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The impact of risk governance structure on bank risk management effectiveness: evidence from ASEAN countries

Author

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  • Nguyen, Quang Khai

Abstract

This study analyzes the effectiveness of bank risk management in ASEAN countries and examines the specific role of risk governance in enhancing a bank's risk management effectiveness. Our results show that the risk management effectiveness of banks in ASEAN countries is low. Furthermore, by focusing on the insolvency risk, credit risk, and operational risk management of banks in ASEAN countries, the dynamic panel models using the two-step GMM method provide evidence that risk governance structure and its effectiveness positively correlate with risk management effectiveness in banks. Based on our findings, the regulators can establish the guidelines related to risk governance to manage a bank's risk management activities and maintain bank stability.

Suggested Citation

  • Nguyen, Quang Khai, 2022. "The impact of risk governance structure on bank risk management effectiveness: evidence from ASEAN countries," MPRA Paper 121000, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:121000
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    File URL: https://mpra.ub.uni-muenchen.de/121000/1/MPRA_paper_121000.pdf
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    Cited by:

    1. Md. Nazrul Islam & Md. Maniruzzaman & Syed Zabid Hossain, 2024. "Exploring the Impacts of Board Flexibility on Non-Performing Assets and Firm Value in the Context of a Fastest Growing Economy," International Journal of Economics and Financial Issues, Econjournals, vol. 14(5), pages 242-250, September.

    More about this item

    Keywords

    Risk governance Risk management High risk-high return Risk management effectiveness;

    JEL classification:

    • G0 - Financial Economics - - General
    • G1 - Financial Economics - - General Financial Markets
    • G3 - Financial Economics - - Corporate Finance and Governance

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