首页    期刊浏览 2024年10月05日 星期六
登录注册

文章基本信息

  • 标题:Resilience of commercial banks of Bangladesh to the shocks caused by COVID-19 pandemic: an application of MCDM-based approaches
  • 本地全文:下载
  • 作者:Ratan Ghosh ; Farjana Nur Saima
  • 期刊名称:Asian Journal of Accounting Research
  • 印刷版ISSN:2443-4175
  • 出版年度:2021
  • 卷号:6
  • 期号:3
  • 页码:281-295
  • DOI:10.1108/AJAR-10-2020-0102
  • 语种:English
  • 摘要:Purpose The purpose of this study is to analyze and forecast the financial sustainability and resilience of commercial banks of Bangladesh in response to the negative effects of COVID-19 pandemic. Design/methodology/approach Eighteen publicly listed commercial banks of Dhaka Stock Exchange (DSE) have been taken as a sample for this study.To measure the riskiness of banks' credit portfolio, nine industries of DSE have been considered to determine probable loss of revenue arising from the COVID-19 pandemic shock.Moreover, two commonly used multiple-criteria-decision-making (MCDM) tools namely TOPSIS method and HELLWIG method have been used for analyzing the data. Findings Based on the performance scores under TOPSIS and HELLWIG method, banks are categorized into three groups (six banks each) namely top resilient, moderate resilient and low resilient.It is found that EBL and DBBL are the most resilient banks, and ONEBANK is the worst resilient bank in Bangladesh in managing the COVID-19 pandemic shock. Research limitations/implications This study concludes that banks with low capital adequacy, low liquidity ratio, low performance and higher NPLs are more vulnerable to the shocks caused by the COVID-19 pandemic.The management of commercial banks should emphasize on maintaining higher capital base and reducing default loans. Originality/value Resilience of the Bangladeshi banking sector under any adverse economic event has been examined by only using stress testing approach.This study is empirical evidence where both TOPSIS and HELLWIG MCDM methods have been used to make the result conclusive.
  • 关键词:Resilience;Commercial banks;COVID-19;MCDM;Bangladesh
国家哲学社会科学文献中心版权所有