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Record W3173397993

Market Risk and Financial Performance of Listed Non-bank Financial Institutions in Kenya

2019· article· en· W3173397993 on OpenAlexaff
Bimbin Purity Chepkemoi, Stephen Kanini, Julius Kahuthia

Bibliographic record

VenueSSRN Electronic Journal · 2019
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsSaint Paul University
Fundersnot available
KeywordsBusinessFinancial ratioFinanceFinancial riskBalance sheetFinancial systemFinancial analysisFinancial risk managementRisk management
DOInot available

Abstract

fetched live from OpenAlex

Non-Bank Financial Institutions (NBFIs) have surfaced as a growing segment in the financial sector as they complement the mainstream banking institutions to provide financial services to customers. In the present day’s dynamic business environment, these financial institutions face market risks including interest rate risk, foreign exchange risks, commodity risks and equity. The objective of the study was to examine the effect of interest rate risk on the financial performance of NBFIs listed on the Nairobi Stocks Exchange (NSE) over the period 2012–2017. The study focused on balance sheets components and financial ratios of 9 listed non-bank financial institutions in Kenya. The study used unbalanced panel data from 9 listed non-bank financial institutions over the period 2008–2017.The study used the net profit margin to assess financial performance of the companies while the degree of financial leverage indicators of interest rate risk. The financial performance was regressed against the market risk factors using the random effects models based on the Hausman and the LM tests specifications. The results show that financial leverage has a significant positive impact on the performance of the NBFIs with a p value of 0.000. The study concluded that interest risk has momentous effects on financial performance of the listed NBFIs in Kenya. Therefore, the study recommended that the management of the NBFIs should employ effective risk management strategies to mitigate their effects of the market risks.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.258
Threshold uncertainty score0.793

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.007
GPT teacher head0.193
Teacher spread0.185 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations10
Published2019
Admission routes1
Has abstractyes

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