. The main role of banks is intermediation between those who have resources and those seeking them. Banks face various risks at the corporate level, such as operational, liquidity, legal, credit, and market risks; thus, these risks should be converted into a composite measure. This research aims to determine practices and effects of risk management in the banking sector. Relevant data were collected from banks through questionnaires and telephone interviews; analysis has been conducted using statistical tools. This study will engage both the quantitative and qualitative methods of data analysis. Dependent variables will be separated from independent variables, and regression analysis will be used to analyse the quantitative data.
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Dimov, S., and V. Smirnov. "Risk Management in Dual Banking Systems: Islamic Ethical and Conventional Banking." Review of Business and Economics Studies 7, no. 4 (February 10, 2020): 6–12. http://dx.doi.org/10.26794/2308-944x-2019-7-4-6-12.

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The author makes comments on the state of the problem in part of the English-speaking scientific thought. The authors present a comparative analysis of risk management conducted in countries where the dual banking system is practised — Islamic (ethical) banking and conventional (western) banking. The study showed that a risk profile of an Islamic bank is not significantly different from the one of the conventional banks in practices. In the beginning, they point out the central thesis and prospects for the development of conventional and Islamic banking. The central part of the comments begins with the historical aspect of the comparison. According to him, despite the differences, they are based on the priority of financial and human values. Further, the authors carefully discuss the risk profile of Islamic banks and the unique risks facing Islamic banks. It was confronted with conventional risk management of banks based on the Basel Committee on Banking Supervision (BCBS). Today, the regulation applies to credit risk, market risk, operational risk and liquidity risk (Basel II and Basel III). After all, the author reaches two essential conclusions for his research.
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Tchernykh, S. "Risk Management in Banks." Voprosy Ekonomiki, no. 8 (August 20, 2004): 120–27. http://dx.doi.org/10.32609/0042-8736-2004-8-120-127.

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Problems of managing risks of partnership in banks taking into account the new Central Bank of Russia document "On Organization of Internal Control in Credit Organizations and Bank Groups" are considered in the article. It is pointed out that effective bank risk management including risks of partnership сan be realized only under condition of bona fide competition. Functioning of banks in competitive environment is impossible without risks, their monitoring allows to become competitive on the banking services market if various "black lists" and other unsound negative information leading to lowering the level of liquidity of a credit organization are absent. Methods of managing risks of partnership that become all the more complex under the influence of technological innovations (in particular, the development of operations with credit derivatives) are also analyzed.
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Islam, K. M. Anwarul, and Orobah Ali Barghouthi. "Risk Management of Islamic Banking: An Islamic Perspective." International Journal of Islamic Banking and Finance Research 1, no. 1 (November 30, 2017): 25–28. http://dx.doi.org/10.46281/ijibfr.v1i1.35.

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The financial services industry of Islam consists of an increasingly vast number of institutions, such as investment and commercial banks, investment companies and mutual insurance companies. In Islamic banks effective risk management deserves special attention. However, it has numerous drawbacks that are required to be understood better. Risk management is about the attitude towards paying off and the strategies in dealing with them and the risks associated with it in relation to modern banking. As an operational problem, risk management is about the classification and identification of methods, processes and risks in banks to supervise, monitor and measure them.In comparison to conventional banks, Islamic banks face big difficulties in identifying and managing risks due to bigger complexities emerging from the profit loss sharing concept and nature of particular risks of Islamic financing. This research investigates in detail the need for risk management in Islamic bank (Ilias, S. E. B. 2012).
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Liem, Christina. "Enterprise Risk Management In Banking Industry." Firm Journal of Management Studies 3, no. 1 (April 25, 2018): 1. http://dx.doi.org/10.33021/firm.v3i1.381.

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<p>Enterprise Risk Management (ERM) in banking industry is a rare topic in academic research, even though ERM implementation becomes new regulation from the banking regulators since year 2014. The purpose of this study is to examine ERM implementation during the early stage of the ERM implementation regulation in Indonesian, especially its impact towards bank performance and vice versa. This study focuses on all 4 (four) state-owned commercial banks in Indonesia though a descriptive explanatory study and data panel GLS simple regression by STATA MP-64. This study employs ERM Index (Gordon et al, 2009) as a proxy of ERM implementation; and bank performance is presented by 3 (three) proxies: NIM, ROAA, and EM. The findings show that 75% of state-owned commercial banks have positive ERM Index, and also, they have the different maturity stage of ERM implementation. Moreover, this study identifies that ERM Index has positive significant impact towards ROAA and vice versa; ERM Index has positive but insignificant impact towards NIM and vice versa; and ERM index has positive but insignificant impact towards EM. As a conclusion, this study proposes to all commercial banks in Indonesia should implement ERM seriously implement because it has been proven that ERM implementation delivers positive impact towards bank profitability and it transmits a positive signal to shareholders.</p>
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Nugraha, Dodi Eka. "Reputation Risk Management in Islamic Banking in Indonesia." EKSISBANK: Ekonomi Syariah dan Bisnis Perbankan 3, no. 2 (December 29, 2019): 100–107. http://dx.doi.org/10.37726/ee.v3i2.13.

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Inherent risk is the risk inherent in the business activities of islamic banks, both of which can dikuantiflkasikan or not, which could potentially affect the financial position of the bank risk management, particularly reputational risk for the islamic banks, either individually or for banks in consolidation with the subsidiaries most involved the active supervision of the board of commissioners, directors, and DPS, policies, procedures, and limits, and the process of identification, measurement, monitoring, and control of the risk and SIM risk. The risk of this arising, mostly because of the media coverage and rumors about the banks that are negative as well as the communication strategy of the bank are less effective. The negative publicity against one of the islamic banks would contaminate the reputation of the bank the islamic other, although islamic banks other not to engage in responsible action. How to control reputation risk is best with the anticipation/preventive action and maintenance program reputation. Reputation risk is a risk which is abstract and shaped the intangible asset for the company. The handling of reputation risk should be preventive because of the cost of the completion of this risk is large and as a result can damage and kill the company
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Dissertations / Theses on the topic "Banks and banking – Risk management – Australia"

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Coleman, Anthony Dale Franklin Banking &amp Finance Australian School of Business UNSW. "The determinants of supervisory risk ratings of Australian deposit-taking institutions." Publisher:University of New South Wales. Banking & Finance, 2008. http://handle.unsw.edu.au/1959.4/41221.

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A key feature of best practice prudential supervision of financial institutions is the use of a risk rating system to formalise the outcome of supervisory reviews and ongoing monitoring processes. The Australian Prudential Regulation Authority (APRA) implemented the Probability and Impact Rating System (PAIRS) in 2002. Given the favourable economic conditions in which PAIRS was developed and has so far operated, any form of validation using backtesting methods is prevented. Consequently, this thesis seeks to develop a framework with which to evaluate and better understand the PAIRS risk rating system for authorised deposit-taking institutions. Specifically, we specify and estimate models in which the risk ratings are related to the statistical data that supervisors have access to when forming their expert judgement assessments of the PAIRS risk components. Whereas prior studies have generally focused on the overall supervisory rating, we model the primary components of the PAIRS rating (inherent risk, management and control risk, and capital support risk) as well as the aggregate risk of failure rating. Using a sample of ratings from 2002 to 2006, we find that the statistical data is able to explain much of the variability in ratings for credit unions and building societies (CUBS) and Australian and foreign subsidiary banks but not foreign bank branches. As expected, the regressions are stronger for inherent risk and capital support risk ratings than management and control risk ratings. However, supervisors?? consideration of adverse qualitative factors adds considerable explanatory power to a model based solely on statistical data, particularly for management and control risk ratings. We also model the determinants of supervisory exceptions and capital adequacy breaches over 1992 to 2006 and find that the risk indicators associated with a higher likelihood of an exception and/or breach are generally consistent with the risk indicators associated with supervisory risk ratings. The outcomes of the thesis have a number of policy implications and practical applications. For example, the estimated models have the potential to be used as a quality and consistency tool to detect rating outliers within PAIRS. We also propose some improvements to APRA??s exception reporting system for CUBS.
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Chikoko, Laurine. "Liquidity risk management by Zimbabwean commercial banks." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1020344.

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Macroeconomic and financial market developments in Zimbabwe since 2000 have led to an increase in many banks‟ overall exposure to liquidity risk. The thesis highlights the importance of understanding and building comprehensive liquidity frameworks as defenses against liquidity stress. This study explores liquidity and liquidity risk management practices as well as the linkages and factors that affected different types of liquidity in the Zimbabwean banking sector during the Zimbabwean dollar and multiple currency eras. The research sought to present a comprehensive analysis of Zimbabwean commercial banks‟ liquidity risk management in challenging operating environments. Two periods were selected: January 2000 to December 2008 (the Zimbabwean dollar era) and March 2009 to June 2011 (the multiple currency era). Explanatory and survey research designs were used. The study applied econometric modeling using panel regression analysis to identify the major determinants of liquidity risk for 15 commercial banks in Zimbabwe. The financing gap ratio was used as the proxy for liquidity risk. The first investigation was on liquidity risk determinants in the Zimbabwean dollar era. The econometric investigations revealed that an increase in capital adequacy reduced liquidity risk and that there was a positive relationship between size and bank illiquidity. Liquidity risk was also explained by spreads. Inflation was positively related to liquidity risk and was a significant explanatory variable. Non-performing loans were not significant in explaining commercial banks‟ illiquidity, which is contrary to expectations. The second investigation was on commercial banks‟ liquidity risk determinants in the multiple currency era by using panel monthly data. The results showed that capital adequacy had a significant negative relationship with liquidity risk. The size of the bank was significant and positively related to bank illiquidity. Unlike in the Zimbabwean dollar era, spreads were negatively related to bank liquidity risk. Again, non-performing loans were a significant explanatory variable. The reserve requirements ratio and inflation also influenced bank illiquidity in the multiple currency regime. In both investigations, robustness tests for the main findings were done with an alternative dependent variable to the financing gap ratio. To complement the econometric analysis, a survey was conducted using questionnaires and interviews for the same 15 commercial banks. Empirical analysis in this research showed that during the 2000-2008 era; (i) no liquidity risk management guidelines were issued by the Reserve Bank of Zimbabwe until 2007. Banks relied on internal efforts in managing liquidity risk (ii) Liquidity was managed daily by treasury (iii) The operating environment was challenging with high inflation rates, which led to high demand for cash withdrawals by depositors (iv) Locally owned banks were more exposed to liquidity risk as compared to the foreign owned banks (v) Major sources of funds were new deposits, retention of maturities, shareholders, interbank borrowings, offshore lines of credit and also banks relied on the Reserve Bank of Zimbabwe as the lender of last resort (vi) Financial markets were active and banks offered a wide range of products (vii) To manage liquidity from depositors, banks relied on cash reserves, calculating and analysing the withdrawal patterns. When faced with cash shortages, banks relied on the daily limits set by the Reserve Bank of Zimbabwe (viii) Banks were lending but when the challenges deepened, they lent less in advances and increased investment in government securities. (ix) Inflation had major effects on liquidity risk management as it affected demand deposit tenors, fixed term products, corporate sector deposit mobilisation, cost of funds and investment portfolios (x) The regulatory environment was not favourable with RBZ policy measures designed to arrest inflation having negative repercussions on banks` liquidity management (xi) Banks had no liquidity crisis management frameworks. During the multiple currency exchange rate system (i) Commercial banks had problems in sourcing funds. They were mainly funded by transitory deposits with little coming in from treasury activities, interbank activities and offshore lines of credit. There was no lender of last resort function by the Reserve Bank of Zimbabwe. (ii) Some banks were still struggling to raise the minimum capital requirements (iii) Commercial banks offered narrow product ranges to clients (iv) To manage liquidity demand from clients, banks relied on the cash reserve ratio, and calculated the patterns of withdrawal, while some banks communicated with corporate clients on withdrawal schedules. (v) Zimbabwe commercial banks resumed the lending activity after dollarisation. Locally owned banks were aggressive, while foreign owned banks took a passive stance. There were problems with non-performing loans, especially from corporate clients, which exposed many banks to liquidity risk. (vi) Liquidity risk management in Zimbabwe was still guided by the Reserve Bank of Zimbabwe Risk Management Guideline BSD-04, 2007. All banks had liquidity risk management policies and procedure manuals but some banks were not adhering to them. Banks also had liquidity risk limits in place but some violated them. Furthermore, some banks were not conducting stress tests. Although all banks had contingency plans in place, none were testing them. Specifically, the research study highlighted the potential sources of liquidity risk in the Zimbabwean dollar and multiple currency periods. Based on the results, the study recommends survival strategies for banks in managing liquidity risk in such environments. It proposes a comprehensive liquidity management framework that clearly identifies, measures and control liquidity risk consistent with bank-specific and the country‟s macroeconomic developments. The envisaged framework would assist banks in dealing with illiquidity in a manner that would be less disruptive and that could render any future crisis less painful. Of importance is the recommendation that the central bank might not need to be too strict or too relaxed, but be moderate in ensuring an enabling regulatory environment. This would help banks to manage liquidity risk and at the same time protect depositors in any challenging operating environment. In both the studied time periods, there were transitory deposits. Generally there is need to inculcate a savings culture in Zimbabwe.
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McConnell, Patrick J. "Information technology for market risk management in international banks." Thesis, Henley Business School, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.320861.

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Martins, Henry Bola. "Risk management of U.S. banks in less developed countries : a country-risk analysis." Thesis, University of Sheffield, 1990. http://etheses.whiterose.ac.uk/1889/.

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The object of this research is to determine whether U.S. commercial banks could have predicted in advance the debt crises of the developing countries, i.e., whether a particular LDC would reschedule or default on its loans. A secondary purpose was to determine whether the debt crisis was the fault of the banks or the developing countries who reneged on their loan contracts. What do the banks have to do to prevent this from happening? What do they have to do to manage country risk effectively? The study begins with a historical account of the United States banking system to the period of debt rescheduling by the LDCs. It continues by describing the different types of risks in international banking. Next it discusses the theoretical issues of LDC debt, including sustainability of debt policy, optimal level of country borrowing, optimal bank foreign lending, and credit rationing by the banks. This is followed by a description of the regulatory aspects of country risk management. The important issue of country risk management by U.S. banks is next, including a discussion of the various assessment methods used and a review of the major empirical studies that used econometric methods for predicting the incidence of external debt defaults. The empirical research investigates debt rescheduling by less developed countries. Linear discriminant function and logistic discrimination approaches were used to determine the predictive ability of any particular subset of economic variables. The sample comprises data on 37 countries over a period of 10 years, 1974-1983. This period was chosen because it was a time of important economic transition. The results of the discriminant and logistic analyses show modest discriminatory power for predicting the rescheduling of debt of a country with the set of economic predictors used.
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Hess, Kurt. "Credit loss dynamics in Australasian banking." The University of Waikato, 2008. http://hdl.handle.net/10289/2649.

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The purpose of this thesis is to analyze the drivers and dynamics of credit losses in Australasian banking over an extended period of time in order to improve the means by which financial institutions manage their credit risks and regulatory bodies safeguard the stability and integrity of the financial system. The analysis is based on a specially constructed data base of credit loss and provisioning data retrieved from original financial reports published by Australian and New Zealand banks. The observation period covers 1980 to 2005, starting at the time when such information was published for the first time in bank financial statements. It moreover covers the time of major crises which occurred in both Australia and New Zealand in the late 1980s and early 1990s. The heterogeneity of reporting the data both amongst banks and through time requires the development of a reporting typology which allows data extraction with equivalent informational content. As a thorough study of credit risks requires long data series often not available from third party data providers, the method developed here will provide value to a range of researchers. Based on an evaluation of many alternative proxies which track a bank's credit loss experience (CLE), the thesis proposes a preferred model for impaired assets expense (as % of loans) as dependent variable, mainly because of its timely nature and good data availability. Explanatory variables include aggregate macro variables of which changes in unemployment and the return in the share markets are found to have the most significant influence on a bank's credit losses. Bank-specific control variables include a pre-provision earnings proxy whose significance points to the use of provisions for the purpose of income smoothing by Australasian banks. The model also controls for size and nature of lending as smaller, retail-oriented housing lenders, on average, exhibit lower loan losses. Clear results are found with regard to the effect of rapid expansion which appears to be followed by a surge of bad debt provisions 2 to 3 years later. Moreover, inefficient banks tend to suffer greater credit losses. An important part of the thesis looks at the characteristics of alternative CLE proxies such as stock of provisions, impaired assets and write-offs which have been used by earlier literature. Estimating the preferred model with such alternative CLE parameters confirms their peculiarities such as the memory character of stock of provisions and the delayed nature of write-offs. These measures correlate rather poorly amongst themselves which calls for caution in the comparative interpretation of earlier studies that use differing CLE proxies.
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Fick, William. "A framework to investigate risk management in commercial banks." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1009429.

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Businesses are continuously exposed to a changing business environment which may either exert positive or negative influences on profitability. The banking industry, in particular, is highly competitive and bank failures can have significant consequences for customers. Commercial banks, therefore, have a responsibility to protect their customers by implementing sound risk management strategies. In light of the recent financial crises (since 2007), risk management has once again become a popular topic of discussion since adequate risk management should have prevented or minimised the impact of the risks faced by failed banks. The primary objective of this study was to develop a framework that could be used by South African commercial banks to investigate risk management. Qualitative research was conducted in this regard. From this, findings and recommendations were derived in order to provide banks with a tool by which they could assess their exposure to risk. Various journals, websites, newspapers, bank reports and textbooks were consulted in support of the literature. The literature provided background information on the history and development of the risk management process. Considerable attention was given to the categories of risk that an adequate risk management framework should address. Furthermore, the current models used to manage risk in commercial bank were provided, as well as the specific reasons for bank failures. The main findings of this study were the identification of the most significant reasons for banking failures. These were identified as capital inadequacy, credit risk due to non-performing loans and a lack of banking supervision. In addition to these reasons, several other contributing principles were identified as important factors to be included in a risk management framework. A risk management framework was thus constructed in Table 5.1 based on the literature regarding global banking failures and the relevant conclusions made by the researcher.
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Sroka, Martin. "Risk management of multinational banks operating in CEE." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-125137.

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Multinational banks dominate the banking sectors in Central- and Eastern European countries and are an important partner for the domestic real economies. The aim of this paper is to examine the risk-return variations of these financial institutions in different macroeconomic stages in and around the global financial and economic crisis. The capital adequacy ratio (CAR) is used as a representation of the overall risk a bank is exposed to. The question is if a change in GDP growth implies a reciprocal change in CAR of a bank and if a change in CAR leads to a reciprocal change in net income. In addition, it will be tried to assess the consistency of the risk strategies of different subsidiaries of the same banking group. To conduct the research CAR is firstly derived as a suitable holistic risk measure in the theoretical part of this paper. Then, in the empirical part a case study is carried out that comprises the Czech and Slovak subsidiaries of four multinational banking groups and that is designed for the time horizon from 2008 to 2010. Qualitative as well as quantitative methods are applied.
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Powell, Robert. "Industry value at risk in Australia." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2007. https://ro.ecu.edu.au/theses/297.

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Value at Risk (VaR) models have gained increasing momentum in recent years. Market VaR is an important issue for banks since its adoption as a primary risk metric in the Basel Accords and the requirement that it is calculated on a daily basis. Credit risk modelling has become increasingly important to banks since the advent of Basel 11 which allows banks with sophisticated modelling techniques to use internal models for the purpose of calculating capital requirements. A high level of credit risk is often the key reason behind banks failing or experiencing severe difficulty. Conditional Value at Risk (CVaR) measures extreme risk, and is gaining popularity with the recognition that high losses are often impacted by a small number of extreme events.
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Crawford, Jason. "Regulation's Influence on Risk Management and Management Control Systems in Banks." Doctoral thesis, Uppsala universitet, Företagsekonomiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-332037.

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This dissertation explores regulation’s influence on risk management and management control systems (MCS) in banks. The dissertation comprises of an introductory chapter, two published book chapters, one of which is an extensive literature review, and two working papers, presented at several European conferences. The overall objective of this dissertation is to explore how banks are responding to banking regulation in light of the 2007-08 financial crisis and what the implications of those responses are, particularly in relation to risk management and MCS, and their interactions. The overall research question is therefore: what influence does regulation have on risk management and management control systems in banks over time? The intended ambition is to contribute to existing knowledge on the relationship between bank regulation, risk management, and MCS by providing several practical and theoretical contributions. The dissertation employs an adapted theoretical framework and uses institutional theory and contingency theory to expose tensions between, the demands for uniformity residing in banking regulation, and the demands for uniqueness residing inside banks themselves as they seek to maintain control over the design and use of their organizational controls. The empirical material used in the longitudinal case study is gathered from a large European bank. The main findings of the dissertation are as follows. In Paper I, the findings show that banking regulation’s influence on risk management and management control is mixed, which in turn can influence risk management’s integration with MCS. The paper also finds that very little knowledge exists about regulation’s influence on risk management and MCS. In Paper II, the findings show that while regulatory influence in IT control has increased over time, banks continue to exercise significant influence over regulatory demands. In Paper III, the findings show how regulation’s influence varies considerably over time and that increased regulatory pressure can lead to a higher degree of integration between risk management and MCS across the three dimensions of integration. In Paper IV, the findings show how regulation’s influence is shaping the mental processes of management and employees, and can vary significantly based on several identified factors.
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Laurent, Marie-Paule. "Essays in financial risk management." Doctoral thesis, Universite Libre de Bruxelles, 2003. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/211221.

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Books on the topic "Banks and banking – Risk management – Australia"

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Bessis, Joël. Risk Management in Banking. New York: John Wiley & Sons, Ltd., 2006.

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Richard, Apostolik, Donohue Christopher, Went Peter, and Global Association of Risk Professionals., eds. Foundations of banking risk: An overview of banking, banking risks, and risk-based banking regulation. Jersey City, N.J: Wiley, 2009.

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Risk management for Islamic banks. Edinburgh: Edinburgh University Press, 2013.

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Regulation and banks' behaviour towards risk. Aldershot, Hants: Dartmouth, 1990.

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Fethi, Meryem Duygun. Financial services: Efficiency and risk management. Hauppauge, NY: Nova Science Publishers, 2011.

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Peter, Taylor, and IFS School of Finance, eds. Consumer credit risk management. London, U.K: Global Professional Publishing, 2008.

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Professional Risk Managers International Association. Hyderabad Chapter. Anniversary Conference. Risk management: The new accelerator. New Delhi: Konark Publishers, 2013.

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Dash, Wu Desheng, and SpringerLink (Online service), eds. Enterprise Risk Management Models. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2010.

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Inc, Regulatory Compliance Associates, ed. Risk management for banks: Policies and procedures. Arlington, Va. (1911 Fort Myer Dr., Arlington 22209): A.S. Pratt & Sons, 1997.

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Eckhold, Kelly R. Bank asset valuation and risk in Australasia: The market's evaluation. [Wellington]: Reserve Bank of New Zealand, 1994.

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Book chapters on the topic "Banks and banking – Risk management – Australia"

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de Zwart, Francesco. "Introduction to Failings of Risk Management in the Global Financial Crisis and Beyond to the Australian Banking Royal Commission Enquiry into Banking Misconduct." In The Key Code and Advanced Handbook for the Governance and Supervision of Banks in Australia, 1023–44. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-1710-2_38.

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La Torre, Maura. "The Readiness of Cooperative Credit Banks in Knowledge Risk Management: Toward a Framework." In Risk in Banking, 93–107. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-54498-0_5.

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Velez, Sophia. "Risk management efforts to limit excessive risk-taking by banks." In Banking and Effective Capital Regulation in Practice, 27–28. Abingdon, Oxon; New York, NY : Routledge, 2021. | Series: Banking, money and international finance: Routledge, 2020. http://dx.doi.org/10.4324/9781003057581-9.

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Kulińska-Sadłocha, Ewa. "Environmental regulations as a framework for environmental risk management in banks." In Environmental Risk Modelling in Banking, 23–49. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003310099-3.

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Subramanian R, Kannan, and Dr Sudheesh Kumar Kattumannil. "Commercial Banks, Banking Systems, and Basel Recommendations." In Event- and Data-Centric Enterprise Risk-Adjusted Return Management, 1–84. Berkeley, CA: Apress, 2022. http://dx.doi.org/10.1007/978-1-4842-7440-8_1.

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Scott-Quinn, Brian. "Risk Management in Credit Intermediaries and Investment Banks." In Commercial and Investment Banking and the International Credit and Capital Markets, 373–83. London: Palgrave Macmillan UK, 2012. http://dx.doi.org/10.1007/978-0-230-37048-7_23.

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de Zwart, Francesco. "The Risk Management Function." In The Key Code and Advanced Handbook for the Governance and Supervision of Banks in Australia, 1171–245. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-1710-2_45.

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Moenninghoff, Sebastian C. "Government Guarantees and Banking System Risk – A Regulatory Framework from an Exposure Perspective." In Finanzwirtschaft, Banken und Bankmanagement I Finance, Banks and Bank Management, 47–103. Wiesbaden: Springer Fachmedien Wiesbaden, 2018. http://dx.doi.org/10.1007/978-3-658-23811-7_3.

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de Zwart, Francesco. "Governance Variables for APRA on Risk Management and Compliance." In The Key Code and Advanced Handbook for the Governance and Supervision of Banks in Australia, 1255–61. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-1710-2_48.

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Hollow, Matthew. "Investigating Attitudes to Risk in British Banking: A Case Study of Barclays’ Branch Banking System, c. 1900–80." In Decision Taking, Confidence and Risk Management in Banks from Early Modernity to the 20th Century, 173–88. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-42076-9_8.

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Conference papers on the topic "Banks and banking – Risk management – Australia"

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Viney, Christopher. "Informing IT Managers - Why the Bank for International Settlements is Establishing a Capital Charge Guideline for Operational Risk: the Australian Evidence." In 2002 Informing Science + IT Education Conference. Informing Science Institute, 2002. http://dx.doi.org/10.28945/2585.

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IT managers within financial institutions must understand and be able to respond to the operational, financial and regulatory impacts that will result from a loss of critical business functions. The Basel Committee on Banking Supervision, through the Bank for International Settlements (BIS) has circulated a consultative paper which, if eventually adopted by nation-state bank supervisors, will impose an operational risk capital charge on banks as part of the new Capital Accord. Banks will also be required to record and report operational risk occurrences or events. This paper presents data on aspects of the disaster risk management practices of banks operating within the Australian financial system. The data indicate that banks, as a group, do not maintain effective disaster risk management practices and are not adequately prepared to recover a loss of critical business functions. The results clearly support the necessity of the BIS initiatives.
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Irawati, Dwi, and Intan Puspitasari. "Liquidity Risk of Islamic Banks in Indonesia." In Proceedings of the International Conference on Banking, Accounting, Management, and Economics (ICOBAME 2018). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/icobame-18.2019.7.

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Titko, Jelena. "Bank Soundness in the Latvian Banking Market." In Contemporary Issues in Business, Management and Education. VGTU Technika, 2015. http://dx.doi.org/10.3846/cibme.2015.07.

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Bank soundness is crucially important for the stability of the whole financial system. The goal of the paper is to reveal the contributing factors to bank soundness in the Latvian banking market. Multifactor regression analysis was applied as a core research method. Bank soundness was proxied by Risk index calculated for Latvian banks. Profitability, liquidity and asset quality ratios of individual banks extracted from BankScope data warehouse were used as explanatory variables. Research period covers 2007–2014. The regression model was created, based on financials of Latvian banks as for 2013. The reliability of the model was tested, using the financials from 2014 reports.
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Nocoń, Aleksandra, and Irena Pyka. "EFFECTIVENESS OF RISK CAPITAL (OWN FUNDS) IN THE POLISH BANKING SECTOR IN THE YEARS OF 2002–2016." In Business and Management 2018. VGTU Technika, 2018. http://dx.doi.org/10.3846/bm.2018.02.

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The analysis of effectiveness of risk capital in the Polish banking sector have become the main aim of the study. In the article, statistical and econometric methods were used, based on a linear regres-sion model of net profit in relation to the value of own funds of the banking sector in Poland in the years of 2002–2016. Next, through the quartile method, there were estimated the relations between effectiveness and a level of risk capital of the largest banks in Poland. Conducted research were aimed to verify the research hypothesis stating that in the Polish banking sector there is a positive cor-relation between net profit and banks’ own funds, which constitute an essential component of bank risk capital.
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Žigienė, Gerda, and Mantas Valukonis. "NII FORECASTING MODEL FOR LOCAL BALTIC BANKS IRRBB MANAGEMENT." In 12th International Scientific Conference „Business and Management 2022“. Vilnius Gediminas Technical University, 2022. http://dx.doi.org/10.3846/bm.2022.844.

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This paper contributes to the existent literature and the current discussions on regulatory changes towards bank exposure to interest rate risk in the banking book (IRRBB) aiming to provide the model on the computation of earning based gap analysis under unconditional cash flow for the European Bank Authority’s (EBA’s) category 4 banks (i. e. small non-complex domestic financial institutions). The problem, discussed in this paper, arises because the Final Standards issued by the Basel Committee on Banking Supervision do not determine the level of sophistication of the IRRBB measurement techniques. There are different explanations of consultants, some surveys, and recommendations, but no suggestions on the particular modeling towards regulation in IRRBB have been found. Another issue addressed here is the uneven capacity of creating risk assessment models of large international and small domestic financial insti-tutions due to the difference in human resources. We first discuss recent changes of regulation on interest rates in the banking book and the background of these changes. We then develop a methodology of the model for assessment of earning-based gap analysis under unconditional cash flows for the 4th category of banks (small, local banks). In addi-tion, the model with one of the Baltic domestic commercial bank’s simulated data is tested.
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Toshtemirovich Mamadiyarov, Zokir. "Risk Management in the Remote Provision of Banking Services in the Conditions of Digital Transformation of Banks." In ICFNDS 2021: The 5th International Conference on Future Networks & Distributed Systems. New York, NY, USA: ACM, 2021. http://dx.doi.org/10.1145/3508072.3508119.

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Martinčević, Ivana, Vesna Sesar, and Vjekoslav Kolar. "Risk management in the function of increase quality of banking operations." In Kvaliteta-jučer, danas, sutra (Quality-yesterday, today, tomorrow), edited by Miroslav Drljača. Croatian Quality Managers Society, 2021. http://dx.doi.org/10.52730/zgke9767.

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Abstract: Risk management is an indispensable part of the financial market and banking sector and consists of the identification of various forms of risk to which banking operations are exposed. Accelerated and constant market development, globalization and internationalization of the market and new technologies bring new challenges but also risks. Risk management in today's dynamic environment brings with it numerous obstacles but also poses new challenges and opportunities for companies, which implies the establishment of appropriate corporate management and risk culture. Through an adequate and appropriate risk management system tasks and responsibilities of the supervisory and management body and senior management, the system of internal controls, control functions, organizational chart and tasks of individual organizational parts and functions are defined. The banking sector and banking operations are exposed to many risks where several risks occur simultaneously, there is no risk that is only one or placement that carries only one risk, while an additional problem that the bank faces is the quantification of risk. Identifying, measuring, assessing, managing, monitoring and reporting on risks implies defining a risk management strategy which defines the basic guidelines for medium-term risk assumption and the development of risk management and control systems. The risk management strategy is aimed at defining a set of basic standards for sustainable and effective management and control of all identified risks to which the bank is or could be exposed in its operations, taking into account the quality of implementation and compliance with business plans and objectives. The aim of this paper is to present the potential risks that arise in regular banking operations and to show banks risk management system in order to increase the quality of bank operations. Sažetak: Upravljanje rizicima neizostavan je dio financijskog tržišta odnosno bankarskog sektora, a sastoji se od identifikacije različitih oblika rizika kojim je izloženo bankarsko poslovanje. Ubrzani i konstantni razvoj tržišta, globalizacija i internacionalizacija tržišta, nove tehnologije sa sobom nose nove izazove ali rizike. Upravljanje rizicima u današnjem dinamičnom okruženju nosi sa sobom brojne prepreke ali i stavlja pred poduzeća nove izazove i prilike što podrazumijeva uspostavu odgovarajućeg korporativnog upravljanja i kulture rizika. Upravo kroz adekvatan i odgovarajući sustav upravljanja rizicima definiraju se uloge, zadaci i odgovornost nadzornog i upravljačkog tijela i višeg rukovodstva, sustav unutarnjih kontrola, kontrolne funkcije, organizacijska shema i poslovi pojedinih organizacijskih dijelova i funkcija. Bankarski sektor i bankarsko poslovanje izloženo je mnogobrojnim rizicima gdje se nekoliko rizika javlja istovremeno, ne postoji rizik koji je samo jedan ili plasman koji sa sobom nosi samo jedan rizik dok je dodatni problem s kojim se banka susreće kvantifikacija rizika. Utvrđivanje, mjerenje, procjenjivanje, ovladavanje, praćenje i izvještavanje o rizicima podrazumijeva definiranje strategije upravljanja rizicima kojom se definiraju osnovne smjernice za srednjoročno preuzimanje rizika te razvoj sustava upravljanja i kontrole rizicika. Strategije upravljanja rizicima usmjerena je na definiranje skupa osnovnih standarda za održivo i učinkovito upravljanje i kontrolu svih identificiranih rizika kojima banka je ili bi mogla biti izložena u svojem poslovanju, vodeći računa o kvaliteti primjene i usklađenosti istih s poslovnim planovima i ciljevima organizacije. Cilj ovog rada je izložiti potencijalne rizike koji se javljaju u redovnom bankarskom poslovanju i prikazati načine na koje se banka nosi s njima, odnosno upravljanja rizicima u funkciji povećanja kvalitete poslovanja.
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Mihalech, Patrik. "Modelling of Non-Maturing Liabilities in Survival Period for Liquidity Risk Management Purposes." In Fifth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/itema.2021.73.

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Correct assessment of banking risks is essential for a healthy bank­ing system and the development of economy. This paper focuses on liquidity risk management, more specifically on modelling of non-maturing liabilities. Liquidity risk emerges as a consequence of uncertainty in terms of future cash inflows and outflows. Due to the fact, that result of a liquidity crisis is not only loss, but directly bankruptcy of financial institutions, liquidity risk belongs among major banking risks. This paper aims to project future cash outflows emerging from corporate deposit accounts without contractual maturity with a focus on stress outflows, in case of crisis. Bootstrap simulation tech­niques are introduced and performed on anonymized historical time series of cumulative corporate balances of Slovak commercial banks. Stress scenario based on analysis is proposed as entry to the calculation of broader liquidity Survival period indicator.
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Ganiev, R. G., and N. D. Tovmasyan. "Intelligent Risk Assessment of Banking Services in the Transition to a Digital Economy Using the Example of Banks in Tajikistan." In 2nd International Scientific and Practical Conference “Modern Management Trends and the Digital Economy: from Regional Development to Global Economic Growth” (MTDE 2020). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200502.194.

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DIMITROVA-DOBREVA, DESISLAVA, and SLAVENA STOYANOVA. "DISCLOSURE OF THE RISKS TAKEN BY THE BANKS ON THE EXAMPLE OF COMMERCIAL BANK D AD." In INTERNATIONAL SCIENTIFIC CONFERENCE MATHTECH 2022. Konstantin Preslavsky University Press, 2022. http://dx.doi.org/10.46687/lmfl9871.

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The nature of banking involves managing multiple risks. The overall framework of the bank's methods, organizational structure and processes is defined in the risk and risk management policy strategy, developed in accordance with local regulatory requirements, the BNB's risk management guidelines and the European Banking Authority. The pandemic and high levels of uncertainty over the macroeconomic outlook are the dominant forces that have identified risks to supervised institutions over the past two years. Disclosure of risks taken by banks aims to raise awareness of customers, counterparties and investors about the risks taken, as well as to present methods for their assessment and management.
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Reports on the topic "Banks and banking – Risk management – Australia"

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Gutiérrez, José E., and Luis Fernández Lafuerza. Credit line runs and bank risk management: evidence from the disclosure of stress test results. Madrid: Banco de España, December 2022. http://dx.doi.org/10.53479/25006.

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As noted in recent literature, firms can run on credit lines due to fear of future credit restrictions. We exploit the 2011 stress test supervised by the European Banking Authority (EBA) and the Spanish Central Credit Register to explore: 1) the occurrence and magnitude of these runs after the release of negative stress test results; and 2) banks’ behaviour before and after the release of this information. We find that, following the release of the results, firms drew down approximately 10 pp more available funds from lines granted by banks that had a worse performance in the stress test. Moreover, before the release date, poorer performing banks were more likely to reduce the size of credit lines, while those with more significant balances of undrawn credit lines were more likely to cut term lending.
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Gutiérrez, José E., and Luis Fernández Lafuerza. Credit line runs and bank risk management: evidence from the disclosure of stress test results. Madrid: Banco de España, January 2023. http://dx.doi.org/10.53479/24998.

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As noted in recent literature, firms can run on credit lines due to fear of future credit restrictions. We exploit the 2011 stress test supervised by the European Banking Authority (EBA) and the Spanish Central Credit Register to explore: 1) the occurrence and magnitude of these runs after the release of negative stress test results; and 2) banks’ behaviour before and after the release of this information. We find that, following the release of the results, firms drew down approximately 10 pp more available funds from lines granted by banks that had a worse performance in the stress test. Moreover, before the release date, poorer performing banks were more likely to reduce the size of credit lines, while those with more significant balances of undrawn credit lines were more likely to cut term lending.
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