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Post SVB Banking Sector Outlook
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Post SVB Banking Sector Outlook

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: 30 June 2025 | Viewed by 4299

Special Issue Editor

Dr. Sagarika Mishra

E-Mail Website
Guest Editor
Department of Finance, Deakin University, 221 Burwood Hwy, Burwood, VIC 3125, Australia
Interests: corporate finance; econometric modelling; corporate culture
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

As of December 2022, Silicon Valley Bank (SVB) held the 16th position among the largest banks in the United States, boasting assets totalling around USD 209 billion. However, it faced a sudden collapse on 10 March 2023, triggered by a sequence of events that culminated in a bank run and a critical shortage of capital. This marked the second-largest bank failure in U.S. history, following only the collapse of Washington Mutual in 2008. SVB had been a vital institution, serving nearly half of all U.S. venture-backed technology and life science companies. Its failure raised concerns about the funding and liquidity of these businesses. SVB also had international operations, including in Australia, and its collapse had the potential to send shockwaves through the global financial system.

This Special Issue is dedicated to exploring the interplay between credit and liquidity in shaping bank earnings and profitability, the effects of new capital requirements on the banking sector, and the influence of large language models and AI on banking efficiency. The objective is to provide insights into the immediate impacts of these significant challenges on the banking sector and propose policy measures that central banks worldwide could employ to mitigate these effects. We encourage the use of state-of-the-art econometric, mathematical, statistical, and machine-learning methods to address these issues, drawing from both theoretical and empirical approaches.

Dr. Sagarika Mishra
Guest Editor

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 100 words) can be sent to the Editorial Office for announcement on this website.

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-blind 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 1400 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

  • liquidity
  • credit
  • capital requirement
  • language models
  • bank efficiency

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Published Papers (3 papers)

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Research

20 pages, 976 KiB  
Article
Application of a Slack-Based DEA Approach to Measure Efficiency in Public Sector Banks in India with Non-Performing Assets as an Undesirable Output
by Hitesh Arora, Ram Pratap Sinha, Padmasai Arora and Sonika Sharma
J. Risk Financial Manag. 2025, 18(4), 193; https://doi.org/10.3390/jrfm18040193 - 2 Apr 2025
Viewed by 438
Abstract
Ignoring the presence of non-performing assets makes efficiency measurement inappropriate and incomplete. Thus, the present study considers non-performing assets as an undesirable output and applies the slack-based efficiency model to measure the efficiency of public sector banks in India during 2004–2005 to 2018–2019. [...] Read more.
Ignoring the presence of non-performing assets makes efficiency measurement inappropriate and incomplete. Thus, the present study considers non-performing assets as an undesirable output and applies the slack-based efficiency model to measure the efficiency of public sector banks in India during 2004–2005 to 2018–2019. A two-metric performance assessment of sample banks is carried out using mean efficiency and the non-performing assets management ratio. This study is extended to investigate determinants of bank efficiency using a fixed effects model and dynamic panel data regression on the contextual variables. Results show that profitability as measured by return on equity (ROE) and priority sector exposure have had no impact on efficiency. However, cost of deposits and capital adequacy ratio have a significant negative impact on the efficiency of public sector banks in India. Most importantly, the study finds a decline in efficiency in recent years, indicating a necessity of serious efforts for revamping these state-owned banks. Full article
(This article belongs to the Special Issue Post SVB Banking Sector Outlook)
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19 pages, 591 KiB  
Article
Analysing Network Dynamics: The Contagion Effects of SVB’s Collapse on the US Tech Industry
by Fan Wu, Anqi Liu, Jing Chen and Yuhua Li
J. Risk Financial Manag. 2024, 17(10), 427; https://doi.org/10.3390/jrfm17100427 - 24 Sep 2024
Viewed by 1397
Abstract
The collapse of Silicon Valley Bank in 2023 was historically significant, and based on past experiences with similar banking sector shocks, it is widely expected to trigger domino effects among tech giants and startups. However, based on the analysis of risk spillover networks [...] Read more.
The collapse of Silicon Valley Bank in 2023 was historically significant, and based on past experiences with similar banking sector shocks, it is widely expected to trigger domino effects among tech giants and startups. However, based on the analysis of risk spillover networks established by VARs estimation, we find little evidence of such a spread of risk contagion. We observe a clear downward trend in the total connectedness index of large-cap tech companies right after the the SVB collapse. Moreover, the market quickly responded in a way that isolated the financial services subcategory within the tech sector, forming a distinct community in the network. This explains how the risk contagion paths were cut off. We also provide visualised comparisons of contagion paths within the tech network before and after the SVB’s collapse. Full article
(This article belongs to the Special Issue Post SVB Banking Sector Outlook)
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14 pages, 430 KiB  
Article
The Effectiveness of Credit Risk Mitigation Strategies Adopted by Ghanaian Commercial Banks in Agricultural Finance
by Abraham Nyebar, Adefemi A. Obalade and Paul-Francois Muzindutsi
J. Risk Financial Manag. 2024, 17(9), 385; https://doi.org/10.3390/jrfm17090385 - 29 Aug 2024
Viewed by 1788
Abstract
Lending to the agricultural sector by commercial banks in Ghana is characterized by high credit risk. Empirical evidence suggests that commercial banks in Ghana have credit risk management (CRM) challenges. This study explores the credit risk mitigation strategies adopted by commercial banks to [...] Read more.
Lending to the agricultural sector by commercial banks in Ghana is characterized by high credit risk. Empirical evidence suggests that commercial banks in Ghana have credit risk management (CRM) challenges. This study explores the credit risk mitigation strategies adopted by commercial banks to minimize credit risk in agricultural finance in Ghana. The study adopted a mixed-method approach using a survey questionnaire and interview instruments. The findings indicate that some of the strategies used by commercial banks to mitigate credit risk in agricultural finance do not meet commercial banks’ CRM needs. In addition, Ghanaian commercial banks have not fully adopted some of the recommended strategies that are used to mitigate credit risk associated with agricultural lending. The study unveils some appropriate strategies used to mitigate credit risk exposure in agricultural finance among commercial banks. These strategies include agricultural value-chain financing, collaboration with off-takers, incentive-based and risk-sharing schemes, adoption of a holistic agricultural value chain financing, policy interventions, use of agricultural insurance pool, and the proper structuring of agricultural loans. Full article
(This article belongs to the Special Issue Post SVB Banking Sector Outlook)
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