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associated with bank loans. This model is an extension of a Markov chain model. Furthermore, we extracted the time varying risk …
Persistent link: https://www.econbiz.de/10010009105
Dependence on credit ratings is an important issue for managing credit risk. This paper assesses credit risk using a multivariate Markov chain model that calculates dependence on credit ratings. We demonstrate the practical implementation of the proposed model using the rating data of 15...
Persistent link: https://www.econbiz.de/10010097661
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
This paper investigates the determinants of banking system fragility by underlining the impact of bank liberalization …
Persistent link: https://www.econbiz.de/10010009130
weather conditions. This paper provides the theoretical framework to study the impact of weather through its influence on bank … manager's mood on bank inefficiency. In particular, we provide empirical evidence of the dynamic interactions between weather … and bank loan inefficiency, using a panel data set that includes 69 banks operating in the US spanning the period 1994 to …
Persistent link: https://www.econbiz.de/10010009134
Financial inclusion is a prerequisite to economic development. This has been echoed by international as well as national bodies. Studies have shown that financial exclusion has its roots in social exclusion. This indicates the depth and importance of financial inclusion in creating inclusive...
Persistent link: https://www.econbiz.de/10010118421