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The present study has employed a multiple-stage approach based on Data Envelopment Analysis (DEA) to measure the level of efficiency and productivity of the Australian banks before, during and after the Global Financial Crisis 2007-2009. The purpose of this analysis is to: (i) measure and compare the efficiency level of banks applying three different approaches; (ii) measure productivity changes of the sample banks by the means of the Malmquist indices; (iii) assess the relationship between the level of efficiency and the institutional size of each bank by the means of a univariate cross-tabulation approach; (iv) examine the impact of the global financial crisis 2007-2009 on the performance of Australian banks; and (v) analyse the competence of recent mergers and acquisitions in Australian banking sector in the performance of banks.
Co-operative banks are an integral part of the Indian financial system. They comprise urban co-operative banks and rural co-operative credit institutions. Co-operative banks in India are more than 100 years old. UCBs also referred to as primary co-operative banks, play an important role in meeting the growing credit needs of urban and semi-urban areas of the country. UCBs mobilize savings from the middle and lower income groups and purvey credit to small borrowers, including weaker sections of the society. Scheduled UCBs are under closer regulatory and supervisory framework of the RBI. Though much smaller as compared to scheduled commercial banks, co-operative banks constitute an important segment of the Indian banking system. They have traditionally played an important role in creating banking habits among the lower and middle-income groups in urban areas and also in strengthening the rural credit delivery system. This book – focusing on management of UCBs – in India, including recent reforms. Besides, it includes a case study of financial efficiency and the working of UCBs in the Indian state of Andhra Pradesh of Chittoor District.
The book presents estimations of the credit risks in the aggregate and the sectors levels of the Swedish economy in response to the evaluation of key macroeconomic variables. One-factor models were used and the employed data were covering the period from 2003 to 2011. One factor models’ estimations for the sectors facilitate a comparison of default rates’ determiners between different sectors. Ten different sectors were analyzed and for all sectors, the default rate models were produced. Estimated models were used for the sensitive analyze of default rates by creating shocks over the independent variables. This research provided important findings on how the macroeconomic indicators influenced the default rates of Swedish economy either at the aggregate or at the sectors level. The calculated models can be used for the default rates’ prediction or stress testing as well.
Measurement of efficiency and ranking of Indian commercial banks are serious concern not only to the management of an individual bank but also to the policy maker.Non Performing Asset(NPA)reflect the risk factor of the concerned commercial bank. the banks should some how reduce NPAs in order to reduce their risk and become efficient.To measure ecological efficiency we can apply Data Envelopment Analysis (DEA) technique.It can handle multiple inputs and multiple outputs with comfortable ease and it provide a bench mark frontier relative to which an inefficient bank is compared with an efficient one. this book has brought out with several proposed linear programming problems not only to measure ecological efficiency of decision making units, but implements the method to asses eco and deep eco-efficiency of Indian commercial banks.
This book examines the links between policy, zoonoses, and risk in Zambia and assessed the feasibility of a World Organisation for Animal Health (OIE) risk analysis in informing risk management in this context. The analysis demonstrates how external international agendas had considerable influence on pandemic preparedness policy in Zambia, prioritizing the involvement of health and agricultural actors in the policy process and excluded those from trade and other sectors. In using the OIE risk analysis approach, this book suggests weighing both local policy and ecological configurations in assessment of risk and the design of zoonotic disease mitigation policies. While feasible, the merits of an OIE risk analysis in informing policy development in this context would be enhanced by a careful consideration and inclusion of policy processes. An objective and discursive approach to analysis of risk, appropriately communicated to stakeholders, would improve collaboration in disease management across sectors.
Kenji Imai Advanced Financial Risk Management. Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management
Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions. Written by experienced risk managers, the book covers everything from the basics of present value, forward rates, and interest rate compounding to the wide variety of alternative term structure models. Revised and updated with lessons from the 2007-2010 financial crisis, Advanced Financial Risk Management outlines a framework for fully integrated risk management. Credit risk, market risk, asset and liability management, and performance measurement have historically been thought of as separate disciplines, but recent developments in financial theory and computer science now allow these views of risk to be analyzed on a more integrated basis. The book presents a performance measurement approach that goes far beyond traditional capital allocation techniques to measure risk-adjusted shareholder value creation, and supplements this strategic view of integrated risk with step-by-step tools and techniques for constructing a risk management system that achieves these objectives. Practical tools for managing risk in the financial world Updated to include the most recent events that have influenced risk management Topics covered include the basics of present value, forward rates, and interest rate compounding; American vs. European fixed income options; default probability models; prepayment models; mortality models; and alternatives to the Vasicek model Comprehensive and in-depth, Advanced Financial Risk Management is an essential resource for anyone working in the financial field.
The Strait of Istanbul, the narrow waterway separating Europe from Asia, holds a strategic importance in maritime transportation as it links the Black Sea to the Mediterranean. It is considered as one of the world’s most congested and difficult-to-navigate waterways. The nature of the global economy and international politics dictate that the maritime transit traffic in the Strait cannot be greatly reduced, or eliminated. Nonetheless, the economic and political realities vs. environmental awareness and risk management need not be mutually exclusive. The risks regarding the transit traffic can be mitigated by operational policies and rules that adequately regulate and guide the transit traffic, while maintaining the freedom of passage. The aim of this study is to prove and implement a sound methodology and a quantitative basis to investigate and analyze safety risks pertaining to the transit vessel traffic in the Strait of Istanbul. We believe that this book can also act as a guide to make any similar extensive quantitative risk assessment study.
Risk is an everyday thing to every person; business can operational free society without taking risks. Generally risk has to do with the uncertainty of losing, or not gaining, something of value. Risk occurs because of the variation in outcomes or results. Insurance emphasizes the variable results of financial losses. Uncertainty rather than predict – ability, not knowing rather than knowing. Economy with no money or financial system, the opportunities for investment and for altering consumption patterns are very limited. By introducing money and gradually making the economy more complex, the economic choices available to individuals in the economy are improved with a well developed financial system, it is possible to take better advantage of opportunities for real investment work together with real investment to improve the condition of economic units in the economy. The financial system in a modern economy is more sophisticated, it has a vast network of various institutions with modern facilities. Its operations cover all commercial and industrial centers of the world. Its policies and programs play a major role in the social and economic development of the region concerned
This study examines relationship between ownership structure and moral hazard with risk taking of Malaysian banks and also investigates the moderating effects of capital regulation on these relationships. Bank risk taking in this study is measured by standard deviation of return on equity, standard deviation of return on assets and Z-SCORE. Ownership structure comprised of insider, family, government, institutional and foreign ownership. Moral hazard is proxied by loan growth and loan concentration while capital regulation is proxied by capital adequacy requirement. This study employs 294 observations over the period of 1990-2008. This study utilizes two regression tests; multiple regression and hierarchical moderated multiple regression. The results of this study provide new evidence on the study of bank risks especially in the developing country.
Credit and credit risk permeates every corner of the financial world. Previously credit tended to be acknowledged only when dealing with counterparty credit risk, high-yield debt or credit-linked derivatives, now it affects all things, including such fundamental concepts as assessing the present value of a future cash flow. The purpose of this book is to analyze credit from the beginning—the point at which any borrowing entity (sovereign, corporate, etc.) decides to raise capital through its treasury operation. To describe the debt management activity, the book presents examples from the development banking world which not only presents a clearer banking structure but in addition sits at the intersection of many topical issues (multi-lateral agencies, quasi-governmental entities, Emerging Markets, shrinking pool of AAA borrowers, etc.). This book covers: Curve construction (instruments, collateralization, discounting, bootstrapping) Credit and fair valuing of loans (modeling, development institutions) Emerging markets and liquidity (liquidity, credit, capital control, development) Bond pricing (credit, illiquid bonds, recovery pricing) Treasury (funding as an asset swap structure, benchmarks for borrowing/investing) Risk and asset liability management (leverage, hedging, funding risk)
Loan granting is one of the primary functions of the banks. Everyone wants loan to meet their need but not all are eligible. This is because lenders use eligibility criteria to pin point those applicants who are most likely to default on their credit agreement. The key objective of this study is to identify the factors included in the eligibility criteria for granting loans and then to compare the eligibility criteria for granting loans of conventional banks with Islamic banks. A total of 50 sample was tested in this research. 25 samples were taken from Conventional banks and 25 from Islamic banks. Theoretical framework includes credit score, employment status, repayment history, financial stability, and collateral. Regression Analysis was used to check out the inter dependency among the relevant components and to test the hypothesis empirically.The results and findings of this research paper are fundamental to both researchers and the practitioners
The importance of credit to rural sector is not debatable. This is especially true in the case of rural poor, who always find lack of finance as the main impediment in pursuing their economic activities. Therefore, an efficient and effective system of rural credit is necessary to sustain, stimulate and strengthen the rural sector. To serve this purpose more and more RRBs are being set up as is evident from their growth. The number of banks rose from 6 in 1975 to 196 in 2005 and their branches from 17 to 14762 covering 512 districts during the same period. Regional Rural Banks attend the credit needs not only of agriculture and allied activities but also of rural artisans, small-scale industries and other productive activities in the tertiary sector. In this way RRBs contribute to simultaneous development in different sectors of the economy. This book makes the detailed analysis of RRBs in Tamilnadu, a state of India.
The aim of this book is in the first place to show how to deal with a credit risk, and which tools the Czech banking sector uses to minimize it (based on the adequate literature and own experience). In the second place, the aim is to find out the reliable logit model estimating the probability of default during the short period based on available data (in the time of economic crisis in the Czech environment). In the first part of the book I am describing the development of Non-performing loans before and during the current financial crisis together with the results of the CNB''s stress tests. Next chapter describes the credit risk with the emphasis on the credit monitoring, including the most frequently used monitoring tools. Final part turns us to the most important EWM model. The strictly confidential banking data (credit account turnovers, credit contract), together with data from the financial statements and CRU registry are the inputs to the Model. The Model should work as an early warning signal detection thanks to the estimate of probability of default (more specifically the watch loan classification or worse) during the next three months.
The study investigates the impact of banking-system development on economic growth, with empirical analysis for Macedonia. The banking system can affect the economic growth through the accomplishment of its basic functions: Generating information for the potential investment and for the capital allocation; Mobilization of savings, which includes bridging over transaction and information costs; Company control; Risk diversification, intertemporal risk distribution and reducing the liquidity risk; and Specialization and concentration of the banking activity. The main conclusion is that the relationship between bank development and economic growth for Macedonia is positive and highly significant. The research finds that the private credit, liquid liabilities, total bank assets and net-interest margins are positive and highly significant for economic growth.
In the research literature very few studies have been done in India as well as in other countries about actual functioning and consistency of bank’s internal ratings and implied ex-ante risk in bank loan portfolios. It opens up wide area of research (which has not been done on Micro-level data) to examine individual bank’s modus operandi in integrating ground level risk appreciation and capturing them in Risk assessment exercise which over-all affects portfolio risk dimension of whole-bank in an aggregated portfolio.