An Empirical Analysis on Bank Income Structure and Risk : Evidence in ASEAN-5 countries

In the recent decade, non-interest income has grown to be a crucial part of banks’ operating income. Typically, banks are often involved in commission and fee generating activities as well as trading and derivative activities, in their bid to diversify. In general, the industry believes that a highe...

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Main Author: Ong, Beatrix Ai Ying
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2011
Online Access:https://eprints.nottingham.ac.uk/25484/
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author Ong, Beatrix Ai Ying
author_facet Ong, Beatrix Ai Ying
author_sort Ong, Beatrix Ai Ying
building Nottingham Research Data Repository
collection Online Access
description In the recent decade, non-interest income has grown to be a crucial part of banks’ operating income. Typically, banks are often involved in commission and fee generating activities as well as trading and derivative activities, in their bid to diversify. In general, the industry believes that a higher composition of non-interest incomes to operating incomes will not only increase profitability but also serve to reduce banks’ risk. In opposing strand of literature, it is said that the diversification of banks into non-interest incomes proves to increase banks’ risk. The objective of this paper is to examine the relationship between banks’ risk and product diversification, in the changing structure of banks in the ASEAN-5 countries. Based on 121 number of commercial, savings and cooperative banks during the period 2002 to 2010, this study displays that banks expanding into non-interest activities generally do not affect banks’ risk but has an impact in decreasing insolvency risk. However, taking into consideration size effects and splitting non-interest activities into both trading activities and commission and fee activities, it is observed that the decrease in insolvency risk is more strongly correlated with commission and fee income than trading activities. Furthermore, it is gathered that the decrease in insolvency risk is more significant in big banks as compared to small ASEAN-5 banks.
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spelling nottingham-254842018-02-17T18:46:38Z https://eprints.nottingham.ac.uk/25484/ An Empirical Analysis on Bank Income Structure and Risk : Evidence in ASEAN-5 countries Ong, Beatrix Ai Ying In the recent decade, non-interest income has grown to be a crucial part of banks’ operating income. Typically, banks are often involved in commission and fee generating activities as well as trading and derivative activities, in their bid to diversify. In general, the industry believes that a higher composition of non-interest incomes to operating incomes will not only increase profitability but also serve to reduce banks’ risk. In opposing strand of literature, it is said that the diversification of banks into non-interest incomes proves to increase banks’ risk. The objective of this paper is to examine the relationship between banks’ risk and product diversification, in the changing structure of banks in the ASEAN-5 countries. Based on 121 number of commercial, savings and cooperative banks during the period 2002 to 2010, this study displays that banks expanding into non-interest activities generally do not affect banks’ risk but has an impact in decreasing insolvency risk. However, taking into consideration size effects and splitting non-interest activities into both trading activities and commission and fee activities, it is observed that the decrease in insolvency risk is more strongly correlated with commission and fee income than trading activities. Furthermore, it is gathered that the decrease in insolvency risk is more significant in big banks as compared to small ASEAN-5 banks. 2011 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/25484/1/OngBeatrixAiLing.pdf Ong, Beatrix Ai Ying (2011) An Empirical Analysis on Bank Income Structure and Risk : Evidence in ASEAN-5 countries. [Dissertation (University of Nottingham only)] (Unpublished)
spellingShingle Ong, Beatrix Ai Ying
An Empirical Analysis on Bank Income Structure and Risk : Evidence in ASEAN-5 countries
title An Empirical Analysis on Bank Income Structure and Risk : Evidence in ASEAN-5 countries
title_full An Empirical Analysis on Bank Income Structure and Risk : Evidence in ASEAN-5 countries
title_fullStr An Empirical Analysis on Bank Income Structure and Risk : Evidence in ASEAN-5 countries
title_full_unstemmed An Empirical Analysis on Bank Income Structure and Risk : Evidence in ASEAN-5 countries
title_short An Empirical Analysis on Bank Income Structure and Risk : Evidence in ASEAN-5 countries
title_sort empirical analysis on bank income structure and risk : evidence in asean-5 countries
url https://eprints.nottingham.ac.uk/25484/