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Nexus Between Foreign Exchange Expos...

Oluganna, Eunice Tinumo.

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Nexus Between Foreign Exchange Exposure and Performance of Deposit Money Banks in Nigeria.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Nexus Between Foreign Exchange Exposure and Performance of Deposit Money Banks in Nigeria./
作者:	Oluganna, Eunice Tinumo.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2020,
面頁冊數:	177 p.
附註:	Source: Dissertations Abstracts International, Volume: 82-08, Section: A.
Contained By:	Dissertations Abstracts International82-08A.
標題:	Finance. -
電子資源:	https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=28314370
ISBN:	9798557091534

Nexus Between Foreign Exchange Exposure and Performance of Deposit Money Banks in Nigeria.
Oluganna, Eunice Tinumo.

Nexus Between Foreign Exchange Exposure and Performance of Deposit Money Banks in Nigeria. - Ann Arbor : ProQuest Dissertations & Theses, 2020 - 177 p.

Source: Dissertations Abstracts International, Volume: 82-08, Section: A.

Thesis (Ph.D.)--Kwara State University (Nigeria), 2020.

This item must not be sold to any third party vendors.

The increasing dealings in foreign exchange by commercial banks expose their performance to the sensitivity of change in real domestic currency. It is against this background that this study examines the nexus between foreign exchange exposure and performance of Deposit Money Banks in Nigeria. Precisely, the specific objectives were to:(i)examine the effectof transaction exposure on performance of deposit money banks in Nigeria;(ii)determine the impact of economic exposure on performance of deposit money banks in Nigeria; (iii)examine the effect of translation exposure on performance of deposit money banks in Nigeria; and (iv)to estimate foreign exchange exposure of deposit money banks in Nigeria. The study adopted an ex-post facto method of research design using a panel data covering the period 2004-2019. Data were obtained from the various bank annual financial reports and Central Bank of Nigeria data book. The data obtained were subjected to cashflow method of measurement to compute foreign exchange exposure of banks and Nonlinear Autoregressive Distributed Lag (NARDLto examine the nexus between foreign exchange rate exposure and performance of deposit money banks in Nigeria. From the whole sample estimation, the study revealed that transaction exposure with coefficient values (-3.65-4.53,0.25,3.75) at (1%,1%,1%,1%) significant levels, affects negatively capital quality, asset quality, management quality and earnings. With rule of numbers, transaction exposure has a negative effect on performance of deposit money banks in Nigeria. More so, capital quality, asset quality, management quality, earnings and liquidity were negatively exposed to economic exposure with coefficient values of (7.83, -1.26, 0.15, -1.90, 10.1) at ( 1%, 5%, 5%, 1%, 5%)significant levels respectively. Furthermore, capital quality, asset quality, management quality and earnings were negatively exposed to translation exposure with coefficient values of (-1.06, -15.6,0.05 and 1.95) at (5%, 5%, 1%, and 1%) significant levels respectively. With rule of numbers translation exposure has a negative effect on performance of deposit money banks in Nigeria. Finally, from the estimation result, Access bank, Zenith bank, United Bank for Africa, Union bank are negatively exposed to foreign exchange exposure. The study therefore, concluded that a negative and asymmetric relationship exists between foreign exchange exposure and the performance of deposit money banks in Nigeria. The study therefore recommends, among other things, that Management of Deposit Money Banks in Nigeria should endeavour to apply a combination of simple hedging tools such as the use of forward contracts and swaps to supplement price adjustments and investment in foreign currency in order to minimize their exposure to changes in exchange rate.

ISBN: 9798557091534Subjects--Topical Terms:

542899
Finance.
Subjects--Index Terms:

Bank performance

Nexus Between Foreign Exchange Exposure and Performance of Deposit Money Banks in Nigeria.
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500 $a Source: Dissertations Abstracts International, Volume: 82-08, Section: A.
500 $a Advisor: Ijaya, Muftau Adeniyi;Mubaraq, Sanni.
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506 $a This item must not be sold to any third party vendors.
520 $a The increasing dealings in foreign exchange by commercial banks expose their performance to the sensitivity of change in real domestic currency. It is against this background that this study examines the nexus between foreign exchange exposure and performance of Deposit Money Banks in Nigeria. Precisely, the specific objectives were to:(i)examine the effectof transaction exposure on performance of deposit money banks in Nigeria;(ii)determine the impact of economic exposure on performance of deposit money banks in Nigeria; (iii)examine the effect of translation exposure on performance of deposit money banks in Nigeria; and (iv)to estimate foreign exchange exposure of deposit money banks in Nigeria. The study adopted an ex-post facto method of research design using a panel data covering the period 2004-2019. Data were obtained from the various bank annual financial reports and Central Bank of Nigeria data book. The data obtained were subjected to cashflow method of measurement to compute foreign exchange exposure of banks and Nonlinear Autoregressive Distributed Lag (NARDLto examine the nexus between foreign exchange rate exposure and performance of deposit money banks in Nigeria. From the whole sample estimation, the study revealed that transaction exposure with coefficient values (-3.65-4.53,0.25,3.75) at (1%,1%,1%,1%) significant levels, affects negatively capital quality, asset quality, management quality and earnings. With rule of numbers, transaction exposure has a negative effect on performance of deposit money banks in Nigeria. More so, capital quality, asset quality, management quality, earnings and liquidity were negatively exposed to economic exposure with coefficient values of (7.83, -1.26, 0.15, -1.90, 10.1) at ( 1%, 5%, 5%, 1%, 5%)significant levels respectively. Furthermore, capital quality, asset quality, management quality and earnings were negatively exposed to translation exposure with coefficient values of (-1.06, -15.6,0.05 and 1.95) at (5%, 5%, 1%, and 1%) significant levels respectively. With rule of numbers translation exposure has a negative effect on performance of deposit money banks in Nigeria. Finally, from the estimation result, Access bank, Zenith bank, United Bank for Africa, Union bank are negatively exposed to foreign exchange exposure. The study therefore, concluded that a negative and asymmetric relationship exists between foreign exchange exposure and the performance of deposit money banks in Nigeria. The study therefore recommends, among other things, that Management of Deposit Money Banks in Nigeria should endeavour to apply a combination of simple hedging tools such as the use of forward contracts and swaps to supplement price adjustments and investment in foreign currency in order to minimize their exposure to changes in exchange rate.
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653 $a Nigeria
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