The paper compares 38 Indian commercial banks in terms of their fee-based activities and off balance sheet exposures using the assurance region model (a non-radial approach to data envelopment analysis). This approach avoids the problem of slacks by imposing restrictions on the shadow prices of...

This paper makes a comparative assessment of the public and private sector bank intermediation cost efficiency during the reform period. The years covered in the study are 1996-97 , 1998-99, 2000-01, 2002-03. The study concentrates on twenty public and ten Indian private sector banks. This paper...

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...

Following the nationalization of 20 major commercial banks in 1969 and 1980, the government followed policies of financial repression up to the 1980s. During this period the public sector commercial banks had rapid expansion of branches, especially in the rural and semiurban areas and had...

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...

Efficiency studies relating to the Indian life insurance companies have so far used static one-period data envelopment analysis (DEA) models for the purpose of comparison of performance. A major weakness of the static framework is that the efficiency results are not inter-temporally comparable....

The paper discusses in brief the implications Basel II regarding assessment of credit risk in the commercial banking sector under both the standardized approach and the foundation and advanced Internal Rating Based Approach. The paper also provides a brief review of some of the popular credit...

This paper makes a comparative assessment of public and private sector bank intermediation cost efficiency during the reform period, taking spread or net interest margin as the output indicator. The years covered in the study are 1996-97, 1998-99, 2000-01 and 2002-03. The study concentrates on...

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...