Risk-Based Standards, Portfolio Risk and Bank Capital
Examination of the effect of risk-based standards on bank capital and portfolio risk and an attempt towards operationalising a framework for understanding the interrelationships between portfolio risk...
View ArticleBank Supervisory Arrangements
The purpose of this paper is to examine the choice of location of prudential supervision of banks. Should central banks assume this role or should there be a unified regulator covering all financial...
View ArticleBanking Sector Reforms
The traditional face of banking is undergoing change - from one of mere intermediator to that of provider of quick cost effective and efficient services. In most emerging economies the banking sector...
View ArticleDeterminants of Off-Balance Sheet Activities
The paper seeks to identify the factors influencing off-balance sheet (OBS) activities of public sector banks in India. Using pooled data analysis for the period 1995-96 to 1999-2000, the analysis...
View ArticleDoes Monetary Policy Have Differential State-Level Effects?
The paper examines whether monetary policy has similar effects across major states in the Indian polity. Impulse response functions from an estimated Structural Vector Auto Regression (SVAR) reveal two...
View ArticleEvolving International Supervisory Framework
At a time when, despite the flagship work done by the Basel Committee of Banking Supervision (BCBS), there is still limited information as to what constitutes international best practice and few...
View ArticleAre Basel Capital Standards Pro-cyclical?
The debate on bank capital regulation has in recent years devoted specific attention to the role that bank loan loss provisions play as a part of the overall minimum capital regulatory framework. The...
View ArticleCorporate Governance in Banking System
The paper examines the issue of corporate governance in the Indian banking system. Using data on banking systems for the period 1996-2003, the findings reveal that CEOs of poorly performing banks are...
View ArticleBehaviour of Bank Capital
This paper looks at empirically assessing the determinants of risk-weighted bank capital ratios of state-owned banks in India during 1996-2002. Bank-specific characteristics, variables at the banking...
View ArticleMarket Discipline, Capital Adequacy
The policy debate with regard to financial intermediaries has focused on whether, and to what extent, governments should impose capital adequacy requirements on banks, or alternately, whether market...
View ArticleBank Nominee Directors and Corporate Performance
Banks and financial institutions play a major role in governance of non-financial companies in India through the mechanism of nominee directors. This paper probes two allied issues: firstly, the...
View ArticleMonetary Policy and Bank Behaviour
This article develops an empirical model to explore the role that bank characteristics play in influencing the monetary transmission process. Employing data on Indian commercial banks for the period...
View ArticleBasel II and Bank Lending Behaviour
The new Basel accord is slated to come into effect in India around 2007 raising the question of how the revised standards will influence bank behaviour. Using a simple theoretical model, it is shown...
View ArticleMonetary Policy and Informal Finance
This article utilises state-level data for 1961-2012 to examine the interlinkage between informal finance and monetary policy. The analysis suggests that in response to a monetary contraction,...
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