Browsing by Author "Chaudhary, Sahil"

Now showing 1 - 2 of 2

Citation - WoS: 9
An empirical study on Banks profitability in the KSA: A co-integration approach
(ACADEMIC JOURNALS, 2009) Omar Masood; Bora Aktan; Sahil Chaudhary; Chaudhary, Sahil; Aktan, Bora; Masood, Omar
This study aims to give the analysis of the determinants of banks' profitability in the Kingdom of Saudi Arabia (KSA) over the period 1999-2007. This paper investigates the co-integration and causal relationship between return of assets (ROA) and return of equity ( ROE) of Saudi banks. The analysis employs Augmented Dickey Fuller (ADF) test Johansen's cointegration test Granger causality test. Analyzing the cointegration and other tests on Saudi Arabian banking sector over the study period the relationships between the two variables are examined. The empirical results have found strong evidence that the variables are co-integrated.
Citation - WoS: 6
Citation - Scopus: 7
The investment decision-making process from a risk manager's perspective: a survey
(EMERALD GROUP PUBLISHING LTD, 2009) Omar Masood; Bora Aktan; Sahil Chaudhary; Chaudhary, Sahil; Aktan, Bora; Masood, Omar
Purpose - The purpose of this paper is to identify associations between various inputs in the investment decision process of Saudi Arabian risk managers (RMs). Design/methodology/approach - The paper reports the views of 81 RMs in Saudi Arabia regarding their approach to investment risk and uses these as inputs into conditional independence graphs. Findings - Saudi RMs favour their experience and personal judgment over mathematical projections and statistical models when considering investment risk. A need remains for an efficient risk-modeling framework for the banking system that has more practical value than those which have emerged to date. Originality/value - The paper provides novel insights on issues such as the extent to which risk management is dealt with in practice via personal experience rather than statistical-based projections. The findings also shed light on the level of satisfaction amongst RMs and regulators with the incentives provided in the Saudi Arabian environment and the importance placed on guidance from the nation's leading regulatory institution.