Risk management and dynamic network performance: an illustration using a dual banking system

This study applies dynamic network data envelopment analysis to compare a dual banking system, namely conventional and Islamic banks, with emphasis on risk measures. Non-oriented, variable return-to-scale dynamic network slacks-based measure is used to model the banking performance for the period 20...

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Main Authors: Kweh, Q.L., Lu, W.-M., Nourani, M., Ghazali Mohd Zain, M.H.
Format: Article
Language:English
Published: 2018
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spelling my.uniten.dspace-111512018-12-07T04:21:51Z Risk management and dynamic network performance: an illustration using a dual banking system Kweh, Q.L. Lu, W.-M. Nourani, M. Ghazali Mohd Zain, M.H. This study applies dynamic network data envelopment analysis to compare a dual banking system, namely conventional and Islamic banks, with emphasis on risk measures. Non-oriented, variable return-to-scale dynamic network slacks-based measure is used to model the banking performance for the period 2008–2012. Under the consideration of risk measures, the findings highlight that Islamic banks excel in managerial efficiency while conventional banks surpass in profitability efficiency. Furthermore, the regression results find that the number of directors on the risk management committee has a positive impact on banking performance. Meanwhile, the high number of independent directors improves the profitability efficiency but worsens the managerial efficiency. © 2018 Informa UK Limited, trading as Taylor & Francis Group. 2018-12-07T00:24:20Z 2018-12-07T00:24:20Z 2018 Article 10.1080/00036846.2017.1420889 en
institution Universiti Tenaga Nasional
building UNITEN Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Tenaga Nasional
content_source UNITEN Institutional Repository
url_provider http://dspace.uniten.edu.my/
language English
description This study applies dynamic network data envelopment analysis to compare a dual banking system, namely conventional and Islamic banks, with emphasis on risk measures. Non-oriented, variable return-to-scale dynamic network slacks-based measure is used to model the banking performance for the period 2008–2012. Under the consideration of risk measures, the findings highlight that Islamic banks excel in managerial efficiency while conventional banks surpass in profitability efficiency. Furthermore, the regression results find that the number of directors on the risk management committee has a positive impact on banking performance. Meanwhile, the high number of independent directors improves the profitability efficiency but worsens the managerial efficiency. © 2018 Informa UK Limited, trading as Taylor & Francis Group.
format Article
author Kweh, Q.L.
Lu, W.-M.
Nourani, M.
Ghazali Mohd Zain, M.H.
spellingShingle Kweh, Q.L.
Lu, W.-M.
Nourani, M.
Ghazali Mohd Zain, M.H.
Risk management and dynamic network performance: an illustration using a dual banking system
author_facet Kweh, Q.L.
Lu, W.-M.
Nourani, M.
Ghazali Mohd Zain, M.H.
author_sort Kweh, Q.L.
title Risk management and dynamic network performance: an illustration using a dual banking system
title_short Risk management and dynamic network performance: an illustration using a dual banking system
title_full Risk management and dynamic network performance: an illustration using a dual banking system
title_fullStr Risk management and dynamic network performance: an illustration using a dual banking system
title_full_unstemmed Risk management and dynamic network performance: an illustration using a dual banking system
title_sort risk management and dynamic network performance: an illustration using a dual banking system
publishDate 2018
_version_ 1644495126600351744
score 13.160551