Much attention has been paid to the large decreases in value of non-agency residential mortgage-backed securities (RMBS) during the financial crisis. Many observers have argued that the fall in prices was partly driven by decreased liquidity and fire sales. We investigate whether capital...

This study investigated the impact of banking management on credit risk using a sample of Indian commercial banks. The study employed dynamic panel estimations to evaluate the link between banking management variables and credit risk. The empirical results show that an increase in loan portion...

This article highlights the burgeoning significance of Islamic Banking system worldwide which has believed to reach a global investment of $ 1 trillion. Iran, Sudan and Pakistan have Islamic Banks exclusively, whereas, the eastern countries like Malaysia and western markets in United Kingdom,...

This study examines the role of non-performing loans in systemic risk for Indian banks using a fixed-effects panel regression model, with bank fixed effects and year fixed effects. The moderator variables considered for the study include bank size, capital adequacy, leverage, deposits, loans &...

Under the Basel framework banks are required to conduct stress tests for their requirements of potential capital while considering the impact of stress testing scenarios. There could exist inter-linkages among macro- economic indicators and financial performance such that the stressed credit...