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Papers by Anwar noor
SSRN Electronic Journal, 2014
Using a sample of 161 global banks in 23 countries, we examine the applicability of structural mo... more Using a sample of 161 global banks in 23 countries, we examine the applicability of structural models and bank fundamentals to price global bank credit risk. First, we find that variables predicted by structural models (leverage, volatility, and risk-free rate) are significantly associated with bank CDS spreads. Second, some CAMELS indicators, including asset quality, cost efficiency, and sensitivity to market risk, contain incremental information for bank CDS prices. Moreover, leverage and asset quality have had a stronger impact on bank CDS since the onset of the recent financial crisis. Banks in countries with lower stock market volatility and/or more financial conglomerates restrictions tend to have lower CDS spreads. Deposit insurance appears to have an adverse effect on CDS spreads, indicating a moral hazard problem.
IIUM Press, Dec 30, 2020
The whole world is passing through an unprecedented period and struggling to overcome the economi... more The whole world is passing through an unprecedented period and struggling to overcome the economic and financial losses caused by a tiny virus COVID 19. Bangladesh is no exception. The economy of the country is agricultural-based and post-harvesting losses of fruits and vegetables is a significant issue here. This paper tries to investigate the old problem from a different perspective, with a new strategy, hoping to mitigate the impairment. Basically, renewable energy-based cold storage can solve the issue. Green financing, along with Islamic Social Financing, can play a vital role to facilitate the cold storage opportunities to the rural farmers. This paper, following a qualitative research method, is trying to offer a solution to minimize the post-harvesting losses. The implementation of this solution can help the rural mass to get rid of the poverty, hunger and malnutrition problems. In this effort not only good health and well-being will be ensured, but also partnership business practices will be enhanced while guaranteeing affordable clean energy uses. Consequently, the successful implementation of the new strategy can help the country to achieve several sustainable development goals, some directly and some indirectly.
SSRN Electronic Journal, 2014
Using a sample of 161 global banks in 23 countries, we examine the applicability of structural mo... more Using a sample of 161 global banks in 23 countries, we examine the applicability of structural models and bank fundamentals to price global bank credit risk. First, we find that variables predicted by structural models (leverage, volatility, and risk-free rate) are significantly associated with bank CDS spreads. Second, some CAMELS indicators, including asset quality, cost efficiency, and sensitivity to market risk, contain incremental information for bank CDS prices. Moreover, leverage and asset quality have had a stronger impact on bank CDS since the onset of the recent financial crisis. Banks in countries with lower stock market volatility and/or more financial conglomerates restrictions tend to have lower CDS spreads. Deposit insurance appears to have an adverse effect on CDS spreads, indicating a moral hazard problem.
IIUM Press, Dec 30, 2020
The whole world is passing through an unprecedented period and struggling to overcome the economi... more The whole world is passing through an unprecedented period and struggling to overcome the economic and financial losses caused by a tiny virus COVID 19. Bangladesh is no exception. The economy of the country is agricultural-based and post-harvesting losses of fruits and vegetables is a significant issue here. This paper tries to investigate the old problem from a different perspective, with a new strategy, hoping to mitigate the impairment. Basically, renewable energy-based cold storage can solve the issue. Green financing, along with Islamic Social Financing, can play a vital role to facilitate the cold storage opportunities to the rural farmers. This paper, following a qualitative research method, is trying to offer a solution to minimize the post-harvesting losses. The implementation of this solution can help the rural mass to get rid of the poverty, hunger and malnutrition problems. In this effort not only good health and well-being will be ensured, but also partnership business practices will be enhanced while guaranteeing affordable clean energy uses. Consequently, the successful implementation of the new strategy can help the country to achieve several sustainable development goals, some directly and some indirectly.