JournalTOCs

International Finance and Banking
Number of Followers: 4

This is an Open Access Journal

Open Access journal
ISSN (Print) 2374-2089
Published by Macrothink Institute

[47 journals]

Identifying Efficiency of Banks’ Performance Using Financial Indicators
in Bangladesh During the COVID-19 Pandemic: Analysis of Slack-Based DEA
Approach
- Authors: Nobinkhor Kundu; Mst. Noiyan Tara, Gazi Mohammed Mahbub
  Abstract: The purpose of this study is to examine slack-based data envelopment analysis (DEA) to determine the efficiency of commercial bank performance in Bangladesh at post-Basel III in the COVID-19 pandemic. The secondary data was gathered from several annual reports of forty-three commercial banks in Bangladesh for the year 2020. This study found that thirteen DMUs indicating that "perfectly efficient" financial ratios. Moreover, six DMUs obtained efficiency scores of 90 percent to 99 percent, and nine DMUs obtained efficiency scores of 80 percent to 89 percent, which indicates that they have a "highly efficient" financial ratio. The bank efficiency score ranges from 60 percent to 79 percent, which indicates that fifteen DMUs have "moderately efficient" financial ratios. Thus, DMU2 is the most efficient, which indicates "perfectly efficient" financial ratios, and DMU6 is the least efficient, which indicates "moderately efficient" financial ratios amongst the selected forty-three commercial banks in Bangladesh.
  PubDate: Fri, 08 Dec 2023 18:41:41 -080
The Analysis of Residential Property Price Bubble and Sharia Bank
Financing Using MIDAS Regression Model
- Authors: Aula Ahmad Hafid Saiful Fikri; Mustofa Mustofa, Maimun Sholeh, Sri Indah Nikensari
  Abstract: In economic modeling there are constraints in terms of time frequency differences in the data used as input for estimating a model. One real example is when modeling the relationship between the Islamic banking financing (FIN) and the Housing Price Index (HPI), where the frequency of FIN data is monthly and HPI is quarterly. In this study, it has been tried to develop a model which can be used in the forecasting of Residential Property Price Bubble by using MIDAS (mixed data sampling regression) method which allows the series to be used in the same regression equation from different frequency.Considering the AIC and SIC criteria, it was found that the best performing model out of four alternatives was the weighted equation according to the U-Midas method. The research result shows that the MIDAS specification for modeling the relationship between Islamic bank credit and the property price index is MIDAS with the U-Midas function at lag 4. This model is able to explain variations in property price bubbles of 98.8916%, meaning that the model can be used well for forecasting. Performance the resulting forecast is very good, it is shown that the MAPE value is 0. 2141%.
  PubDate: Fri, 08 Dec 2023 18:38:49 -080
Financial Analysis of Eritrean Commercial Bank: CAMEL Model
- Authors: Hosie G. Tewelde; Hewan Kiflemariam, Natnael Aregawi, Surafiel Ghirmay
  Abstract: Research on Eritrean banking system is scant. Hence, this study’s aim is two-fold. To add literature to this scarce body of knowledge and to initiate the CAMEL model in the Eritrean context. The main purpose of this paper is to evaluate the performance of the Commercial Bank of Eritrea (CBER) using CAMEL approach. Data are gathered from consolidated financial statements of CBER. The analysis extends for 15 years starting from 2001 up to 2015 by employing two variables from each CAMEL parameter. Based on the selected CAMEL metrics the empirical analysis depicted a satisfactory result but with significant volatilities. Except for Capital Adequacy which is probably tied to its ownership structure Asset Quality, Management Efficiency, Earnings and Liquidity portrayed reasonable outcomes, nonetheless with frequent head and shoulder trends. These sheds light on the strengths and vulnerabilities of the bank, underlining the need to bolster the concerns of the decision makers to improve and increase its soundness.
  PubDate: Mon, 26 Jun 2023 20:14:37 -070

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