IDEAS home Printed from https://ideas.repec.org/p/pra/mprapa/78358.html
   My bibliography  Save this paper

Risk and performance: empirical evidence from bank of tokyo-mitsubishi ufj

Author

Listed:
  • Aziz, Nur Azra Farzana

Abstract

The aim of the study is to investigate the risk and performance of Bank of Tokyo-Mitsubishi UFJ Bank. The data obtained from annual report of Bank of Tokyo-Mitsubishi UFJ from 2011-2015. Data was analyzed by utilizing regression and correlation. The study use the return on assets (ROA) as the probability indicators to measure the bank’s risk and financial performance, the indicators known as the dependent variables. The regression analysis and correlation shows only one factor is significant to ROA which is liquidity.

Suggested Citation

  • Aziz, Nur Azra Farzana, 2017. "Risk and performance: empirical evidence from bank of tokyo-mitsubishi ufj," MPRA Paper 78358, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:78358
    as

    Download full text from publisher

    File URL: https://mpra.ub.uni-muenchen.de/78358/1/MPRA_paper_78358.pdf
    File Function: original version
    Download Restriction: no

    References listed on IDEAS

    as
    1. Gorton, Gary & Rosen, Richard, 1995. " Corporate Control, Portfolio Choice, and the Decline of Banking," Journal of Finance, American Finance Association, vol. 50(5), pages 1377-1420, December.
    2. Waeibrorheem Waemustafa & Suriani Sukri, 2015. "Bank Specific and Macroeconomics Dynamic Determinants of Credit Risk in Islamic Banks and Conventional Banks," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 476-481.
    3. International Monetary Fund, 2002. "Islamic Financial Institutions and Products in the Global Financial System; Key Issues in Risk Management and Challenges Ahead," IMF Working Papers 02/192, International Monetary Fund.
    4. Keeley, Michael C, 1990. "Deposit Insurance, Risk, and Market Power in Banking," American Economic Review, American Economic Association, vol. 80(5), pages 1183-1200, December.
    5. Anderson, Ronald C. & Fraser, Donald R., 2000. "Corporate control, bank risk taking, and the health of the banking industry," Journal of Banking & Finance, Elsevier, vol. 24(8), pages 1383-1398, August.
    6. Ghossoub, Edgar & Reed III, Robert R., 2010. "Liquidity risk, economic development, and the effects of monetary policy," European Economic Review, Elsevier, vol. 54(2), pages 252-268, February.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    regression analysis; performance; liquidity risk+;

    JEL classification:

    • G00 - Financial Economics - - General - - - General
    • M00 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General - - - General
    • Y10 - Miscellaneous Categories - - Data: Tables and Charts - - - Data: Tables and Charts

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:78358. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.