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Banking Stability and Management of Financial Institutions

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A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Banking and Finance".

Deadline for manuscript submissions: 31 October 2026 | Viewed by 6549

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Editors

Dr. Maria-Eleni K. Agoraki

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Guest Editor

Department of Accounting and Finance, University of the Peloponnese, Antikalamos, 24100 Kalamata, Greece
Interests: banking; banking regulation; sustainability; corporate governance; sustainable economic development; strategic enterprise management; financial management; green funding; sustainable finance; alternative investments
Special Issues, Collections and Topics in MDPI journals

Dr. Konstantina K. Agoraki

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Guest Editor

Department of Business Administration, University of Piraeus, 18534 Piraeus, Greece
Interests: management; knowledge management; technological innovation; entrepreneurship; business ethics

Dr. Nicholas Belesis

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Guest Editor

Department of Business Administration, University of Piraeus, 18534 Piraeus, Greece
Interests: audit; accounting

Dr. Christos Kampouris

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Guest Editor

Department of Tourism Studies, School of Economics, Business and International Studies, University of Piraeus, 18534 Piraeus, Greece
Interests: corporate finance; valuation; portfolio management; risk management; asset pricing; finance in tourism and hospitality

Special Issue Information

Dear Colleagues,

The global financial system continues to face significant challenges stemming from heightened uncertainty, regulatory reforms, and systemic risks. Banking stability, sound regulation, and effective management of financial institutions are fundamental for safeguarding the resilience of economies and ensuring sustainable growth. The interplay between financial risk management, prudential supervision, and institutional governance has become more critical than ever, especially in an era of digital transformation, climate-related financial risks, and geopolitical shocks.

The stability and resilience of banking systems remain at the core of sustainable economic growth, particularly in times of systemic shocks. Recent crises—from the global financial crisis and the euro area sovereign debt crisis to the COVID-19 pandemic—have highlighted how the performance, regulatory design, and management practices of banks interact to shape financial stability. Structural vulnerabilities such as persistent low profitability and high non-performing loans in certain regions underscore the need for prudent management of financial institutions. Evidence shows that the nexus between regulation, stability, and risk-taking is complex. This raises important questions as to how regulatory interventions and institutional governance influence the incentive of banks and their ability to effectively manage risks.

We are pleased to invite you to contribute to this Special Issue of Journal of Risk and Financial Management, entitled “Banking Stability and Management of Financial Institutions”. This Special Issue will feature a selection of studies that aim to contribute to the current body of research, addressing various fields of interest. Our aim is to advance the debate on how banking systems can remain stable and resilient while adapting to new risks and regulatory demands.

Overall, the aim of this Special Issue is to provide new insights into the mechanisms that promote financial stability, the evolving regulatory landscape, and the strategies banks and financial institutions adopt to manage risk. We particularly welcome research that bridges theory and practice, highlighting the role of management practices, governance frameworks, and regulatory innovation in addressing both traditional and emerging risks.

Both original research articles and reviews are welcome. Research areas may include (but are not limited to) the following:

Banking stability and systemic risk management;
The effectiveness of regulatory frameworks in mitigating crises;
Financial risk management strategies in banks and non-bank financial institutions;
Corporate governance and management of financial institutions;
Capital adequacy, liquidity, and solvency challenges;
Fintech, digital banking, and regulatory implications;
Stress testing, macroprudential policy, and crisis prevention;
Risk culture, ethics, and knowledge management in banking;
Cross-country perspectives on regulation and financial stability;
The role of management practices in navigating uncertainty and risk;
Banking resilience and performance in the face of systemic crises;
The effectiveness of capital, liquidity, and macroprudential tools;
Governance and management of financial institutions under uncertainty;
Digitalization, fintech, and regulatory implications for risk and stability;
The role of management practices and governance in strengthening financial institutions.

We look forward to receiving your contributions to this Issue and to advancing research on banking stability and the management of financial institutions.

Dr. Maria-Eleni K. Agoraki
Dr. Konstantina K. Agoraki
Dr. Nicholas Belesis
Dr. Christos Kampouris
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 250 words) can be sent to the Editorial Office for assessment.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-anonymized peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

banking stability
financial regulation
bank risk-taking
prudential supervision
corporate governance
management of financial institutions
macroprudential and microprudential policy
financial resilience

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Published Papers (11 papers)

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Research

17 pages, 282 KB

Open AccessArticle

Revenue Diversification Through Non-Interest Income and Bank Performance in European Banking

by Ifigeneia Persaki and Fotios Siokis

J. Risk Financ. Manag. 2026, 19(8), 615; https://doi.org/10.3390/jrfm19080615 - 14 Aug 2026

Abstract

This paper examines the relationship between revenue diversification, profitability, and risk in European banks, with particular emphasis on the structural break induced by the COVID-19 shock. Using quarterly supervisory data from the European Banking Authority (EBA) over the period 2016Q1–2024Q4, we distinguish between pre- and post-pandemic regimes and estimate dynamic fixed-effects models that account for unobserved heterogeneity and persistence in bank performance. The results reveal a pattern consistent with regime dependence. Descriptive (quintile-based) comparisons suggest that banks with greater reliance on non-interest income tended to report higher profitability prior to COVID-19, although data limitations prevent us from confirming this pattern in a full multivariate regression for the pre-COVID subsample. In the post-COVID period, once bank and time fixed effects, persistence, and balance-sheet characteristics are properly controlled for, revenue diversification does not exert a statistically significant effect on either profitability or earnings volatility; this result is robust across bank fixed effects only, two-way (bank and time) clustered, and one-way (bank) clustered specifications. We show that diversification is systematically associated with differences in bank size, capitalization, and lending intensity, indicating that income structure is closely linked to underlying business model characteristics. These findings suggest that the observed diversification–performance relationship largely reflects cross-sectional heterogeneity rather than a stable causal effect. Overall, the evidence indicates that revenue diversification does not provide a consistent improvement in risk-adjusted performance in European banking. Instead, performance and risk dynamics are primarily driven by balance-sheet composition and persistence. The results highlight the importance of accounting for structural heterogeneity and macroeconomic regimes when evaluating the role of non-interest income in bank performance. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

26 pages, 2180 KB

Open AccessArticle

Credit Deepening and Bank Asset Quality: Dynamic Early-Warning Evidence from 58 Countries

by Marco Antonio Ledesma Munive, Alejandro Anibal Aguirre-Rojas, Graciela Soledad Verastegui Velasquez, William Huanca, Pilar Zevallos and Nivaneth Valencia

J. Risk Financ. Manag. 2026, 19(8), 594; https://doi.org/10.3390/jrfm19080594 - 6 Aug 2026

Viewed by 254

Abstract

This study examines whether the accumulated stock of private credit provides early-warning information for subsequent deterioration in banking-sector asset quality. It combines annual Passport banking indicators with World Development Indicators for 58 countries over 2010–2024; the preferred sample contains 746 country–year observations. A second-order dynamic fixed-effects model links log(1 + NPL), where NPL denotes the non-performing loan ratio, to lagged private credit to gross domestic product (GDP), real credit growth, lending rates, bank capital, GDP growth, inflation, and unemployment. Its preferred credit-depth coefficient is 0.00377, implying that a 10-percentage-point increase is associated with approximately 0.15 percentage points more NPLs one year later at the sample median. To operationalize early-warning calibration without claiming a universal cutoff, the paper reports the sample credit-depth quartiles and estimates a country fixed-effects linear probability model using the European Banking Authority’s 5% gross-NPL supervisory trigger. In that alternative outcome, a 10-percentage-point increase in credit depth is associated with a 2.78-percentage-point higher conditional probability of NPLs reaching 5% or more (p = 0.002). On a strictly common 609-observation sample, the credit-depth coefficients at one-, two-, and three-year horizons are 0.00501, 0.00960, and 0.01266. Lending rates and unemployment are positive, whereas annual credit growth and capital ratios are not robust predictors. Pooled interactions do not reject equal slopes across broad country partitions. System generalized method of moments (GMM) passes conventional tests but violates a persistence-bound credibility check. The evidence supports an early-warning interpretation, not a causal claim. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

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25 pages, 335 KB

Open AccessArticle

ESG Performance, Economic Policy Uncertainty, and Forward-Looking Bank Credit Risk: Evidence from U.S. Banks

by Mohammad Al-Dwiry and Weaam Amira

J. Risk Financ. Manag. 2026, 19(8), 589; https://doi.org/10.3390/jrfm19080589 - 4 Aug 2026

Viewed by 296

Abstract

This study examines the relationship between environmental, social, and governance (ESG) performance and bank credit risk among publicly listed U.S. banks over the period 2016–2025. It distinguishes between forward-looking and realized credit risk by using the loan loss provision ratio (LLPR) as the primary measure of expected credit risk and the non-performing loan ratio (NPLR) as a robustness measure. Using fixed-effects and dynamic System Generalized Method of Moments (System GMM) estimations, the results show that stronger ESG performance is associated with lower forward-looking expected credit risk. The ESG pillar analysis indicates that the social dimension exerts the strongest risk-reducing effect, followed by governance and environmental performance. In addition, economic policy uncertainty weakens the beneficial effect of ESG on bank credit risk. By contrast, ESG performance is not significantly associated with realized credit deterioration measured using NPLR, suggesting that ESG primarily influences banks’ expectations of future credit losses rather than realized loan performance. Overall, the findings demonstrate that the impact of ESG on bank credit risk depends on both the measurement of credit risk and the surrounding macroeconomic environment. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

19 pages, 676 KB

Open AccessArticle

Bank-Specific and Macroeconomic Determinants of Non-Performing Loans in Gulf Cooperation Council Countries: Evidence from Extreme Bounds Analysis

by Ibraheem Alaskar, Ibrahim Khatatbeh, Reyadh Faras and Ahmad Bash

J. Risk Financ. Manag. 2026, 19(8), 566; https://doi.org/10.3390/jrfm19080566 - 1 Aug 2026

Viewed by 275

Abstract

The determinants of bank credit quality have been studied extensively, yet much of the existing evidence rests on a single regression specification, so a variable’s apparent significance may be conditioned on which controls a researcher chooses to include. We confront this problem directly for the Gulf Cooperation Council (GCC) countries, providing a robustness analysis of non-performing loans (NPL) determinants for the region’s banks. We employ a balanced panel of 45 listed commercial banks drawn from all six GCC countries over the period 2010 to 2024. We examine fifteen bank-specific and four macroeconomic potential determinants of NPLs, utilizing two variants of extreme bounds analysis (EBA), namely, the strict criterion of Leamer and the more lenient criterion of Sala-i-Martin, estimated within a panel fixed-effects framework. The findings show that of the nineteen determinants routinely cited in the literature, seventeen prove fragile once their coefficients are tested across the full range of possible model specifications. None survives Leamer’s strict criterion, whereas Sala-i-Martin’s less restricted test suggests that only two variables are robust, namely, asset quality (loan intensity), which enters positively, and capital adequacy, which enters negatively, while all four macroeconomic variables are fragile on both tests. For regulators, bank-level balance sheet indicators, especially loan intensity and capital adequacy, offer a more robust starting point for NPL early-warning and stress-testing frameworks and complement macroeconomic forecasts. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

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25 pages, 1814 KB

Open AccessArticle

Evaluating Saudi Banks’ Financial Performance Using an Entropy–TOPSIS Framework

by Ziad Albaraki, Abdelhakim Abdelhadi and Talal Al-Sulaiman

J. Risk Financ. Manag. 2026, 19(8), 551; https://doi.org/10.3390/jrfm19080551 - 23 Jul 2026

Viewed by 416

Abstract

As Saudi Arabia accelerates its Vision 2030 economic diversification, the domestic banking sector serves as the critical engine for capital deployment. However, evaluating these institutions is complicated by conflicting performance indicators, where high profitability is often offset by elevated market valuation multiples. This study applies an objective, established multi-criteria decision-making (MCDM) framework—combining Shannon’s Entropy for objective weighting with TOPSIS for ranking—to evaluate ten major banks listed on the Saudi Stock Exchange (Tadawul), tracked by the Tadawul All Share Index (TASI), over the 2021–2025 period. The contribution is contextual and empirical rather than methodological: the systematic application of established objective MCDM methods to the Saudi banking sector during the pivotal Vision 2030 window, with an investor-oriented criterion set. Comparative validation was executed using the CRITIC weighting algorithm and the VIKOR ranking method, complemented by a four-dimensional sensitivity analysis (Weight Perturbation, Leave-One-Criterion-Out, Alternative Normalization, and Equal-Weight scenarios). Spearman correlation coefficients (>0.86) confirm that the framework produces empirically stable rankings resistant to methodological perturbation, providing policymakers and investors with a data-driven decision-support tool for the Saudi banking sector under Vision 2030. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

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23 pages, 1551 KB

Open AccessArticle

Does Liquidity Risk Impact Asset Quality and Financial Stability? Evidence from Uzbekistan Commercial Banks

by Akrom A. Omonov, Boburjon B. Izbosarov and Erlane K. Ghani

J. Risk Financ. Manag. 2026, 19(7), 510; https://doi.org/10.3390/jrfm19070510 - 8 Jul 2026

Viewed by 365

Abstract

This study investigates the impact of liquidity risk on asset quality and financial stability in Uzbekistan’s commercial banking sector. Using quarterly time-series data from 2016 to 2024, the study employs Ordinary Least Squares (OLS) regression with quadratic specifications to capture potential non-linear effects of liquidity. Two models are estimated to examine (i) the relationship between liquidity risk and asset quality, and (ii) the impact of liquidity risk on financial stability, proxied by net profit. The results indicate that liquidity risk does not have a statistically significant effect on asset quality, suggesting that credit performance is primarily driven by structural and macroeconomic factors rather than liquidity conditions. In contrast, the financial stability model demonstrates high explanatory power (R² = 0.883), although individual coefficients are statistically insignificant due to severe multicollinearity among banking sector variables. The findings do not support the conventional liquidity–profitability trade-off hypothesis, as no evidence of a linear or non-linear relationship between liquidity and profitability is observed. Regulatory capital emerges as the most influential variable, indicating the importance of capital strength in supporting banking stability. This study contributes to the literature by providing novel empirical evidence from a transition economy, highlighting the limitations of isolating liquidity effects in rapidly expanding banking systems. The results suggest that in reform-oriented financial environments, banking stability is shaped more by structural growth and capital adequacy than by liquidity trade-offs, offering important implications for macroprudential policy design. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

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16 pages, 264 KB

Open AccessArticle

Financial Risk Indicators on the Performance and Stability of Banks: Evidence from Jordanian Banks (2018–2024)

by Sana’ Atari, Ruaa BinSaddig, Reem Khamis and Bahaa Subhi Awwad

J. Risk Financ. Manag. 2026, 19(6), 426; https://doi.org/10.3390/jrfm19060426 - 13 Jun 2026

Viewed by 710

Abstract

This study investigates the key determinants of bank stability and profitability in commercial and Islamic banks listed on the Amman Stock Exchange (ASE) in Jordan, with a focus on credit risk and capital adequacy during the period 2018–2024. Using panel data from 15 banks, the study applies fixed effects regression models with clustered standard errors. Liquidity is proxied by the loan-to-deposit ratio (LDR), credit risk by the loans loss provisions-to-total loans ratio, and capital strength by the equity-to-assets ratio, alongside a COVID-19 dummy and an interaction term between liquidity and credit risk. Financial performance and stability are measured using return on assets (ROA), return on equity (ROE), and the logarithmic Z-score. The findings indicate that credit risk has a significant negative effect on both bank performance and financial stability, whereas capital adequacy exerts a positive and significant effect. The COVID-19 pandemic negatively affected financial performance and stability, while liquidity (LDR) shows no significant direct effect. The interaction between liquidity and credit risk was statistically insignificant across all estimated models, suggesting that credit risk remains the dominant determinant regardless of liquidity conditions. The study highlights the importance of effective credit risk management and strong capital buffers in enhancing bank resilience. It contributes to the literature by providing recent evidence from the Jordanian banking sector and by incorporating multiple performance measures, a pandemic shock variable, and risk interaction effects to better understand bank stability within a unified empirical framework for an emerging banking market. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

21 pages, 1864 KB

Open AccessArticle

Quantifying the Impact of Deposit Insurance on Bank Run Risk

by Johannes Eybers and Gary van Vuuren

J. Risk Financ. Manag. 2026, 19(6), 404; https://doi.org/10.3390/jrfm19060404 - 1 Jun 2026

Viewed by 659

Abstract

This paper examines the effectiveness of deposit insurance in reducing bank run risk using an agent-based model with heterogeneous depositor behavior, including random withdrawals, risk-based responses, and peer-driven contagion. The results reveal a nonlinear stability pattern with a narrow transition region separating solvency from collapse. Within this region, deposit insurance mainly improves stability by shifting the critical threshold and extending time-to-failure. Across all scenarios, behavioral and structural factors, including wealth inequality, risk aversion, depositor awareness, and contagion, systematically affect the location and sharpness of this transition without removing it. Fragility rises sharply beyond moderate inequality (Gini ≈ 0.5), while depositor awareness and peer effects act as coordination mechanisms that accelerate collapse. Overall, deposit insurance is a powerful but limited stabilization tool: it strengthens resilience but does not alter the underlying dynamics of systemic risk. These findings suggest that effective policy must also address the behavioral and informational drivers of bank runs. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

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25 pages, 1615 KB

Open AccessArticle

The Solvency Margin: A Speed-Limit Metric for Capital-Constrained Organizations Under Stress

by Bruce Rishel and Melissa Rishel

J. Risk Financ. Manag. 2026, 19(6), 396; https://doi.org/10.3390/jrfm19060396 - 29 May 2026

Viewed by 677

Abstract

The most widely used bankruptcy predictor, Altman’s Z-Score, assigns a positive coefficient to asset turnover; faster firms are rated safer. Under crisis conditions, that assumption reverses. We introduce the Solvency Margin (SM), a diagnostic calculable from standard financial statements that measures, in dollars, how far an organization is from the threshold where operations become impossible. Unlike static liquidity ratios, the SM yields a concrete speed limit: the maximum operating velocity at which an organization can survive a defined shock. We validated the SM against pre-crisis financial data across three crises in two domains. Regarding the automotive sector, SM computed from FY2019 filings showed directional predictive power among ten major automakers in both the 2021 semiconductor shortage (ρ = 0.50, p = 0.14) and the 2020 COVID-19 pandemic (ρ = 0.53, p = 0.12; ρ = 0.70, p = 0.036 excluding one governance-driven outlier). With reference to the 2023 U.S. banking crisis, SM augmented with a Deposit Stability Factor predicted crisis outcomes among eighteen regional banks (Spearman ρ = 0.62, p = 0.006), correctly ranking three of four failed institutions in the bottom three positions. Monte Carlo simulation (450,000+ runs) confirmed threshold behavior. We present a five-step calculation method and a three-lever decision framework for practitioners. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

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26 pages, 779 KB

Open AccessArticle

Short-Run Inertia and Long-Run Adjustment in Bank Credit: An ARDL–ECM Analysis of Monetary Transmission in an Emerging Economy

by Adil Boutfssi, Youssef Zizi and Tarik Quamar

J. Risk Financ. Manag. 2026, 19(3), 195; https://doi.org/10.3390/jrfm19030195 - 6 Mar 2026

Cited by 1 | Viewed by 1305

Abstract

This study examines the transmission of monetary policy to bank credit granted to the non-financial private sector in Morocco, a bank-dominated emerging economy where non-financial corporations play a central role in investment, employment, and economic growth. Using monthly data over the period 2006–2023, the analysis relies on an ARDL–ECM framework that distinguishes short-run credit dynamics from long-run adjustment processes while accounting for potential structural breaks. The results indicate that changes in the policy rate do not exert a statistically significant effect on bank credit in the short run, suggesting a high degree of credit inertia. The bounds test supports the existence of a stable long-run equilibrium relationship in credit, although no significant long-run elasticities with respect to monetary policy or credit risk variables are identified. Instead, credit dynamics appear to be driven primarily by short-run adjustment mechanisms, largely shaped by credit risk and balance-sheet allocation. Overall, these findings suggest that monetary transmission in Morocco operates gradually and indirectly, mainly through prudential and balance-sheet channels rather than the conventional interest-rate channel. This implies that the effectiveness of monetary policy depends critically on prevailing risk conditions and their interaction with prudential frameworks in bank-based emerging financial systems. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

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25 pages, 1051 KB

Open AccessArticle

Aligning Incentives in Public Lending: The KfW COVID-19 Experience—Proposals for Improving Public Lending

by Guenter Franke and Jan Pieter Krahnen

J. Risk Financ. Manag. 2026, 19(3), 190; https://doi.org/10.3390/jrfm19030190 - 5 Mar 2026

Viewed by 812

Abstract

This paper aims to present proposals for improving public lending design in an economic crisis. It combines casual empirical observations, institutional analysis and normative theoretical modeling. We obtain casual evidence from the analysis of the emergency lending scheme offered by Germany’s national development bank (NDB) KfW during the COVID-19 crisis. We identify obstacles to efficient contracting in these two-tier lending relationships, involving the NDB, the participating commercial banks, and the ultimate firm borrowers. Theoretical arguments and empirical evidence based on this case study help to understand major incentive risks of subsidized public lending schemes. To counter these risks, we propose a smart set of public lending contracts which induces banks to refrain from applying for public support for financially strong firms and for non-viable zombie firms. For firms which need financial support, we propose a set of public contracts from which the firm chooses the contract which maximizes its subsidy, reveals its rating, and obtains public funds according to its crisis-induced needs. This partially revealing signaling equilibrium implies higher interest rates for firms with a need for more public funding, thereby mitigating information asymmetries. In order to ensure incentive alignment, banks should retain a share of borrower default risk. Full article

(This article belongs to the Special Issue Banking Stability and Management of Financial Institutions)

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