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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
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
In this paper the applicability of the Edmister model for the assessment of credit risk in small and medium sized enterprises (SMEs) was examined by testing the hypothesis that the Edmister model is applicable for predicting financial difficulties of SMEs in Croatia. Data from a data base of...
Persistent link: https://www.econbiz.de/10010185792
This paper provides an in-depth study on the history and evolution of Commercial Bank characteristic factors and other … procedure in the assessment of Commercial Bank characteristic factors and other Macroeconomic variables on Total Credit …, Investment, and Commercial Bank Lending and Deposit Rate. The essence is to assess the impact of environmental factors on …
Persistent link: https://www.econbiz.de/10010148083
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
Management services. -- wealth management ; behavioral finance ; heuristics ; prospect theory ; bounded rationality …
Persistent link: https://www.econbiz.de/10009959729
This paper investigates the determinants of banking system fragility by underlining the impact of bank liberalization …
Persistent link: https://www.econbiz.de/10010009130
between government and bank solvency is exacerbated by the home bias in banks' government bond portfolios, that is, the banks … area, however, a strict limitation of bank investments to cross-border sovereign debt without country-specific risk would …
Persistent link: https://www.econbiz.de/10010079469
Through this paper the author discusses the phenomenon of excessive Government borrowing and the factors that lead Governments to be so dependent on financial markets. It is argued that the combined effect of unregulated financial intermediaries, hedge funds and Credit Rating Agencies in...
Persistent link: https://www.econbiz.de/10010079549
In this paper, we’ll try to study the impact of ownership structure (state owned/private) of banks in Tunisia on its level of cost efficiency. While, we have proposed an assessment of the cost efficiency of Tunisian banks during the period 1999-2009 on a sample of 17 universal banks using a...
Persistent link: https://www.econbiz.de/10010079557