different among the three ownership structure of banks in India. Foreign banks have strong market position in India and they … pull the production frontier in a more efficient direction. SPBs and domestic private banks show considerably higher …

Report data from a large U.S. bank. We show that our method provides more information about the bank’s exposure to IRR using … supervisory agencies. We propose a new method for generating yield-curve scenarios for stress testing banks’ exposure to IRR based … industry and proposed in the literature. We stress test the economic value of equity of a bank balance sheet based on Call …