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Bank-Specific Determinants of Risk Management Efficiency: Evidence from Listed Commercial Banks in Sri Lanka

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dc.contributor.author Piyananda, S.D.P.
dc.contributor.author Chandrasena, S.M.
dc.contributor.author Fernando, J.M.R
dc.date.accessioned 2015-12-03T04:28:49Z
dc.date.available 2015-12-03T04:28:49Z
dc.date.issued 2015
dc.identifier.citation Piyananda, S.D.P., Chandrasena, S.M. and Fernando, J.M.R. 2015. Bank-Specific Determinants of Risk Management Efficiency: Evidence from Listed Commercial Banks in Sri Lanka. 6th International Conference on Business & Information ICBI – 2015, Faculty of Commerce and Management Studies, University of Kelaniya, Sri Lanka. pp 78-89. en_US
dc.identifier.issn 2465-6399
dc.identifier.uri http://repository.kln.ac.lk/handle/123456789/10546
dc.description.abstract This study aims to identify the significant bank specific determinants of risk management efficiency of the listed commercial banks in Sri Lanka, by covering the financial statements of 11 banks during the period of 2008 to 2014. Panel regression analysis employed as the data analysis tool. Capital Adequacy Ratio (CAR) has been used as the dependent variable as the proxy for risk management efficiency and credit risk, liquidity risk, market risk, return on assets (ROA), banks’ size, and operational efficiency selected as the determinants of bank efficiency. Results revealed that the credit risk, liquidity risk, ROA, operational efficiency and banks’ size are the important factors of determining the degree of CAR of commercial banks in Sri Lanka. Further as shown by the results of the study, independent variables collectively have high effect on the dependent variable since the explanatory power of the model is approximately 67%. en_US
dc.language.iso en en_US
dc.publisher Faculty of Commerce and Management Studies, University of Kelaniya en_US
dc.subject Capital Adequacy Ratio en_US
dc.subject Risk Management en_US
dc.subject Bank-Specific Factors en_US
dc.subject Sri Lankan Commercial Banks en_US
dc.title Bank-Specific Determinants of Risk Management Efficiency: Evidence from Listed Commercial Banks in Sri Lanka en_US
dc.type Article en_US


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