managing liquidity in banks



Aldo Soprano Liquidity Management. A Funding Risk Handbook Aldo Soprano Liquidity Management. A Funding Risk Handbook Новинка

Aldo Soprano Liquidity Management. A Funding Risk Handbook

Robust management of liquidity risk within the changing regulatory framework Liquidity Management applies current risk management theory, techniques, and processes to liquidity risk control and management to help organizations prepare in case of future economic crisis and changing regulatory framework. Based on extensive research conducted on banks' datasets, this book addresses the practical challenges and critical issues that frequently go unmentioned, and discusses the recent impact of sovereign crises on banks' liquidity processes and approaches. Market practices and regulatory stances are reviewed and compared to bank treasuries' response to liquidity crunches, refinancing risks are explored in the context of Basel 3, and alternative funding is analyzed in terms of resilience and allocation. Coverage includes the recent crisis, new regulations, and the techniques, processes, and strategies banks use in managing liquidity risk. The 2008 and 2010 crises brought liquidity risk out of the shadows as even profitable and well-capitalized banks were swept away with breathtaking speed. This book reviews modeling and internal process design in the context of the structural change in market conditions on banks' refinancing and control requirements, helping readers rethink and re-design their organization's approach to liquidity risk. Understand the new liquidity regulatory framework and the implications for banks Study the latest liquidity measurement models, with stress testing and scenario analysis Discover the effect of illiquid financing markets and possible lasting impacts Compare market liquidity and warning signals that detect further deterioration With much of the world still reeling from history, it's important that liquidity risk become a major focus going forward. This practical guide provides valuable information, but also real, actionable steps that can be taken today to forecast and mitigate risks with an eye toward greater stability and security. Liquidity Management is a thorough, comprehensive guide to a more robust management of liquidity risk.
Determinants of Liquidity Risk Determinants of Liquidity Risk Новинка

Determinants of Liquidity Risk

Banks play a crucial role in the overall development of a given country. Though liquidity risk is one of the main risk of commercial banks and affects the development of the financial system as a whole, there is almost no or little attempt was done to examine its determinants in Ethiopian commercial banks. Thus, this study attempted to find out determinants of liquidity risk in Ethiopian commercial banks covering a six years period (2007-2012) on ten sample commercial banks using secondary data. Both bank specific and macroeconomic liquidity risk determinants were investigated employing the fixed effect panel data regression model. The study revealed that bank size, capital adequacy, dependency on external fund and liquidity of assets have a negative statistically significant relationship with liquidity risk. However, according to the fixed effect panel data regression model profitability, RGDP growth, inflation and lending interest rate are found to be not powerful variables to influence liquidity risk of Ethiopian commercial banks in the test period. Generally, in this study bank specific variables have more significant effect than macroeconomic variables.
Asset - Liability Management in Banking Sector Asset - Liability Management in Banking Sector Новинка

Asset - Liability Management in Banking Sector

In Banking, Asset and Liability Management (often abbreviated ALM) is the practice of managing risks that arise due to mismatches between the assets and liabilities (debts and assets) of the bank. Banks face several risks such as the liquidity risk, interest rate risk, credit risk and operational risk. Asset liability management (ALM) is a strategic management tool to manage interest rate risk and liquidity risk faced by banks, other financial services companies and corporations. Banks manage the risks of asset liability mismatch by matching the assets and liabilities according to the maturity pattern or the matching of the duration, by hedging and by securitization. . Modern risk management now takes place from an integrated approach to enterprise risk management that reflects the fact that interest rate risk, credit risk, market risk, and liquidity risk are all interrelated.
The Daily Liquidity Effect in a Floor System The Daily Liquidity Effect in a Floor System Новинка

The Daily Liquidity Effect in a Floor System

This paper analyses the liquidity effect in Norway by examining the relationship between a range of liquidity variables and five different measures of the short-term interbank premium. In a floor system the key policy rate is equal to banks’ deposit rate in the central bank, and as such, this analysis provides new information on the liquidity effect in a floor system. Both excess liquidity (total central bank reserves in the banking system) and structural liquidity (central bank reserves in the system before Norges Banks’ market operations) have, as expected, a negative a significant effect on almost all dependent variables. Furthermore, in periods of financial turmoil European and Norwegian banks may face higher USD rates in the interbank market either because of a general USD liquidity premium or an institution specific credit premium. My analysis provides additional insight in the division between the liquidity premium and the credit premium in a way, to my knowledge, not done in earlier literature. The results indicate that during the financial crisis (2007-2009) the liquidity premium dominated in USD as the availability of credit deteriorated.
Liquidity risk of banks in the Visegrad countries Liquidity risk of banks in the Visegrad countries Новинка

Liquidity risk of banks in the Visegrad countries

This monograph focuses on the liquidity risk of commercial banks in the Visegrad countries in the period from 2000 to 2011. This risk is comprehensively evaluated with several different methods: six liquidity ratios, panel data regression analysis with fixed effects, probit model and scenario analysis. The liquidity position, net position on the interbank market and strategy of liquidity risk management differ significantly in individual Visegrad countries. The capital adequacy is the most important determinant of bank liquidity. However, some other factors such as size of the bank, credit portfolio quality or macroeconomic development are significant as well. All three tested stress scenarios would have a negative influence on bank liquidity. A run on the bank would have most serious impact on the bank liquidity in all Visegrad countries. The use of committed loans is the second most severe scenario for Czech and Slovak banks and a crisis confidence in the interbank market for Hungarian and Polish banks.
Regulation of Liquidity Requirements of Banks in Ethiopia Regulation of Liquidity Requirements of Banks in Ethiopia Новинка

Regulation of Liquidity Requirements of Banks in Ethiopia

Following the government''s decision to shift from command economy to a free market one in 1991, the banking business in Ethiopia is booming and as a result, the number of banks is increasing as time passes. With the increasing number of banks, the need to regulate their liquidity in particular is of great concern.This very sensitive issue, however, is not being well addressed in the different agenda set to discuss it. Moreover, there are no or only very few literatures on the area.Regulation of banks'' liquidity is a very challenging task and cannot be effectively carried out in a regulatory environment which is poorly equiped interms of human, material resources and modern technology. This book, therefore, closely analyses, inter alia, the concept of liquidity regulation, its rationale, the regulatory modalities set in place and the consequences in case of failure to comply with liquidity requirements and gives a comparative analysis of the law against the practice. The book is a big contribution to the scarce academic discourse in the area and could be useful to bankers, regulators or others having interest in the area.
Gudni Adalsteinsson The Liquidity Risk Management Guide. From Policy to Pitfalls Gudni Adalsteinsson The Liquidity Risk Management Guide. From Policy to Pitfalls Новинка

Gudni Adalsteinsson The Liquidity Risk Management Guide. From Policy to Pitfalls

Liquidity risk is in the spotlight of both regulators and management teams across the banking industry. The European banking regulator has introduced and implemented a stronger liquidity regulatory framework and local regulators have made liquidity a top priority on their supervisory agenda. Banks have accordingly followed suit. Liquidity risk is now a topic widely discussed in boardrooms as banks strive to set up a strong and efficient liquidity risk management framework which, while maintaining sufficient resources, does not jeopardize the necessary profitability and return targets. The Liquidity Risk Management Guide: From Policy to Pitfalls is practical guide for banks and risk professionals to proactively manage liquidity risk in a systemic way. The book sets out its own comprehensive framework, which includes all the various and critical components of liquidity risk management. The recommendations are based on experiences from the recent financial crises, best practices and compliance with current and future regulatory requirements, with special emphasis on Basel III. Using the new 6 Step Framework, the book provides step-by-step guidance for the reader to build their liquidity management framework into a new overarching structure, which brings all the different parts of liquidity risk into one approach. Special attention is given to the challenges that banks currently face when adopting and implementing the Basel III liquidity requirements and guidance is given on how the new metrics can be integrated into the existing framework, providing the most value to the banks instead of being a regulatory reporting matter.
Asset-Liability Management with Reference to Liquidity Management Asset-Liability Management with Reference to Liquidity Management Новинка

Asset-Liability Management with Reference to Liquidity Management

Asset-Liability Management (ALM) is an important planning of the banks for facilitating the liquidity management. ALM is an important tools for identification the mismatches between the total assets and total liabilities of a bank. It plays an important role in maintaining an adequate level of liquidity in terms of banks The study highlights the insight of the subject to the students, researchers, and the practitioners.
Determinants of Commercial Banks' Profitability in Ethiopia Determinants of Commercial Banks' Profitability in Ethiopia Новинка

Determinants of Commercial Banks' Profitability in Ethiopia

This book elaborates the Determinants of Commercial Banks' profitability in Ethiopia taking five bank specific variables namely:capital adequacy,bank size,asset composition,loan loss provision and liquidity and ROA and ROE were used to measure profitability.Ten years data(2003-2012) gathered from seven commercial banks(CBE,Awash,Dashen, Nib ,Wugagen,Abyssinia,United banks) were analyzed using descriptive ,correlation and regression analysis.
Asset Liability Management in Banks Asset Liability Management in Banks Новинка

Asset Liability Management in Banks

Deregulation and integration have led banks and financial institutions into competition both on Assets side as well as Liabilities side of the Balance-sheet, forcing them to assume greater and newer risks in their quest for higher returns.Asset Liability Management (ALM) has grown up as a response to the problem of managing modern day business which is exposed to a wide variety of risks in an environment where interest rates, exchange rates and economic conditions are highly volatile.The maturity mismatches and changes in the levels of assets and liabilities cause both liquidity risk and interest-rate risk.The ALM process is the only solution for banks to survive in this rapidly changing environment where the composition and risk profile of their assets and liabilities have a direct impact on their performance and profitability.
Option Pricing in the Presence of Liquidity Risk Option Pricing in the Presence of Liquidity Risk Новинка

Option Pricing in the Presence of Liquidity Risk

Liquidity risk is always present in our financial system and has in the last years been a major contribution to the financial crisis. Market liquidity risk has an effect on for example security prices, risk management, and the speed of arbitrage. The banks and their funding liquidity drives the market liquidity risk. Liquidity crisis arises through losses, increasing margins, tightened risk management, and increased volatility. When this happens the traditional liquidity providers becomes liquidity demanders which affect prices in a negative way. To get a sound understanding of liquidity risk we have to specify and describe liquidity. Market liquidity and funding liquidity are two kinds of liquidity. Market liquidity can be described as good when a security is easy to trade. Easy to trade is defined as small bid ask spread, small price impact and high resilience. If a bank or investor have good funding liquidity they have good availability of funds by their own capital or from loans. The main objective in this paper is to show if liquidity risk has a significant impact on option price and depends on a real supply curve.
Liquidity Risk Management in Banks: Economic and Regulatory Issues (SpringerBriefs in Finance) Liquidity Risk Management in Banks: Economic and Regulatory Issues (SpringerBriefs in Finance) Новинка

Liquidity Risk Management in Banks: Economic and Regulatory Issues (SpringerBriefs in Finance)

The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact area, the timeframe of the analysis, the origin and the economic scenario in which the risk becomes manifest. Basel III, among other things, has introduced harmonized international minimum requirements and has developed global liquidity standards and supervisory monitoring procedures. The short book analyses the economic impact of the new regulation on profitability, on assets composition and business mix, on liabilities structure and replacement effects on banking and financial products.a??
Bank Liquidity Risk Management and Measurement Bank Liquidity Risk Management and Measurement Новинка

Bank Liquidity Risk Management and Measurement

The recent market turmoil caused by the sub-prime crisis highlighted how several key factors can strongly affect the banks’ capability to preserve their financial equilibrium under stress. Current liquidity risk models demonstrated to undervalue extreme events affecting funding and market risk in global scenarios. There was not an integrated measurement tool able to cover all the dimensions of liquidity risk and commonly adopted by the majority of institutions. This work, therefore, intends to highlight the most significant features to consider in order to implement an effective liquidity risk measurement and management.
Rifki Ismal Islamic Banking in Indonesia. New Perspectives on Monetary and Financial Issues Rifki Ismal Islamic Banking in Indonesia. New Perspectives on Monetary and Financial Issues Новинка

Rifki Ismal Islamic Banking in Indonesia. New Perspectives on Monetary and Financial Issues

A comprehensive overview of key developments in Islamic banking In Islamic Banking in Indonesia, renowned economist Dr. Rifki Ismal explores current issues in Islamic banking and financial products with a particular focus on the danger of liquidity risk in Indonesia. It approaches liquidity risk from the conventional perspective of international banking standards, as well as from the Islamic banking perspective. Dr. Ismal also covers the issues of asset-liability balancing, liquidity risk index, organizational structures for managing liquidity, industrial analysis, withdrawal risk, bankruptcy risk, moral hazard risk, and market risk. Compiling all the latest academic research on liquidity risk and other risks in Islamic banking, the book provides a theoretical foundation for managing risk that will is highly useful for researchers on Islamic banking and practitioners and academics. Written by a renowned expert on Islamic banking who works on monetary policy at the central bank of Indonesia Covers the latest developments in Islamic banking, particularly liquidity risk, for a rapidly expanding market Ideal for European and American readers, in addition to Asian readers, who need a fuller understanding of Islamic banking institutions, markets, and products With the latest academic research and the expertise of a leading practitioner in Islamic banking, this book offers in-depth coverage of the most pressing issues in the field.
Risk - Important part of banking management Risk - Important part of banking management Новинка

Risk - Important part of banking management

In research performed I watched to present methods of classification of loans and methods of establishing internal ratings within the banks. The result of the method of classifying assets consists in identifying good quality loans and their separation by the nonperforming loans. I also conducted an analysis of the situation of currency risk in case of the commercial banks. Thus I determined a set of indicators that can be measured both at the level of territorial units as well as the level of Central Bank. Another important issue addressed in the paper is the importance of ensuring solvency of the bank in overtaking difficulties generated by the financial crisis. In the chapter relating to the measurement the risk of interest rate I identified a technique used in banking to reduce interest rate risk, named GAP model or model of discrepancy between assets and liabilities of banks. In terms of reduction of the liquidity risk I presented a method that allows monitoring the indicators of liquidity on maturity bands. In the chapter concerning to management of the operational risk I presented a new method for managing this type of risk, respectively the insurance of operational risk.
Islamic Commercial Banks In Indonesia After The Financial Crisis Islamic Commercial Banks In Indonesia After The Financial Crisis Новинка

Islamic Commercial Banks In Indonesia After The Financial Crisis

The performance evaluation of Islamic commercial banks compared to conventional banks after the financial crisis is very crucial in order to assess their survival. Although the conventional banks still dominate the market share but sharia banks are expected to grow in the next 5-10 years by 10 percent. This study evaluates the interbank performance of Islamic commercial banks from 1999-2004 or after the financial crisis vis-a-vis interest based conventional banks in Indonesia. The performance of shariah banks have reached considerable standard in implementing their role as financial intermediaries in Indonesia. The Islamic interbank study found that Bank Muamalat Indonesia performed better in terms of profitability and liquidity. Meanwhile there is no significant difference in performance between Islamic commercial banks and conventional banks in Indonesia.The analysis should help shed some light on real performance of national banking industry in Indonesia after the financial crisis and should be especially useful to banking practitioners, policy makers as well as academicians.
International Liquidity and the Financial Crisis International Liquidity and the Financial Crisis Новинка

International Liquidity and the Financial Crisis

In the ongoing financial crisis, policy makers have for the most part appeared to be reactive, formulating emergency solutions as events unfold. However, in contrast to their performance during the Great Depression, central banks around the world, led by the Federal Reserve, acted decisively following the collapse of Lehman Brothers and provided huge injections of liquidity into the financial markets, thereby preventing a far worse outcome. International Liquidity and the Financial Crisis compares the 2008 crisis with the disaster of 1931 and explores the similarities and differences. It considers the lasting effects of the crisis on international liquidity, the possibilities for an international lender of last resort, and the enlargement of the International Monetary Fund after the crisis. It shows that there is no clear demarcation between monetary and macro-prudential policies, and discusses how central banks need to adapt to a new environment in which global liquidity is much scarcer.
Managing Portfolio Credit Risk in Banks Managing Portfolio Credit Risk in Banks Новинка

Managing Portfolio Credit Risk in Banks

Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractual obligations as per the agreed terms. It is the largest element of risk faced by most banks and financial institutions. Potential losses due to high credit risk can threaten a bank's solvency. After the global financial crisis of 2008, the importance of adopting prudent risk management practices has increased manifold. This book attempts to demystify various standard mathematical and statistical techniques that can be applied to measuring and managing portfolio credit risk in the emerging market in India. It also provides deep insights into various nuances of credit risk management practices derived from the best practices adopted globally, with case studies and data from Indian banks.
Efficiency Analysis of Public Sector Banks in India Efficiency Analysis of Public Sector Banks in India Новинка

Efficiency Analysis of Public Sector Banks in India

The banking sector is one of the most dynamic sectors which face many changes in its working: both internal as well as external. The banks face the challenge of being efficient in times of boom and bust. Thus they are required to be efficient in every respect. The Reserve Bank of India conducts supervision of commercial banks to ensure that the commercial banks in India perform efficiently. One of the popular methods of supervision is CAMEL Model. In this analysis the financial statements of banks are assessed for: Capital Adequacy, Asset Quality, Management Efficiency, Earnings Quality and Liquidity. The CAMEL Model is abbreviation of the above 5 financial components studied for analyzing efficiency of a bank. These 5 components comprise 23 ratios. The efficiency study on the basis of CAMEL model is only annual and that is also not made public. This research work analyzes rate of change in these 23 ratios for 28 Public Sector Banks over a period of 9 years i.e. from 2000 to 2008 in order to know ‘if changes brought about in banking sector in this post-reform period of Indian Economy are towards efficiency or not’.
Managing Attitudinal Changes Managing Attitudinal Changes Новинка

Managing Attitudinal Changes

The study is focused on attitude of the employees of the selected public and private sector banks in India. Three banks (i.e. State Bank of India, Central Bank of India and Punjab National Bank) from public sector and three banks (i.e. ICICI Bank, CITI Bank and Standard Chartered Bank) from private sector have been considered for the study. The study examines the comparative study of Public and Private Sector Banks on various variables like job attitude, job satisfaction, job involvement, organisational commitment, organisational effectiveness, and organisational culture. The study will be useful to the mangers engaged in banking sector and those who are dealing with the lower level employees in banks.
Financial Performance: Islamic vs. Conventional Banks Financial Performance: Islamic vs. Conventional Banks Новинка

Financial Performance: Islamic vs. Conventional Banks

Performance Measurement is essential to perceive the problem in the system. From good performance measurement an institution can come to know that which employees, method and program are competent and effectual. Banking sector is an important sector across the world for supervision of financial resources. For the development of any economy financial sector plays an important role. A well-organized financial sector is essential for better utilization of nation’s financial resources. The banking sector of Pakistan comprises both Conventional and Islamic banks. Islamic banking is growing swiftly in all over the world particularly in Pakistan. This study examined the financial performance of Islamic and Conventional banks in Pakistan during 2005-2009 with respect to profitability, liquidity, risk and solvency, efficiency, assets quality and capital adequacy. This book is helpful in providing precious information to bank management, bank customers and bank regulators.
Antonio Castagna Measuring and Managing Liquidity Risk Antonio Castagna Measuring and Managing Liquidity Risk Новинка

Antonio Castagna Measuring and Managing Liquidity Risk

A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. The book then goes on to look at tools which can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools.
The Battle of Islamic and Commercial Banks The Battle of Islamic and Commercial Banks Новинка

The Battle of Islamic and Commercial Banks

This book compares the efficiencies of commercial and Islamic banks in nine Arab countries in the Middle East. We find that Islamic banks are more efficient in terms of cost, revenue and profit than commercial Banks. This result is thoroughly depicted in small Islamic banks when compared to small commercial banks but does not hold when we compare big Islamic to big commercial banks. In Bahrain, Jordan, UAE, and Yemen commercial banks are more efficient than Islamic banks, but the results of Qatar are similar to those of the cross sectional data. We also find that after controlling for size, the data indicate that big banks are more cost and profit efficient than small banks, which is typically the case of commercial banks but not of Islamic banks. A semi-log regression was used in the analysis.
NPAs in Indian Banks NPAs in Indian Banks Новинка

NPAs in Indian Banks

Target oriented approach in Indian banks has eroded the quality of lending, leading to high level of NPAs that has resulted in negative impact on their profitability due to the necessity of provisions, recoveries and write offs as per RBI guidelines. NPAs also negatively impact the capital adequacy ratio, net worth and credibility of banks. Rising NPAs have direct impact on the bottom line as legally banks cannot book income on such accounts. Indian banks need to be more proactive in all their operations, particularly risk identification and management, to operate profitably in the prevailing milieu. The book discusses credit risk, which is one of the major risks faced by Indian banks because lending policy is a significant driver of NPAs. Analysis reveals that there is a rising cause for concern about NPAs. The parameters indicate a need for initiating strategic imperatives at both micro and macro levels, failing which the situation can spiral out of control. The book is written with the express purpose of analyzing trends in NPAs in Indian banks and putting forth useful suggestions for managing credit risk. It should be of use to banking professionals and finance students.
Financial Statement Management in Banks Financial Statement Management in Banks Новинка

Financial Statement Management in Banks

Financial statements purport to be decision-useful. However, managers can manage the financial statements thereby impairing their credibility and misleading the stakeholders. Financial statement management is likely to be more pervasive in banks due to the presence of greater incentives and scope. But the implications of the same can be far reaching as loss of public confidence on banks can lead to liquidity crunch threatening the stability of the entire financial system of a country and spreading the contagion beyond. The potential to manage the books can be expected to be higher in Indian banks due to poor transparency.Further government ownership and social controls make the case of Indian banks very unique. This work examines the books of Indian banks for potential income smoothing, capital management, tax minimization and dividend stability focusing on accrual based or real action based tools.It also discusses interdependence and the role of economic factors in the use of these tools. Regulators, Accounting authorities, professionals and academicians will find the book very useful, particularly in the context of Basel norms and fair value accounting lately introduced in India.
Z Score Analysis & Forecast For Indian Banks Z Score Analysis & Forecast For Indian Banks Новинка

Z Score Analysis & Forecast For Indian Banks

This book provides a model of Z Score prediction conditional on internal parameters of Z Score. Z Score is being evaluated for banks when they need funds. Credit risk is of great concern for most banks as credit risk is that risk that can easily and most likely prompts banks failure. Adequately managing credit risk in financial institutes is critical for survival and growth of the banking industry. Addressing these concerns for enhanced financial decision making in this analysis Artificial Neural Network (ANN) has been used for prediction and estimation of internal ratios for Z score. The sample size selected is a few major players both in the government and private sector of Indian Banking Industry. The analysis incorporates Z Score values to estimate the terms, viability and period for credit.
Financial Analysis of the Tirupati Co Operative Bank Limited Financial Analysis of the Tirupati Co Operative Bank Limited Новинка

Financial Analysis of the Tirupati Co Operative Bank Limited

The economic growth of any country is ultimately based on the performance of the financial institution especially the banking companies. it is a well know fact that the services offered by Indian banks are well received and recognized by the people who are involving in the money market not only in domestic market but also in foreign market. Though the Indian banks have larger network in terms of branches and employees, the volume of business, the employee’s productivity not at satisfactory level compared with those of other countries banks. It is interestingly noted that the problems out of the recession is not so heavily affected in the Indian banks, though majority of the American and European banks experienced serious problems. This is because of the mind setting of the Indian depositors and continues and serious efforts of the reserve bank of India. In the recent days, the Indian nationalized banks are facing innumerable challenges such as worrying level of NPAs, deteriorating asset quality, and increasing pressure on profitability, asset-liability management liquidity risk management, and market risk management and ever tightening prudential norms.
Risk Management Practices: Implication on The Banking Sector Risk Management Practices: Implication on The Banking Sector Новинка

Risk Management Practices: Implication on The Banking Sector

Risk management is an essential part of the decision-making process. To advance this decision making, the study investigates the explicit and implicit inferences of the banking sector in response to acknowledged risk aspects (credit risk, liquidity risk & operational risk) faced within the dynamic business environment in which the bank operates. Responsive behaviour of risk mangers is identified for conventional and Islamic banks. In addition, the study compare and contrast their responsive behaviour between two set of banks (Conventional and Islamic). It is imperative and constructive to know about the factors on which future decision making can be based. On the practical aspect, this study could help management of the banks'' and policy makers to spotlight on the main banking activities that possibly will enhance the bank position and financial presentation.
Economic Viability of Urban Cooperative Banks in Maharashtra Economic Viability of Urban Cooperative Banks in Maharashtra Новинка

Economic Viability of Urban Cooperative Banks in Maharashtra

This book is genuine work on Economic viability of urban cooperative banks in Maharashtra. Therefore an attempt has been made to study the Origin and Progress of Urban Cooperative Banks in India, Growth Performance of Urban Cooperative Banks in Maharashtra. Capital Adequacy, Viability, Rate of Growth of Deposits, Productivity of Labour, Rate of overdues, Profitability and Credit Deposits ratios of Urban Cooperative Banks in Maharashtra is also studied in this book. This book has shown some important policy implication.
Comparative Study of Financial Efficiency of DCC Banks Comparative Study of Financial Efficiency of DCC Banks Новинка

Comparative Study of Financial Efficiency of DCC Banks

This book is comprehensive work on Comparative Study of Financial Efficiency of District Central Cooperative Banks in Marathwada. Therefore an attempt has been made to study in this book Origin and Progress of District Central Cooperative Banks in India, Growth Performance of District Central Cooperative Banks in Marathwada. Financial Performance of District Central Cooperative Banks in Marathwada is also studied in this book. This book has shown some important policy implication. This book is useful to researchers and policy makers.
Financial Appraisal and Comparative Analysis of ICICI Bank Ltd. & SBI Financial Appraisal and Comparative Analysis of ICICI Bank Ltd. & SBI Новинка

Financial Appraisal and Comparative Analysis of ICICI Bank Ltd. & SBI

ICICI Bank Ltd. and State Bank of India (SBI) are the two largest banks in India in private and public sector respectively. Reserve bank of India (Central Bank in India) has prescribed certain financial ratios like Capital Adequacy Ratio, Statutory Liquidity Ratio, Priority Sector Advances to Total Advance Ratio etc. to measure the financial performance of the banks. In this book the financial appraisal of both the banks have been done on the basis of ratios prescribed by RBI and then comparative analysis has been done. On the basis of analysis it has been found that both the banks are maintaining the required standards and both are running profitably. Graphs and diagrams are used to explain the trends. Statistical tools have been used for better understanding of the concepts, In the end suggestions have been given for the further improvement in the performance of the banks. This book will definitely contribute to the further research on the topic by the researchers and the academicians.
The Determinants of Ethiopian Commercial Banks Performance The Determinants of Ethiopian Commercial Banks Performance Новинка

The Determinants of Ethiopian Commercial Banks Performance

This paper investigates the determinants of Ethiopian banks performance considering bank specific and external variables on selected banks’ profitability for the 1990-2012 periods. The empirical investigation uses the accounting measure Return on Assets (ROA) to represent Banks’ performance. The study finds that bank specific variables by large explain the variation in profitability. High performance is related to the ability of banks to control their credit risk, diversify their income sources by incorporating non-traditional banking services and control their overhead expenses. In addition, the paper finds that bank’s capital and liquidity status are not significant to affect the performance of banks. On the other hand, the paper finds that bank size and macro-economic variables such real GDP growth rates have no significant impact on banks’ profitability. However, the inflation rate is determined to be significant driver to the performance of the Ethiopian commercial banks
Possible Determinants of Bank Profitability in the United Kingdom Possible Determinants of Bank Profitability in the United Kingdom Новинка

Possible Determinants of Bank Profitability in the United Kingdom

This paper investigates the impact of bank-specific, industry-specific, and macroeconomic variables on bank profitability before, during, and after the financial crisis of 2008. For this purpose, 73 UK commercial banks are selected on the basis of availability of required information. The empirical data for these banks are collected for the period from 2006 to 2012 from Bankscope and Data-stream databases. The regression and correlation analyses are performed on the data and concluded that bank size, capital ratio, loan, deposits, liquidity, and interest rate have positive impact on ROA and ROE while GDP and inflation rate have negative impact. The findings of this study can help UK banks, government, investors, policymakers, and shareholders for decision making and improving the performance of financial institutions in the future.
Banking Crises, and Asset Markets in Emerging Economies Banking Crises, and Asset Markets in Emerging Economies Новинка

Banking Crises, and Asset Markets in Emerging Economies

While the banking crisis in the 1930s was primarily a liquidity problem, the crisis in investment banking in the US around 2008 was more a solvency issue. The first part of this book deals with banking crisis, liquidity and solvency. The focus is on capital adequacy as a way to ensuring greater stability in banks. The second part of the book deals with asset markets in emerging economies. Real assets can be as important as financial assets in any economy. This is even more the case in emerging economies. So the usual paradigm with focus on financial assets alone is inadequate as real asset markets have their own nuances particularly in emerging economies. This book deals with both real and financial assets. It encompasses issues like adverse selection, liquidity crunch, undervaluation or overvaluation, segmented markets, and even corruption related to these assets. This book is useful not only in the area of finance but also in development economics. Students, researchers, practitioners and policy makers can benefit from this insightful, fresh, interesting, and carefully written book. It can be useful for a long time.
Financial Performance of Commercial Banks in India in Post Reforms Era Financial Performance of Commercial Banks in India in Post Reforms Era Новинка

Financial Performance of Commercial Banks in India in Post Reforms Era

In 1992, the Reserve Bank of India launched banking sector reforms in India to create a more profitable, efficient, and sound banking system.The reforms include the competition enhancing reforms, reforms enhancing role of market forces, prudential reforms, supervisory reforms, institutional and legal reforms, reforms related to the customer service in banks, technological reforms, and the payment and settlement systems reforms.In the context of these banking sector reforms, the present book attempts to discuss the banking sector reforms in India and to analyze and compare the financial performance of commercial banks in India on various aspects such as profitability, liquidity, capital adequacy, assets quality, and off-balance sheet strength in post reforms era. Moreover, it also attempts to extract the financial ratios which significantly predict the financial performance of commercial banks.The book should be especially useful to banking officials, researchers in the area of banking and finance, stakeholders of commercial banks, or anyone else who is interested in understanding the dynamics of financial performance analysis.
Shyam Venkat Liquidity Risk Management. A Practitioner's Perspective Shyam Venkat Liquidity Risk Management. A Practitioner's Perspective Новинка

Shyam Venkat Liquidity Risk Management. A Practitioner's Perspective

The most up-to-date, comprehensive guide on liquidity risk management—from the professionals Written by a team of industry leaders from the Price Waterhouse Coopers Financial Services Regulatory Practice, Liquidity Risk Management is the first book of its kind to pull back the curtain on a global approach to liquidity risk management in the post-financial crisis. Now, as a number of regulatory initiatives emerge, this timely and informative book explores the real-world implications of risk management practices in today's market. Taking a clear and focused approach to the operational and financial obligations of liquidity risk management, the book builds upon a foundational knowledge of banking and capital markets and explores in-depth the key aspects of the subject, including governance, regulatory developments, analytical frameworks, reporting, strategic implications, and more. The book also addresses management practices that are particularly insightful to liquidity risk management practitioners and managers in numerous areas of banking organizations. Each chapter is authored by a Price Waterhouse Coopers partner or director who has significant, hands-on expertise Content addresses key areas of the subject, such as liquidity stress testing and information reporting Several chapters are devoted to Basel III and its implications for bank liquidity risk management and business strategy Includes a dedicated, current, and all-inclusive look at liquidity risk management Complemented with hands-on insight from the field's leading authorities on the subject, Liquidity Risk Management is essential reading for practitioners and managers within banking organizations looking for the most current information on liquidity risk management.
Challenges and opportunities in CEE banking industry Challenges and opportunities in CEE banking industry Новинка

Challenges and opportunities in CEE banking industry

Foreign banks, especially Austrian banks, dominate the Central and Eastern European market. But why is it like that? This book points out the challenges (new regulations, changes in technology, competition, etc. …) and the opportunities (still existing growth potential due to unsaturated market, etc. …) Austrian banks face in CEE. It is pointed out how subsidiaries of Austrian banks perform compared to other banks in CEE. The aim of this book was to find an answer to the following question: Which internal and external factors lead to success or failure of Austrian subsidiary banks in Central and Eastern Europe? There already exists much literature which concentrate on the potential and the difficulties of the CEE market and many reports and journals focus on the effect of foreign banks on domestic competitors. However, in this book more detailed information about the development of Austrian banks in CEE provided. Experts of Austrian banks with subsidiaries in CEE were asked about internal (strengths/weaknesses) and external factors (opportunities/threats) which have impact on their business activities in Central and Eastern Europe. All in all, this book emphasizes which advantages and disadvantages Austrian banks have compared to their competitors and which factors they have to consider in their strategic planning process.
Managing Time in Relational Databases, Managing Time in Relational Databases, Новинка

Managing Time in Relational Databases,

Managing Time in Relational Databases,
Christian Szylar Handbook of Market Risk Christian Szylar Handbook of Market Risk Новинка

Christian Szylar Handbook of Market Risk

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A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of market risk. Featuring a format that is accessible and convenient, the handbook employs numerous examples to underscore the application of the material in a real-world setting. The book starts by introducing the various methods to measure market risk while continuing to emphasize stress testing, liquidity, and interest rate implications. Covering topics intrinsic to understanding and applying market risk, the handbook features: An introduction to financial markets The historical perspective from market events and diverse mathematics to the value-at-risk Return and volatility estimates Diversification, portfolio risk, and efficient frontier The Capital Asset Pricing Model and the Arbitrage Pricing Theory The use of a fundamental multi-factors model Financial derivatives instruments Fixed income and interest rate risk Liquidity risk Alternative investments Stress testing and back testing Banks and Basel II/III The Handbook of Market Risk is a must-have resource for financial engineers, quantitative analysts, regulators, risk managers in investments banks, and large-scale consultancy groups advising banks on internal systems. The handbook is also an excellent text for academics teaching postgraduate courses on financial methodology.
Financial Performance Analysis in Ethiopian Banking Sector Financial Performance Analysis in Ethiopian Banking Sector Новинка

Financial Performance Analysis in Ethiopian Banking Sector

This Project book is the original work of the author that was prepared by referring different relevant documents to provide the conceptual and theoretical foundations of financial management theory. It was prepared for the purpose of earning the MBA degree. It discusses the concept of financial performance analysis in case commercial banking sector. In order to achieve the research objectives the study employed financial ratio analysis of Ethiopian Commercial banks during 2008-2012. The background area, methodology, discussion, conclusions and recommendations were stipulated inside the paper. The findings was arrived at by employing T-test hypothesis to check the difference between operational efficiency, liquidity management, assets management, profitability position among selected Commercial banks in Ethiopia.
Human Resource Management: Case Studies Human Resource Management: Case Studies Новинка

Human Resource Management: Case Studies

Case Study 1: Industrial Companies in Egypt, Case Study 2: King Abdel-Aziz Hospital in KSA, Case Study 3: Commercial Banks in Egypt, Case Study 4: Teaching Hospital in Egypt, Case Study 5: Healthcare Organizations in KSA, Case Study 6: Commercial Banks in Egypt, Case Study 7: Menoufia University Hospitals in Egypt, Case Study 8: Teaching Hospitals in Egypt, Case Study 9: Industrial Companies in Egypt, Case Study 10: Sadat City University in Egypt, Case Study 11: Commercial Banks in Egypt, Case Study 12: Teaching Hospitals in Egypt, Case Study 13: King Faisal Hospital in KSA, Case Study 14: Saudi banks in KSA, Case Study 15: Commercial Banks in Egypt, Case Study 16: Teaching Hospitals in Egypt, Case Study 17: King Abdel-Aziz Hospital in KSA, Case Study 18: Menoufia University Hospitals in Egypt, Case Study 19: Industrial Companies in Egypt, Case Study 20: Teaching Hospitals in Egypt, Case Study 21: Healthcare Organizations in KSA, Case Study 21: Healthcare Organizations in KSA, Case Study 22: Sadat City University in Egypt, Case Study 23: Commercial Banks in Egypt, Case Study 24: Teaching Hospitals in Egypt, Case Study 25: Saudi Banks in KSA.
Enhancing Transparency and Risk Reporting in Islamic Banks Enhancing Transparency and Risk Reporting in Islamic Banks Новинка

Enhancing Transparency and Risk Reporting in Islamic Banks

This study examines transparency and risk reporting issues in Islamic banks. Based on a postal questionnaire survey of 28 Islamic banks in 14 countries, supplemented by a follow-up e mails and interviews, the study addresses the following specific issues on: (a) the nature of risks that Islamic banks are exposed; (b) the risk measurement and management used by Islamic banks; (c) the information required by Islamic bank supervisors to monitor the risk profile of Islamic banks; (d) the importance of transparency and market discipline in Islamic banks; and (e) the adequacy of current risk reporting in Islamic banks. The results of the study indicate that Islamic banks are exposed to similar risks as those in conventional banks. Furthermore, the results also reveal that the degree of the importance of the risks is also similar to those in conventional banks, except the nature of the risks.
Occupational Role Stress Occupational Role Stress Новинка

Occupational Role Stress

Banking in India underwent a drastic change in the 1990’s, when a set of reforms were introduced to liberalise the Indian Economy. The liberalisation process objectives included developing a diversified, efficient and competitive financial system and included recommendations on entry of Private and Foreign banks in India, Computerization, Reduction of government shareholding in government owned banks, Introduction of Voluntary retirement schemes (VRS) for surplus staff etc. Post these reforms, the banks multiplied in size and numbers as well as diversified into many new areas like mutual funds, insurance, merchant banking, personal investment counselling and other new financial services and products. This study has been done to assess the occupational role stress such changes have brought in for the employees in the Public Sector Banks, Private Sector Banks and Foreign Banks in the National Capital Region of Delhi, India.
Human Resource Management Practices In Public Sector Banks Human Resource Management Practices In Public Sector Banks Новинка

Human Resource Management Practices In Public Sector Banks

Human Resource Management holds a key position in any scheme of economic development in any country because the developmental process is the sum total of our productive efforts, guided, managed and executed through our human resource. It is an approach; a point of view a new technique of thinking and a philosophy of management which is concerned not only with managing people but also with solving the human problems of an organization intelligently and equitably and in a manner which ensure that employees potential is properly developed, that maximum satisfaction is desired by them from their work, that the objective of the organization are achieved. In this research work an effort has been made to study Human Resource Management practices in selected Public Sector Banks of Udaipur District in India. The Study is divided in to seven chapters in which main focus is on Human Resource Management practices in public sector banks, It also includes the study of manpower planning recruitment and selection in public sectors banks. The authors feel that the research work would be helpful for academicians, Policy makers and research scholars.
CAMELS Rating System & Banking Sector of Pakistan CAMELS Rating System & Banking Sector of Pakistan Новинка

CAMELS Rating System & Banking Sector of Pakistan

Banking industry serves as the backbone of the financial sector that accumulates saving from surplus economic units in the form of deposits and provides it to deficit economic units in the form of advances. So it is of great importance to keenly observe the performance of the banks and their compliance with the regulatory requirements. Performance of the banks is measured at two levels, one is at the management and regulatory level of the banks and another is at external rating agencies. It is of great importance that both these ratings present the same results about the condition of the banks to provide clear information to investors and management. CAMELS is the supervisory and regulatory rating system implemented by State Bank of Pakistan. It takes into account six important components of a bank when it evaluates performance of the bank. These components are Capital, Assets, Management, Earning, Liquidity and Sensitivity to market risk. PACRA rating agency is the dominant credit rating agency of Pakistan that performs ratings for most banks. In our research we examine the similarities in the results generated by CAMELS rating system and PACRA rating agency.
Tradeoff between Liquidity and Profitability Tradeoff between Liquidity and Profitability Новинка

Tradeoff between Liquidity and Profitability

In this research author has found out new things regarding the relationship between liquidity and profitability in telecommunication service provider sector in India. Here research is done on basis of secondary data and its useful to the other industry also.There is no trade off between liquidity and profitability in Indian telecommunication service provider Industry.It covers all opportunities and threats of this industry as well as market share analysis of it.
Efficiency of Liquidity Management and Corporate Profitability Efficiency of Liquidity Management and Corporate Profitability Новинка

Efficiency of Liquidity Management and Corporate Profitability

The Indian industries have been facing fierce challenges due to intensified competition in the market place as a result of liberalization, privatization and globalization(LPG). As a consequence,the Indian manufacturing companies have been making necessary changes in their liquidity management.Furthermore, the recent collapse of big businesses in and around the world also makes the firms more aware of their liquidity. In this backdrop, the present book presents an empirical study which makes an attempt to evaluate the efficiency of the liquidity management of the selected manufacturing companies in Indian corporate sector during the post-liberalization period.Awareness of this topic has been increased recently because of the changes in the short-term debt management. It has been hoped that this book will definitely enrich the literature on financial management.
Financial Sector Liberalization and efficiency:Evidence from Pakistan Financial Sector Liberalization and efficiency:Evidence from Pakistan Новинка

Financial Sector Liberalization and efficiency:Evidence from Pakistan

Financial sector of Pakistan has been transformed over the last three decades through Liberalization, the privatization of nationalized commercial banks, entrance of domestic private banks, the removal of barriers on the entry of foreign banks, the introduction of prudential regulations and merger and acquistion reforms. The effects of these reforms have measured by using descriptive and ordinary least square(OLS) techniques.The descriptive results hows that during pre-reform,first reform and second reform period foreign banks were the most efficient banks in profit earnings,domestic private banks,Public banks and privatized banks following respectively. But during the third reform period private banks were the most efficient in profit earnings,foreign banks and public banks and privatized banks following respectively.
NON PERFORMING ASSETS IN C0-0PERATIVE BANKS NON PERFORMING ASSETS IN C0-0PERATIVE BANKS Новинка

NON PERFORMING ASSETS IN C0-0PERATIVE BANKS

Co-operative banks have evolved as one of the most effective instruments of economic transformation. However, credit risk is acute due to their priority sector lending in the federal co-operative credit structure. Non Performing Assets (NPAs) in the loan portfolio jeopardize the economy at the macro and micro level. Despite effective credit management, the presence of NPAs in the portfolio of Central Co-operative Banks has become unavoidable. This book probes into the status of NPAs and their effect on the financial health - profitability, liquidity and solvency. Default of co-operative credit has a detrimental effect on each level of the federal co-operative credit structure. The causative factors for default of co-operative credit and the factors discriminating defaulters have been identified. This book would benefit researchers and bankers interested in the field of NPA Management in Co-operative Banks.
Interest rate risk exposure&Fin.Performance of commercial banks-Uganda Interest rate risk exposure&Fin.Performance of commercial banks-Uganda Новинка

Interest rate risk exposure&Fin.Performance of commercial banks-Uganda

The book explains how interest rate risk exposure affects the financial performance of commercial banks in Uganda. The banking sector in Uganda is extremely exposed to various risk exposures in terms of volatility from exchange rates, currency fluctuations, oil prices shocks and inflation which later affects the lending activities of the banks. The purpose of the study was to highlight the key measures, strategies and best practices of minimizing risk exposures in the banking sector by practicing best risk management approaches in line with the international best practices of managing interest rate risks. The study has created avenues for discussion to the extent that the commercial banks in Uganda has achieved good sound and strong measures of the Camel rating risks measures of financial performance and risk reduction strategies in order to curb future risk exposures in the sector. We explore to encourage readers to compare our approach to bring in more insights to the banking sector best practices of interest rate risk management and best ways to sustain bank performance in the fragile environments especially financial crisis in the global financial markets and fragile economies
Impacts of Foreign Banks on Domestic Banks Businesses Impacts of Foreign Banks on Domestic Banks Businesses Новинка

Impacts of Foreign Banks on Domestic Banks Businesses

In this research work, we examine the three major factors that give prominence to foreign banks which impact the local banks businesses. 1. Technology 2.Consumer Loans 3.Customer Services. We introduce a new comprehensive data based on survey questionnaires, for 55 banks locating in Germany, France, Turkey and Pakistan. In term of impact we document that technology, consumer loans and customer services are salient factors that affect the local banks businesses. If the domestic banks succeed to implement these three factors in their banking structure, they can excel into competitive market and would be able to aggrandize compare to foreign banks in a competitive environment. In particular the bank managers can employ this analysis to identify the relative position of their banks as opposed to their foreign competitions.This will enable the local banks to identify the most important competitive advantages/disadvantages compared to foreign banks and to develop measures to take advantage of their relative strengths points or to tackle with existing disadvantages. For that we develop hypothesis and get response from each bank’s employees to approve our hypothesis.
Profitability Performance of Public Sector Commercial Banks in India Profitability Performance of Public Sector Commercial Banks in India Новинка

Profitability Performance of Public Sector Commercial Banks in India

In India, Commercial Banks are broadly divided into public sector, private sector and foreign banks. Public Sector Banks include the SBI and its associate banks numbering eight (8) besides nineteen (19) nationalised banks. Thus there are 28 public sector banks in India. The public sector commercial banks (PSCBs) have a wide network through out the country having large number of branches. It provides loans and advances to various categories of people under various schemes and these banks are very supportive to government for its development programs. In recent years, there have been considerable pressures on the profitability of banks. Profitability is considered as an index of financial health. Banks are urged to generate sufficient revenue to meet the rising cost of funds. Profitability is a key result area where performance and results directly and virtually affect the survival. Therefore, this study analyses the profitability performance of public sector commercial banks in India.
Banking Sector Liberalization and efficiency Evidence from Pakistan Banking Sector Liberalization and efficiency Evidence from Pakistan Новинка

Banking Sector Liberalization and efficiency Evidence from Pakistan

Banking sector of Pakistan has been transformed over the past three decades through liberalization, the privatization of nationalized commercial banks, entrance of domestic private banks, the removal of barriers on the entry of foreign banks, the introduction of prudential regulations and merger & acquisitions reforms. The effects of these reforms have measured by using descriptive and ordinary least square (OLS) techniques. The descriptive results show that during pre-reform, first reform, second reform period foreign banks were the most efficient bank in profit, domestic private banks, public banks and privatized banks following respectively. But during the third reform period private banks were the most efficient in profit earning, foreign banks, and public banks and privatized banks following respectively.
Simon Archer Islamic Capital Markets and Products. Managing Capital and Liquidity Requirements Under Basel III Simon Archer Islamic Capital Markets and Products. Managing Capital and Liquidity Requirements Under Basel III Новинка

Simon Archer Islamic Capital Markets and Products. Managing Capital and Liquidity Requirements Under Basel III

Ensure Basel III compliance with expert analysis specific to Islamic Finance Islamic Capital Markets and Products provides a thorough examination of Islamic capital markets (ICM), with particular attention to the products that they offer and the legal and regulatory infrastructure within which they operate. Since Islamic banks act as asset managers, attention is paid to the regulatory challenges which they face in the light of Basel III, as regards both eligible capital and liquidity risk management. The authors of the chapters are professionals and practitioners, and write from experience. The editors also contributed to some of the chapters. The markets and products covered include Islamic equities, Islamic investment certificates (Sukūk) which are Shari'ah compliant alternatives to conventional bonds, and Islamic Collective Investment Schemes. The coverage of legal and regulatory issues includes an examination of the implications for ICM of securities laws and regulations and of Basel III, as well as collateralisation issues. Shari'ah compliance aspects, in terms both of the selection criteria for Islamic equities and of the 'purification' of impermissible components of income, are also examined in some detail, as are the implications of Basel III for eligible capital in general and for Shari'ah compliant capital instruments in particular. A similar analysis is also made of the implications of the Basel III requirements for liquidity risk management and high quality liquid assets (HQLA), including Shari'ah compliant HQLA. The book concludes with three case studies, two describing the ICM in Malaysia and Bahrain and a third which describes Sukūk issued as Shari'ah compliant capital instruments, followed by brief concluding remarks by the editors.
The impact of asset liquidity on leverage The impact of asset liquidity on leverage Новинка

The impact of asset liquidity on leverage

This book is the research of the relationship between asset liquidity and leverage. It is applied to privatised firms in Serbia that have been privatised in 2004 though auction. For the purpose of this research, seven industries were analysed. To see whether the relationship between asset liquidity and leverage is changed when privatised firms became free to dispose their assets, the relationship between asset liquidity and leverage is examined in the first year after privatisation, while privatised firms were still under control by the Privatisation Agency and therefore their assets were securing the debt. Then the same is done in the fourth year after privatisation, when there was no control over privatised firms by the Privatisation Agency and their debt was unsecured. The main conclusion from this research is that, in most industries, the asset liquidity is not linearly related to the leverage. Moreover, in almost all industries the relationship between asset liquidity and leverage did not change in the fourth year after privatisation. Finally, in case of Serbian privatised companies, the ownership structure is not related to the leverage.
Privatization of banking sector in Pakistan Privatization of banking sector in Pakistan Новинка

Privatization of banking sector in Pakistan

Revision with unchanged content. The book in hand aims to examine the privatization of banking sector in Pakistan, its impact on efficiency, economy, employment and new products and services. For this purpose economic model is used to judge efficiency of banking sector for pre-and- post period of privatization of banking sector in Pakistan. The results show that banking sector in Pakistan after privatization of few banks has improved its efficiency. Liquidity ratios, Numbers and values of deposits and Profitability of the banks increased. Value of non-performing loans is controlled. However, spread rate is still higher as compared to pre-privatization period. New products and services have been created to facilitate the customers. Impact on economy, in the sense of mobilization of savings, increase in loan advances and credit, as well as investment have shown an upward trend. Quality of assets of all banks has improved. The results confirm decrease in number but increase in salary and remuneration of employees. The book will benefit the students of Economics and business schools in general and policy makers in developing countries in particular.
Financial performance of commercial banks during financial crisis Financial performance of commercial banks during financial crisis Новинка

Financial performance of commercial banks during financial crisis

This paper is analyzing the financial performance of selected Commercial Banks in Malaysia during the period of 2004-2008, during the financial crisis. It examines the impact of financial crisis to banks financial performance by employing the financial ratio analysis. The results indicate that that the selected commercial banks does not affected much by the financial crisis, it can be prove by finding results shows a significantly increase in the financial performance of commercial banks in Malaysia occurred during world economic turbulence. The paper is important to analyze the performances of commercial bank in Malaysia because the commercial banks are lending of economic growth in Malaysia. Thus the financial performances of commercial banks are positively reflected by the economic changes for the previous economic downturn but in the case of commercial banks in Malaysia, they are a slightly different. It shows that the financial crisis does not hit much to banking sector. This is proved by the statement issued by The Association of Banks in Malaysia (ABM) said that Malaysia’s banking sector remains strong and well capitalized despite the turmoil in the global financial markets.
CAMEL Ratings Application CAMEL Ratings Application Новинка

CAMEL Ratings Application

The study was conducted to check the safety and soundness of commercial Banks of Pakistan. This study focused on six commercial banks; two from each area i.e. Domestic, International, and Islamic banks. CAMEL Framework was applied on the financial data for three years of selected banks to analyze them. These banks include the local conventional banks, local Islamic banks, and international banks operating in Pakistan. The final result shows that despite economic problems worldwide, Pakistan has a healthy and sound financial system to support its economy and commercial banks performance is good.
PERFORMANCE EVALUATION OF FOREIGN BANKS OPERATING IN INDIA PERFORMANCE EVALUATION OF FOREIGN BANKS OPERATING IN INDIA Новинка

PERFORMANCE EVALUATION OF FOREIGN BANKS OPERATING IN INDIA

With economic and financial sector reforms introduced in India since the early 1990s, the operating environment for banks in India has undergone a rapid change. Foreign banks have been operating in India for more than a century and a half. The operations of FBs received a considerable boost during the post-reform era beginning with the year 1993. In the emerging financial and banking scenario of openness and promotion of greater economic efficiency, the need for an expanded role and operation of foreign banks has gained further backing in India. The policy stance towards foreign banks has greatly been liberalised and the latest in the series being the declaration of the ‘Road Map of FBs'' by the RBI implying completely new avenues for growth and different prototypes of representations in India. In this context, it would be important to assess the financial health of the foreign banks. The present study seeks to pinpoint the strength and weaknesses of the select foreign banks under study and to have comparisons with the domestic banks in terms of growth, profitability and operational efficiency.
Statement of Accounting Standards and Performance of Nigerian Banks Statement of Accounting Standards and Performance of Nigerian Banks Новинка

Statement of Accounting Standards and Performance of Nigerian Banks

Banks play important roles in promoting national development. In order to provide efficient services and to perform their statutory roles effectively, banks are required to comply with established standards. In Nigeria, the Statement of Accounting Standards (SAS) such as accounting by banks and non-banks financial institutions (SAS10) and accounting for employees’ retirement benefits (SAS8), Companies and Allied Matters Act (CAMA) and the Central Bank of Nigeria’s directives and regulations provide guidelines to banks in the preparation and presentation of the records of their financial transactions. In recent time, some Nigerian banks appear to be engaging in non-standardized and unprofessional practices, which could lead to distress and liquidation. The objectives of this study therefore are to: (i.) assess the level of Nigerian banks’ compliance with statement of accounting standards as established by the Nigerian Accounting Standards Board, (ii.) examine the performance of Nigerian banks over a period of time and (iii.) appraise the relationship between level of compliance with Statement of Accounting Standards and performance of Nigerian banks.

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Robust management of liquidity risk within the changing regulatory framework Liquidity Management applies current risk management theory, techniques, and processes to liquidity risk control and management to help organizations prepare in case of future economic crisis and changing regulatory framework. Based on extensive research conducted on banks' datasets, this book addresses the practical challenges and critical issues that frequently go unmentioned, and discusses the recent impact of sovereign crises on banks' liquidity processes and approaches. Market practices and regulatory stances are reviewed and compared to bank treasuries' response to liquidity crunches, refinancing risks are explored in the context of Basel 3, and alternative funding is analyzed in terms of resilience and allocation. Coverage includes the recent crisis, new regulations, and the techniques, processes, and strategies banks use in managing liquidity risk. The 2008 and 2010 crises brought liquidity risk out of the shadows as even profitable and well-capitalized banks were swept away with breathtaking speed. This book reviews modeling and internal process design in the context of the structural change in market conditions on banks' refinancing and control requirements, helping readers rethink and re-design their organization's approach to liquidity risk. Understand the new liquidity regulatory framework and the implications for banks Study the latest liquidity measurement models, with stress testing and scenario analysis Discover the effect of illiquid financing markets and possible lasting impacts Compare market liquidity and warning signals that detect further deterioration With much of the world still reeling from history, it's important that liquidity risk become a major focus going forward. This practical guide provides valuable information, but also real, actionable steps that can be taken today to forecast and mitigate risks with an eye toward greater stability and security. Liquidity Management is a thorough, comprehensive guide to a more robust management of liquidity risk.
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Посредством этого сайта магазина - каталога товаров мы очень легко осуществляем продажу managing liquidity in banks у одного из интернет-магазинов проверенных фирм. Определитесь с вашими предпочтениями один интернет-магазин, с лучшей ценой продукта. Прочитав рекомендации по продаже managing liquidity in banks легко охарактеризовать производителя как превосходную и доступную фирму.