Integration of Financial Risks With non Financial Risks: an Exploratory Study from Pakistani Context

• Autorzy: Syed Alamdar Ali Shah
• Języki publikacji: EN

Abstrakty

EN

This research seeks to put forward a framework, from the perspective of practitioners and policymakers in Pakistan, about Financial and Non-Financial Risks integration and their impact on the Performance of Financial Institutions. We define total bank risk in terms of earnings volatility, which can be broken down into five major classes namey: market, credit, asset/liability, operational, and business. Out of these market, credit and Asset Liability risks are Financial Risks whereas operational and business risks are non-financial. Based on the thematic analysis of unstructured interviews of experts from the banking industry we position five sources of bank risks. We observe that the impact of Financial Risks decrease and Non-Financial Risks increase, along a spectrum from market risk to credit risk, asset/liability risk, operational risk, and business risk. The framework from this study could also be used to quantify total bank risks and contribution from each.(original abstract)

Słowa kluczowe

EN

Financial risk; Risk; Financial integration; Financial institutions

PL

Ryzyko finansowe; Ryzyko; Integracja finansowa; Instytucje finansowe

• Czasopismo: Copernican Journal of Finance & Accounting
• Rocznik: 2019
• Tom: 8
• Numer: nr 2
• Strony: 51--68

Twórcy

autor

Syed Alamdar Ali Shah

• Universitas Airlangga, Jalan Airlangga, Indonesia

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Identyfikatory

DOI

http://dx.doi. org/10.12775/CJFA.2019.008