Showing 1 - 10 of 167
This paper investigates the determinants of banking system fragility by underlining the impact of bank liberalization …
Persistent link: https://www.econbiz.de/10010009130
Due to its known weaknesses Value at Risk (VaR) has been modified to have a better market risk measurement model. 2007-2008 global financial crisis has increased the necessity to incorporate market liquidity into widely used models. This is to raise the required regulatory capital for trading...
Persistent link: https://www.econbiz.de/10010058692
The economic theories taking into consideration human behavior and based on the achievements of psychology, sociology, anthropology have been evolving at a blistering pace over the last decade. Owing to that, the behavioral finance has become one of the fastest developing academic areas focused...
Persistent link: https://www.econbiz.de/10009959729
Quality of asset and efficiency of bank is highly correlated. The efficiency of banking in post-liberalization period … equation to estimate the relative efficiency of different bank groups in India. The estimation using EG value is more accurate … its growth rate, inference is generated. The analysis focused on identifying relative efficiency of different bank groups …
Persistent link: https://www.econbiz.de/10010148069
more non-interest income. In this paper, we analyze theories of bank stability on market concentration, financial deepening …, bank income structure and international debt situation by using panel data for 18 emerging countries. Our results show that … alternative financial system plays an important role in the bank risk behavior. The potentially important policy implication is …
Persistent link: https://www.econbiz.de/10010148095
Using data on Indian banks during 1996-2007, the paper examines the impact of bank activity and short-term funding for … bank returns and risks. The findings indicate that larger, fast growing financial firms tend to have higher fee income … contrary, the impact of non-deposit funding share on bank profitability is weak. In terms of bank riskiness, the evidence is …
Persistent link: https://www.econbiz.de/10009958833
1994. One of the purposes of the branching restriction was to avoid bank concentration. The following paper addresses the … influence of the state deregulation on commercial banks’ efficiency within the US. We calculate an indicator of bank efficiency … branching law deregulation on bank’s efficiency. The analysis is complemented with a failure prediction model using these DEA …
Persistent link: https://www.econbiz.de/10009959097
. -- bank performance measurement ; performance indexing approach ; commercial banks ; performance ratios …
Persistent link: https://www.econbiz.de/10010009085
, net invest income, net non-operating income, and net interest income. -- panel threshold model ; interest spread ; bank …
Persistent link: https://www.econbiz.de/10010009088
Banking is the core of the financial system which has important role in attracting deposits to provide credits to borrowers, services to customers and booting the economic development. This paper applied a modified DEA window analysis to analyze the performance changes through time of the...
Persistent link: https://www.econbiz.de/10010009114