Showing 1 - 10 of 707
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
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
government capital injections by providing an option-based illustration of how the capped ratio schedule can influence bank … interest margins and failure probability. We show that a declining capped ratio increases a bank’s volume of lending at a … reduced margin and further increases its default risk. The capped ratio schedule as such makes the bank less prudent and more …
Persistent link: https://www.econbiz.de/10010148066
The study derives the closed-form solution of the valuation of deposit insurance under forbearance for banks whose capital requirements are either solely based on the 1988 Basel Accord (BA) approach or the VaR-based approach. The study also demonstrates that the deposit insurance liability under...
Persistent link: https://www.econbiz.de/10010148074
; customer tastes, habits and demand; and input supply changes. Changes in these require adjustments in the bank’s operations … in 2005 made shareholders better-off. This implies the post merger and acquisition desire of bank managements to reward …
Persistent link: https://www.econbiz.de/10010148079
This study analyzes the relevance of capital adjustment and risk-taking adjustment during the financial tsunami when the banking industry was under capital regulation. Using the panel data of commercial banks in the USA and non-USA from 2003 to 2009, we consider the effects of financial freedom,...
Persistent link: https://www.econbiz.de/10010148371
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
This research employs the Data Envelopment Analysis (DEA) and Malmquist index approaches to evaluate the efficiency and Total Factor Productivity (TFP) changes of Thai banking system in the period of 2007-2010 using panel data of 27 major banks in Thailand. This paper shows that the global...
Persistent link: https://www.econbiz.de/10010058698
. -- bank performance measurement ; performance indexing approach ; commercial banks ; performance ratios …
Persistent link: https://www.econbiz.de/10010009085