Assessing Financial Stability: Exploring the Boundaries of Analysis

Fell, John; Schinasi, Garry J.

doi:10.1177/002795010519200110

Cited by 37 publications

(17 citation statements)

References 27 publications

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“…We find a negative relationship between banks stability and efficiency. The association is consistent with the study of Fell and Schinasi (2005) who allude to the fact that greater efficiency might be accompanied by higher levels of asset market volatility and of propensity to financial stress. The study is an investigation of the factors affecting bank's stability in Latvia.…”

Section: Resultssupporting

confidence: 90%

Bank Stability: The Case of Nordic and Non-Nordic Banks in Latvia

Rupeika-Apoga¹,

Zaidi²,

Thalassinos³

et al. 2018

IJEBA

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The banking industry is facing huge challenges due to technology-enabled innovation, to changes in customer preferences, to bank de-risking and to new regulatory initiatives. To go through all these changes, banks need to be stable. The present study contributes to the empirical literature by identifying the determinants of stability of banks in the Latvian Banking Industry. This study covers both bank-specific (endogenous) factors and macroeconomic (exogenous) factors that impact the stability of banks. The data set used in this study is the annual financial statements of Latvian banks operated in the period 2003-2016. Using multivariate regression analysis techniques, we found evidence that credit risk and efficiency ratio have a significant negative impact on banks' stability, whereas size of the bank, liquidity ratio, profitability, inflation and GDP growth have significant positive impact on bank's stability. We made comparison of bank-specific variables performance for Nordicowned and non-Nordic-owned banks. Credit and liquidity risks, as well as efficiency ratio for Nordic-owned banks during the research period were higher, whereas size of the banks and profitability were better. Comparing measurement results of stability of banks, we received that Nordic-owned banks performance between 2003 to 2016 was better than non-Nordic-owned banks performance.

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Section: Resultssupporting

confidence: 90%

Bank Stability: The Case of Nordic and Non-Nordic Banks in Latvia

Rupeika-Apoga¹,

Zaidi²,

Thalassinos³

et al. 2018

IJEBA

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“…First, it will lead to the creation of new supernatural regulatory bodies and committees which will have as a major task the coordination of the national regulatory committees and the harmonization of the rules and acts of the national regulatory bodies (see de Larosiere Group, 2009;Turner, 2009;BIS, 2010;Goodhart, 2010). The second direction of this approach focuses on the development of new 1 See also Bank for International Settlements (1988Settlements ( , 1999aSettlements ( ,b,c, 2001 tools and monitoring and analysis techniques of the stability of global financial system (see Fell and Schinasi (2005); Hanschel and Monnin (2005); Gedanecz &Kausnik, 2009 andIMF, 2009).…”

Section: Introductionmentioning

confidence: 99%

Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets

Diamandis

Drakos

Κουρέτας

et al. 2011

International Review of Financial Analysis

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“…Financial stability is difficult to define, let alone measure, due to the complex interdependence of different elements within the financial system as well as with the real economy. 3 Fell and Schinasi (2005), among others, detail the measurement challenges related to assessing financial stability. There are a number of examples of such aggregated indices.…”

Section: Review Of Approaches To Monitoring Financial Stability Amentioning

confidence: 99%

Can You Map Global Financial Stability?

Puig

Miyajima²,

McCaughrin³

et al. 2010

IMF Working Papers

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This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate. The Global Financial Stability Map was developed as a tool to interpret the risks and conditions that impact financial stability in a graphical manner. It complements other existing tools for assessing financial stability, and seeks to overcome some of the drawbacks of earlier approaches. This paper provides the motivation for the tool, a detailed discussion of its construction, including the choice of risk factors and conditions, a description of the underlying indicators, and a discussion on how the final assessment is determined. When applied to past events of financial instability, the Global Financial Stability Map performs reasonably well in signaling risks to stability, as well as in characterizing the depth of crisis episodes.

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Assessing Financial Stability: Exploring the Boundaries of Analysis

Cited by 37 publications

References 27 publications

Bank Stability: The Case of Nordic and Non-Nordic Banks in Latvia

Bank Stability: The Case of Nordic and Non-Nordic Banks in Latvia

Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets

Can You Map Global Financial Stability?

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