The study compares the performance of 28 public sector and 12 private sector banks for the period 2000-2001 to 2005-2006, using a non-radial bilateral comparison model. Further, the paper makes use of Rank Sum Statistic to draw inference about the distribution of efficiency scores of the...

Credit risk is most simply defined as the potential that a borrower/counter party will fail to meet its obligations in accordance with agreed terms. The goal of credit risk management is to maintain credit risk exposure within targeted limits so that the bank/financial institution can maximize...

The advent of Basel I capital adequacy proposal led to the growth of securitization transactions, as by making certain assets off-balance sheet, a bank could hold less capital on an overall basis in the Basel I regime. However, this led to an increase in the concentration of credit risk in the...