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Record W4407666997 · doi:10.3126/jnbs.v17i1.75271

Impact of Credit Risk, Liquidity Risk, and Operational Risk on Commercial Bank's Profitability

2024· article· en· W4407666997 on OpenAlexaff
Shiva Raj Poudel, Birendra Kunwar, Tika Ram Kharel, Subhadra Dahal, Rishikesh Panthi

Bibliographic record

VenueJournal of Nepalese Business Studies · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsWestern University
Fundersnot available
KeywordsProfitability indexCredit riskBusinessLiquidity riskFinancial risk managementMarket liquidityCommercial bankOperational riskFinancial systemRisk managementFinance

Abstract

fetched live from OpenAlex

The major objective of the study is to examine the impact of bank specific risk factors such as credit risk, liquidity risk, and operational risk on commercial bank's profitability operated in Nepali money market. The study consists of descriptive and causal comparative research design. All the data are collected from the annual reports of nine sample banks for 15 years from mid-July 2009 to mid-July 2023 with 135 observations. The explained variables are return on assets and the return on equity whereas the explanatory variables are capital adequacy ratio, non-performance loan, leverage, cost to income ratio, loan loss provision, and loan to deposit ratio. The research methods used for the study consists of descriptive statistics, correlation analysis, and regression analysis. The results confirmed that capital adequacy ratio, non-performing loan, cost to income ratio, and loan loss provision have the significant negative impact on commercial bank's profitability. In contrast, leverage ratio has the significant positive impact on return on equity only. Loan to deposit ratio do not has any significant impact on profitability. More clearly, credit risk and operational risk both have the significant negative impact whereas liquidity risk has the significant positive impact on commercial banks operated in Nepali money market. The policy makers involving in the money market and the executives taking decisions can be beneficiated from the findings if they consider these findings for their day-to-day practices.

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)0.002
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 score0.021
Threshold uncertainty score0.667

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
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 head0.052
GPT teacher head0.300
Teacher spread0.248 · 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

Citations0
Published2024
Admission routes1
Has abstractyes

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