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Determinants of Bank Risk Taking in Sub-Saharan African Countries.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Determinants of Bank Risk Taking in Sub-Saharan African Countries./
Author:	Kasali, Rafiu Kayode.
Description:	1 online resource (270 pages)
Notes:	Source: Dissertations Abstracts International, Volume: 84-02, Section: A.
Contained By:	Dissertations Abstracts International84-02A.
Subject:	Sub Saharan Africa studies. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=29391187click for full text (PQDT)
ISBN:	9798841778370

Determinants of Bank Risk Taking in Sub-Saharan African Countries.
Kasali, Rafiu Kayode.

Determinants of Bank Risk Taking in Sub-Saharan African Countries. - 1 online resource (270 pages)

Source: Dissertations Abstracts International, Volume: 84-02, Section: A.

Thesis (Ph.D.)--Kwara State University (Nigeria), 2022.

Includes bibliographical references

The consequences of excessive risk taking by banks plagued the global economy resulting into episodes of bank failures and distortions to the entire financial system. The resulting financial crisis provoked the thought of policy-makers, bank regulators and academics on the pathways to excessive risk taking. This study investigated the determinants of bank risk taking in selected Sub-Saharan African (SSA) countries. The specific objectives of the study were to: (i) determine the effects of bank regulation on bank risk taking in selected SSA countries; (ii) evaluate the effects of bank specific factors on bank risk taking in selected SSA countries; (iii) investigate the impact of institutional factors on bank risk taking in selected SSA countries; (iv) examine the effects of inflation and gross domestic product (GDP) growth on bank risk taking in selected SSA countries and; (v) determine what specific factors affect bank risk taking in pre-crisis and post-crisis of the 2007/2009 global financial crisis. The study employed ex-post facto research design and covers Sub-Saharan African (SSA) countries. Annual secondary data of sampled banks were obtained from selected SSA stock exchanges, annual reports and accounts of the selected banks, World Bank's development indicators (WDI) and world governance indicators (WGI) from 1997 to 2019.The study was anchored on Prospect Theory and Stewardship Theory. Panel Autoregressive Distributed Lag (PARDL) and Generalised Method of Moments (GMM) models were employed to capture its five specific objectives. The findings of the study were:Capital adequacy had positive and significant effects on bank risk taking {(default risk (γ1)=0.244; portfolio risk (γ1)=0.243; leverage risk (γ1)=0.336;composite risk (γ1)=0.516 at p < 0.05 respectively)} while loan loss provision had negative and significant effect on bank risk taking{(default risk (γ2)=-0.203; portfolio risk (γ2)=-0.568 at p < 0.05 and leverage risk (γ2)=-0.140 at p < 0.1 respectively)}Bank size had positive and significant effect on bank risk taking {(default risk (α1)=1.031; portfolio risk (α1)= 0.139; leverage risk (α1)= 0.139; composite risk (α1)= 0.104 at p < 0.05 respectively)}; net interest margin had a positive and significant effect on bank risk taking {(default risk (α2)=0.239 at p < 0.1 and portfolio risk (α2)=0.118; leverage risk (α2)=0.071 at p=0.1 respectively)}.Funding structure (FUNDRISK) had a positive and significant effect on bank risk taking but the relationship between funding structure and composite risk is negative{(default risk (α4)= 0.233 at p < 0.1;leverage risk (α4)= 0.105 and composite risk (α4)= -0.316 at p < 0.05)} Political stability and regulatory quality(∂1=-0.050, ∂2= -0.096 at p-value=0.043,vp-value=0.002 respectively) have negative and significantly effect on bank risk taking though the relationship between political stability and composite risk is positive =(∂2=0.053 at p-value=0.000) GDP growth negatively affected bank risk taking while inflation positively affect bank risk taking in the short-run (φ1=-0.188, φ2=0.053 at p-value=0.006, p-value=0.001)The study concluded that the determinants of bank risk taking were multifaceted. Based on the findings, the study recommended that bank regulators and practitioners in Kenya, Nigeria and South Africa should resist the temptation of using one-size-fit-all strategies for containing excessive bank risk taking.

Electronic reproduction.
Ann Arbor, Mich. :
ProQuest,
2023

Mode of access: World Wide Web

ISBN: 9798841778370Subjects--Topical Terms:

3172272
Sub Saharan Africa studies.
Subjects--Index Terms:

Bank regulationIndex Terms--Genre/Form:

542853
Electronic books.

Determinants of Bank Risk Taking in Sub-Saharan African Countries.
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500 $a Source: Dissertations Abstracts International, Volume: 84-02, Section: A.
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502 $a Thesis (Ph.D.)--Kwara State University (Nigeria), 2022.
504 $a Includes bibliographical references
520 $a The consequences of excessive risk taking by banks plagued the global economy resulting into episodes of bank failures and distortions to the entire financial system. The resulting financial crisis provoked the thought of policy-makers, bank regulators and academics on the pathways to excessive risk taking. This study investigated the determinants of bank risk taking in selected Sub-Saharan African (SSA) countries. The specific objectives of the study were to: (i) determine the effects of bank regulation on bank risk taking in selected SSA countries; (ii) evaluate the effects of bank specific factors on bank risk taking in selected SSA countries; (iii) investigate the impact of institutional factors on bank risk taking in selected SSA countries; (iv) examine the effects of inflation and gross domestic product (GDP) growth on bank risk taking in selected SSA countries and; (v) determine what specific factors affect bank risk taking in pre-crisis and post-crisis of the 2007/2009 global financial crisis. The study employed ex-post facto research design and covers Sub-Saharan African (SSA) countries. Annual secondary data of sampled banks were obtained from selected SSA stock exchanges, annual reports and accounts of the selected banks, World Bank's development indicators (WDI) and world governance indicators (WGI) from 1997 to 2019.The study was anchored on Prospect Theory and Stewardship Theory. Panel Autoregressive Distributed Lag (PARDL) and Generalised Method of Moments (GMM) models were employed to capture its five specific objectives. The findings of the study were:Capital adequacy had positive and significant effects on bank risk taking {(default risk (γ1)=0.244; portfolio risk (γ1)=0.243; leverage risk (γ1)=0.336;composite risk (γ1)=0.516 at p < 0.05 respectively)} while loan loss provision had negative and significant effect on bank risk taking{(default risk (γ2)=-0.203; portfolio risk (γ2)=-0.568 at p < 0.05 and leverage risk (γ2)=-0.140 at p < 0.1 respectively)}Bank size had positive and significant effect on bank risk taking {(default risk (α1)=1.031; portfolio risk (α1)= 0.139; leverage risk (α1)= 0.139; composite risk (α1)= 0.104 at p < 0.05 respectively)}; net interest margin had a positive and significant effect on bank risk taking {(default risk (α2)=0.239 at p < 0.1 and portfolio risk (α2)=0.118; leverage risk (α2)=0.071 at p=0.1 respectively)}.Funding structure (FUNDRISK) had a positive and significant effect on bank risk taking but the relationship between funding structure and composite risk is negative{(default risk (α4)= 0.233 at p < 0.1;leverage risk (α4)= 0.105 and composite risk (α4)= -0.316 at p < 0.05)} Political stability and regulatory quality(∂1=-0.050, ∂2= -0.096 at p-value=0.043,vp-value=0.002 respectively) have negative and significantly effect on bank risk taking though the relationship between political stability and composite risk is positive =(∂2=0.053 at p-value=0.000) GDP growth negatively affected bank risk taking while inflation positively affect bank risk taking in the short-run (φ1=-0.188, φ2=0.053 at p-value=0.006, p-value=0.001)The study concluded that the determinants of bank risk taking were multifaceted. Based on the findings, the study recommended that bank regulators and practitioners in Kenya, Nigeria and South Africa should resist the temptation of using one-size-fit-all strategies for containing excessive bank risk taking.
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653 $a Funding structure
653 $a Political stability
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