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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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481115 · May 202019922001200920172026
48 results for Bangladesh banking

The study compares profitability of conventional and Islamic banks in Bangladesh.

problem Evaluating profitability of commercial banks in Bangladesh.
method Examined bank-specific, industry-specific, and banking system factors on profitability.
result Islamic banks consistently outperform conventional banks in profitability.

Bangladesh's banking sector improved through financial reforms, but challenges remain.

problem Weak asset quality, inadequate provisioning, and negative capitalization of state-owned banks.
method Two phases of reforms: private ownership promotion and gradual deregulation.
result Significant improvements in asset quality and capitalization, but challenges persist.

Study analyzes factors affecting capital adequacy in Bangladesh's banks.

problem Factors influencing capital adequacy in commercial banks in Bangladesh.
method Fixed Effect, Random Effect, and Pooled Ordinary Least Square (POLS) methods.
result Several independent variables significantly affect capital adequacy, with specific relationships between leverage, liquidity risk, and other factors.

Study assesses the impact of Basel III reforms on Bangladeshi banks.

problem Impact of Basel III liquidity and capital requirements on Bangladeshi banks.
method Panel data analysis with fixed effects, including macroeconomic variables.
result Higher capital and liquidity requirements negatively affect banks' profitability but positively impact interest rates and private sector lending.

Study compares Islamic banks' accounting and market performance.

problem Assessing the relationship between Islamic banks' accounting and market performance.
method Selected six Islamic banks, collected data from 2009-2013, used random-effect models.
result Superior accounting performance does not correlate with superior market performance.

Study compares three performance metrics of Bangladeshi banks.

problem Comparing different performance metrics of commercial banks.
method Empirical framework using MPI, ROA, TSR over 2011-2015.
result Productivity growth was recorded, but profitability and stock performance were negative.

Transformer model predicts stock prices in Bangladesh's stock market.

problem Predicting volatile stock prices in the Bangladesh stock market.
method Transformer model applied to time series data for stock price prediction.
result Transformer model shows promising results in predicting stock price movements.

Study assesses environmental management accounting practices in Bangladesh.

problem Low environmental management accounting practices in Bangladeshi manufacturing companies.
method Developed a compliance checklist and evaluated practices using binary scoring.
result Environmental management accounting practices are poor in Bangladeshi manufacturing companies.

Study finds WACC negatively impacts firm profitability in Bangladesh's food industry.

problem Determining the impact of Weighted Average Cost of Capital (WACC) on firm profitability.
method Fixed Effects Panel Regression Model using 12 food and allied industry companies from 2005-2019.
result WACC negatively correlates with firm profitability (ROA), significant relationship.

The July Revolution in Bangladesh was fueled by state violence, which paradoxically strengthened the movement.

problem Understanding how state repression can paradoxically lead to increased mobilization during civil resistance.
method Mixed-methods approach combining qualitative narrative and quantitative analysis using machine learning and statistical modeling.
result The July Revolution was driven by a contingent, non-linear backfire effect triggered by specific catalytic moral shocks and accelerated by the viral reaction to state brutality.

In a densely populated city like Dhaka (Bangladesh), a growing number of high-rise buildings is an inevitable reality. However, they pose mental health risks for citizens in terms of detachment from natural light, sky view, greenery, and environmental landscapes. The housing economy and rent structure in different area…

2018-12-10abs ↗pdf ↗

Inspired by recent ideas on how the analysis of complex financial risks can benefit from analogies with independent research areas, we propose an unorthodox framework for mapping microfinance credit risk---a major obstacle to the sustainability of lenders outreaching to the poor. Specifically, using the elements of net…

2015-04-22abs ↗pdf ↗

Browsing and finding relevant information for Bangladeshi laws is a challenge faced by all law students and researchers in Bangladesh, and by citizens who want to learn about any legal procedure. Some law archives in Bangladesh are digitized, but lack proper tools to organize the data meaningfully. We present a text vi…

2017-11-14abs ↗pdf ↗

Study explores factors influencing saving behavior among Dhaka employees.

problem Factors influencing saving behavior among Dhaka employees.
method Quantitative approach with cross-sectional survey design, structured questionnaire, descriptive statistics, reliability analysis, regression analysis.
result Only financial management practices had a significant positive relationship with saving behavior.

Study examines cash conversion cycle in manufacturing firms, finding negative relationships with profitability and size.

problem Understanding cash conversion cycle in manufacturing firms and its impact on profitability and size.
method Empirical study of 30 manufacturing firms in Dhaka Stock Exchanges, categorizing them into six industries, analyzing industry averages and relationships with size and profitability.
result Negative relationship between cash conversion cycle and profitability, especially ROE; negative relationship with firm size in terms of net sales.

An asset network systemic risk (ANWSER) model is presented to investigate the impact of how shadow banks are intermingled in a financial system on the severity of financial contagion. Particularly, the focus of this study is the impact of the following three representative topologies of an interbank loan network betwee…

2014-09-30abs ↗pdf ↗

Study on electronic banking satisfaction in Nigeria.

problem Limited research on factors enhancing end users' satisfaction in electronic banking.
method Empirical analysis of factors influencing electronic banking user satisfaction.
result Factors influencing electronic banking user satisfaction and their relationship with satisfaction.

Study analyzes profitability and efficiency of Chinese banks, finding state-owned banks superior.

problem Analyzing efficiency and profitability of Chinese banks over time.
method Used Data envelopment analysis (Super-SBM-UND-VRS based DEA) model considering non-performing loans as undesired output.
result State-owned banks and Rural/City Commercial Banks have better profitability super-efficiency than Joint-stock Banks.

The European sovereign debt crisis has impaired many European banks. The distress on the European banks may transmit worldwide, and result in a large-scale knock-on default of financial institutions. This study presents a computer simulation model to analyze the risk of insolvency of banks and defaults in a bank credit…

2012-04-25abs ↗pdf ↗

We report a study of a stylized banking cascade model investigating systemic risk caused by counter party failure using liabilities and assets to define banks' balance sheet. In our stylized system, banks can be in two states: normally operating or distressed and the state of a bank changes from normally operating to d…

2014-02-15abs ↗pdf ↗

This study uses high-frequency data to identify early warning signals for bank crises.

problem Identifying early warning signals for impending bank crises.
method Constructing multiple recurrence networks (MRNs) based on high-frequency stock returns to monitor nonlinear dynamics.
result Key indicators of MRNs, particularly average mutual information, provide valuable insights into periods of extreme volatility.

Analysis finds no evidence of banks managing deposit run risk prior to 2023 Regional Banking Crisis.

problem Determining factors for deposit run risk management before a regional banking crisis.
method Cross-sectional analysis of interest rate and equity use by banks.
result No evidence of banks managing deposit run risk via their balance sheet.

Study examines factors influencing lending to SMEs by Kenyan banks.

problem Lack of creditworthiness makes SMEs difficult to finance by banks.
method Descriptive research design, census of 43 banks, secondary data analysis.
result Bank size and liquidity significantly influence lending to SMEs, while credit risk and interest rates do not.

Research examines how Islamic banking principles spread among managers and scholars.

problem Diffusion of Islamic banking principles among managers and scholars.
method Literature review focusing on knowledge diffusion and Islamic banking governance principles.
result Emergence of common Islamic banking governance principles from diverse knowledge streams.

Modeling financial contagion through bank networks, revealing solvency correlations.

problem Understanding how financial shocks propagate through interconnected banks.
method Simulated financial network of 100 banks, randomly generated with varying link probabilities, and shocks applied to 15 banks.
result Ranges of probability values and banks' solvency are positively correlated.

We analyze the influence and interactions of 60 largest world banks for 195 world countries using the reduced Google matrix algorithm for the English Wikipedia network with 5 416 537 articles. While the top asset rank positions are taken by the banks of China, with China Industrial and Commercial Bank of China at the f…

2019-02-21abs ↗pdf ↗

In the wake of the still ongoing global financial crisis, bank interdependencies have come into focus in trying to assess linkages among banks and systemic risk. To date, such analysis has largely been based on numerical data. By contrast, this study attempts to gain further insight into bank interconnections by tappin…

2014-06-30abs ↗pdf ↗

The paper discusses fairness in bank stress tests, comparing various methods to address institutional differences.

problem Fair aggregation of bank-specific stress test models into a common model.
method Comparing various notions of regression fairness, including estimating and discarding centered bank fixed effects.
result The method of estimating and discarding centered bank fixed effects is preferable for linear models, improving forecast accuracy and equal treatment.

Oil prices affect Russian banks' stability, with negative impacts from decreases.

problem The impact of international oil prices on Russian public banks' financial stability.
method Data from 17 Russian public banks (2008-2016), Pool Mean Group (PMG) estimator.
result An increase in international oil prices and price to book value ratio positively affects Russian public banks' stability in the long run, while negative shocks have the opposite effect.

Based on an empirical analysis of the network structure of the Austrian inter-bank market, we study the flow of funds through the banking network following exogenous shocks to the system. These shocks are implemented by stochastic changes in variables like interest rates, exchange rates, etc. We demonstrate that the sy…

2004-03-05abs ↗pdf ↗

The paper models systemic risk in European and U.S. banks using factor copulas.

problem Modeling the joint and conditional distress probabilities of banks across Europe and the U.S.
method Employing Credit Default Swaps (CDS) and factor copulas, the paper proposes multi-factor, structured factor, and factor-vine models.
result Systematic contagion channel drives distress probabilities in the banking system as a whole, while regional factors are important within each region.

Study evaluates sustainability of European banks using a new model.

problem Lack of a framework to evaluate sustainability of banking business models.
method Delphi-Analytic Hierarchy Process method to develop and assess the model.
result Norwegian and German banks have higher sustainability of their business models.

We consider the problem of governing systemic risk in a banking system model. The banking system model consists in an initial value problem for a system of stochastic differential equations whose dependent variables are the log-monetary reserves of the banks as functions of time. The banking system model considered gen…

2018-12-17abs ↗pdf ↗

We propose a simple model of inter-bank borrowing and lending where the evolution of the log-monetary reserves of NN banks is described by a system of diffusion processes coupled through their drifts in such a way that stability of the system depends on the rate of inter-bank borrowing and lending. Systemic risk is ch…

2013-08-09abs ↗pdf ↗

This paper investigates two mechanisms of financial contagion that are, firstly, the correlated exposure of banks to the same source of risk, and secondly the direct exposure of banks in the interbank market. It will consider a random network of banks which are connected through the inter-bank market and will discuss t…

2016-03-13abs ↗pdf ↗

AI enhances bank credit risk management through deep learning and data analysis.

problem Inaccurate credit decisions and potential risks in bank credit risk management.
method Innovative application of AI technology, including deep learning and big data analysis.
result AI provides more accurate and comprehensive credit decision support, reducing risks and losses.