Macro-financial analysis of value-at-risk from banking stocks in an Indian scenario

Baral, Riyanka; Naik, Sankalp; Patnaik, Debasis

doi:10.1504/ijbcrm.2021.119945

Cited by 1 publication

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“…Several studies use different measurements for bank risk-taking; value-at-risk (VaR) and expected shortfall are two examples of tail risk metrics used to assess losses in the event of extreme market risk [78][79][80][81][82][83]. The risk associated with stock price volatility is another popular metric [84][85][86][87][88][89][90][91][92].…”

Section: Literature Reviewmentioning

confidence: 99%

Bank Risk Literature (1978–2022): A Bibliometric Analysis and Research Front Mapping

Marie

Abdelwahed

et al. 2023

Sustainability

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This study maps the conceptual structure of the body of knowledge concerning bank risk to understand this research strand better. A bibliometric analysis including 671 publications from January 1978 to October 2022 was conducted to achieve the aim of the study. The analysis of descriptive indicators identifies the main traits of scholars debating bank risk in terms of the annual production of publications; most productive authors, countries, affiliations, and journals; and most cited articles in the dataset. This study performs a co-word analysis by adopting social network analysis tools to analyze the conceptual structure of the dataset. The results highlight growing academic interest in bank risk research topics, especially following the global financial crisis. The bibliometric analysis reveals three main topics concerning the consideration of bank risk: (1) the adoption of risk management and bank risk, (2) the use of bank risk during the financial crisis, and (3) the interrelations between corporate governance and bank risk.

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