International Journal of Finance and Banking Research

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The Trends and Patterns of the Capital Structure and Performance of the Nigerian Banks

Received: 29 March 2016    Accepted: 10 May 2016    Published: 07 June 2016
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Abstract

This study analyzed the trends and patterns of capital structure and performance of financial firms in the Nigerian banking sectorwith panel data of 14 commercial banks in Nigeria over the periods 2005-2012..Descriptive methods of analysis were employed to analyze the trends and performance. The result showed that the banks exhibit 75.2% short-term financing. It shows that Nigerian banks relied heavily on external finance which is short-term in nature. Also, the result revealed that towards the end of 2008 and early 2009, the collapse of the interbank markets brought about a critical reassessment of the banksby the Central Bank of Nigeria. The study suggests that policy makers should find the means of overhauling the banking sector before its impending doom and a policy measures capable of increasing the fixed asset base of Nigerian banks.

DOI 10.11648/j.ijfbr.20160203.13
Published in International Journal of Finance and Banking Research (Volume 2, Issue 3, June 2016)
Page(s) 72-83
Creative Commons

This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.

Copyright

Copyright © The Author(s), 2024. Published by Science Publishing Group

Keywords

Trends, Patterns, Capital Structure, Descriptive Statistics, Performance

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Author Information
  • Department of Management and Accounting, Obafemi Awolowo University, Ile-Ife, Nigeria

  • Department of Management and Accounting, Obafemi Awolowo University, Ile-Ife, Nigeria

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  • APA Style

    Philip Olawale Odewole, Rafiu Oyesola Salawu. (2016). The Trends and Patterns of the Capital Structure and Performance of the Nigerian Banks. International Journal of Finance and Banking Research, 2(3), 72-83. https://doi.org/10.11648/j.ijfbr.20160203.13

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    ACS Style

    Philip Olawale Odewole; Rafiu Oyesola Salawu. The Trends and Patterns of the Capital Structure and Performance of the Nigerian Banks. Int. J. Finance Bank. Res. 2016, 2(3), 72-83. doi: 10.11648/j.ijfbr.20160203.13

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    AMA Style

    Philip Olawale Odewole, Rafiu Oyesola Salawu. The Trends and Patterns of the Capital Structure and Performance of the Nigerian Banks. Int J Finance Bank Res. 2016;2(3):72-83. doi: 10.11648/j.ijfbr.20160203.13

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  • @article{10.11648/j.ijfbr.20160203.13,
      author = {Philip Olawale Odewole and Rafiu Oyesola Salawu},
      title = {The Trends and Patterns of the Capital Structure and Performance of the Nigerian Banks},
      journal = {International Journal of Finance and Banking Research},
      volume = {2},
      number = {3},
      pages = {72-83},
      doi = {10.11648/j.ijfbr.20160203.13},
      url = {https://doi.org/10.11648/j.ijfbr.20160203.13},
      eprint = {https://download.sciencepg.com/pdf/10.11648.j.ijfbr.20160203.13},
      abstract = {This study analyzed the trends and patterns of capital structure and performance of financial firms in the Nigerian banking sectorwith panel data of 14 commercial banks in Nigeria over the periods 2005-2012..Descriptive methods of analysis were employed to analyze the trends and performance. The result showed that the banks exhibit 75.2% short-term financing. It shows that Nigerian banks relied heavily on external finance which is short-term in nature. Also, the result revealed that towards the end of 2008 and early 2009, the collapse of the interbank markets brought about a critical reassessment of the banksby the Central Bank of Nigeria. The study suggests that policy makers should find the means of overhauling the banking sector before its impending doom and a policy measures capable of increasing the fixed asset base of Nigerian banks.},
     year = {2016}
    }
    

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    T1  - The Trends and Patterns of the Capital Structure and Performance of the Nigerian Banks
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    AU  - Rafiu Oyesola Salawu
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    T2  - International Journal of Finance and Banking Research
    JF  - International Journal of Finance and Banking Research
    JO  - International Journal of Finance and Banking Research
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    EP  - 83
    PB  - Science Publishing Group
    SN  - 2472-2278
    UR  - https://doi.org/10.11648/j.ijfbr.20160203.13
    AB  - This study analyzed the trends and patterns of capital structure and performance of financial firms in the Nigerian banking sectorwith panel data of 14 commercial banks in Nigeria over the periods 2005-2012..Descriptive methods of analysis were employed to analyze the trends and performance. The result showed that the banks exhibit 75.2% short-term financing. It shows that Nigerian banks relied heavily on external finance which is short-term in nature. Also, the result revealed that towards the end of 2008 and early 2009, the collapse of the interbank markets brought about a critical reassessment of the banksby the Central Bank of Nigeria. The study suggests that policy makers should find the means of overhauling the banking sector before its impending doom and a policy measures capable of increasing the fixed asset base of Nigerian banks.
    VL  - 2
    IS  - 3
    ER  - 

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