Determinants of Banks' Profitability and its Implication on Risk Management Practices: Panel Evidence from the UK in the Period 1999-2006

This study investigates the impact bank's specific factors and macroeconomic factors on bank's profitability, which is measured by return on average assets (ROAA) in the UK banking industry over the period 1999-2006 with aim to indicate the strengthen of risk management in banks. The resul...

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Main Author: Li, Yuqi
Format: Dissertation (University of Nottingham only)
Language:English
English
Published: 2007
Subjects:
Online Access:https://eprints.nottingham.ac.uk/21374/
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author Li, Yuqi
author_facet Li, Yuqi
author_sort Li, Yuqi
building Nottingham Research Data Repository
collection Online Access
description This study investigates the impact bank's specific factors and macroeconomic factors on bank's profitability, which is measured by return on average assets (ROAA) in the UK banking industry over the period 1999-2006 with aim to indicate the strengthen of risk management in banks. The results show that the impact of loan loss reserves has a negative impact on profit and statistically significant. This implies that higher credit risks result in lower profits. The result for liquidity is mixed and not significant, indicates that conclusion about the impact of liquidity remains questionable and further research is needed. Capital strength was one of the main determinants of UK banks performance providing support to the argument that well capitalized banks face lower costs of going bankrupt, which reduces their cost of funding. Finally, we observe macroeconomic variables, that inflation, interest rate and GDPGR have insignificant impact on performance. The prove of the importance of internal factors provide further implication on the strength of risk management practice in banks.
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institution University of Nottingham Malaysia Campus
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language English
English
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publishDate 2007
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spelling nottingham-213742022-03-21T16:04:01Z https://eprints.nottingham.ac.uk/21374/ Determinants of Banks' Profitability and its Implication on Risk Management Practices: Panel Evidence from the UK in the Period 1999-2006 Li, Yuqi This study investigates the impact bank's specific factors and macroeconomic factors on bank's profitability, which is measured by return on average assets (ROAA) in the UK banking industry over the period 1999-2006 with aim to indicate the strengthen of risk management in banks. The results show that the impact of loan loss reserves has a negative impact on profit and statistically significant. This implies that higher credit risks result in lower profits. The result for liquidity is mixed and not significant, indicates that conclusion about the impact of liquidity remains questionable and further research is needed. Capital strength was one of the main determinants of UK banks performance providing support to the argument that well capitalized banks face lower costs of going bankrupt, which reduces their cost of funding. Finally, we observe macroeconomic variables, that inflation, interest rate and GDPGR have insignificant impact on performance. The prove of the importance of internal factors provide further implication on the strength of risk management practice in banks. 2007 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/21374/1/07MAYuqiLi.pdf application/pdf en https://eprints.nottingham.ac.uk/21374/2/07MAYuqiLi.pdf Li, Yuqi (2007) Determinants of Banks' Profitability and its Implication on Risk Management Practices: Panel Evidence from the UK in the Period 1999-2006. [Dissertation (University of Nottingham only)] (Unpublished) Risk Management Bank Profitability
spellingShingle Risk Management
Bank Profitability
Li, Yuqi
Determinants of Banks' Profitability and its Implication on Risk Management Practices: Panel Evidence from the UK in the Period 1999-2006
title Determinants of Banks' Profitability and its Implication on Risk Management Practices: Panel Evidence from the UK in the Period 1999-2006
title_full Determinants of Banks' Profitability and its Implication on Risk Management Practices: Panel Evidence from the UK in the Period 1999-2006
title_fullStr Determinants of Banks' Profitability and its Implication on Risk Management Practices: Panel Evidence from the UK in the Period 1999-2006
title_full_unstemmed Determinants of Banks' Profitability and its Implication on Risk Management Practices: Panel Evidence from the UK in the Period 1999-2006
title_short Determinants of Banks' Profitability and its Implication on Risk Management Practices: Panel Evidence from the UK in the Period 1999-2006
title_sort determinants of banks' profitability and its implication on risk management practices: panel evidence from the uk in the period 1999-2006
topic Risk Management
Bank Profitability
url https://eprints.nottingham.ac.uk/21374/