Determinants of Credit Risk of Indian Banks: A Study on Pre and Post Structural Break

Authors

  • Santi Gopal Maji Department of Commerce, North Eastern Hill University, Umshing, Shillong
  • Mitra Goswami Department of Commerce, North Eastern Hill University, Umshing, Shillong

DOI:

https://doi.org/10.33516/maj.v52i11.46-52p

Abstract

No Abstract.

Downloads

Download data is not yet available.

Downloads

Published

2017-11-01

How to Cite

Maji, S. G., & Goswami, M. (2017). Determinants of Credit Risk of Indian Banks: A Study on Pre and Post Structural Break. The Management Accountant Journal, 52(11), 46–52. https://doi.org/10.33516/maj.v52i11.46-52p

Issue

Volume 52, Issue 11, November 2017

Section

Banking
Crossref
Scopus
Google Scholar
Europe PMC

References

Ahmad, N.H. and Mohamed, A. (2007). Multicountry study of bank credit risk determinants. International Journal of Banking and Finance, 5 (1), 135-152.

Arora, S. (2013). Credit Risk Analysis in Indian Commercial Banks : An Empirical Investigation, Asia-Pacific Finance and Accounting Review, 1(2), 25-34

Basel Committee on Banking Supervision. (2001). Risk management practices and regulatory capital: Cross-sectorial comparison. Switzerland: Bank for International Settlements.

Berger, Allen N. and DeYoung, R. (1997). Problem loans and cost efficiency in commercial banks. Journal of Banking and Finance, 20 (6), 849 – 870.

Chaibi, H. and Ftiti, Z. (2015). Credit risk determinants: Evidence from cross country study. Research in International Business and Finance, 33, 1–16.

Chen, M.C., Cheng, S.J. and Hwang, Y. (2005). An empirical investigation on the relationship between intellectual capital and firms’ market value and financial performance. Journal of Intellectual Capital, 6 (2), 159-76.

Clarke, M., Seng, D. and White, R.H. (2011). Intellectual capital and firm performance in Australia. Journal of Intellectual Capital, 12, 505-530.

Das, A. and Ghosh, S. (2007). Determinants of Credit Risk in Indian State-owned Banks: An Empirical Investigation. Economic Issue-Stoke and Trent, 12 (2), 27-46.

Ghosh, S.K. and Maji, S.G. (2015). Empirical validity of value added intellectual coefficient model in Indian knowledge based sector. Global Business Review, 16 (6) pp. 947–962.

Green, W. (2003).Econometric Analysis, Pearson Education, Singapore.

Kufo, A. (2015). Albanian banking system: Risk behaviour and capital requirements. Journal of Applied Economic Business, 3 (2), 5-16.

Maji, S.G and De, U.K. (2015). Regulatory capital and risk of Indian banks: a simultaneous equation approach. Journal of Financial Economic Policy, 7 (2) pp. 140-156.

Maji, S.G and Hazarika, P. (2016). Factors Affecting Credit Risk of Indian banks: Application of Dynamic Panel Data Model. Research Bulletin , 42 (1), 85-96.

Maji, S.G. (2015). Risk-Based Capital, Human capital and Risk of Indian Banks: Combining Insight from Panel Data Regression and Quantile Regression. Journal of banking, Information Technology and Management, 12 (2), 48-59.

Malik, M.S., Aslam, S., and Latif, M. (2012). Intellectual capital efficiency and corporate performance in developing countries: a comparison between Islamic and conventional banks of Pakistan. Interdisciplinary Journal of Contemporary Research in Business, 4 (1), 405-420.

Manab, N.A., Thengb, N.Y. and Md-Rusc, R. (2015). The Determinants of Credit Risk in Malaysia. Procedia - Social and Behavioral Sciences, 172, 301 – 308.

Pulic, A. (2000). MVA and VAICTM analysis of randomly selected companies from FTSE 250. available at: http://www.vaic-on.net/download/ ftse30.pdf (accessed 14 August, 2008).

Ramanadh, K. and Rajesham, Ch. (2013). Bank Credit, Economic Growth and Non-performing Assets- An Analysis of Indian Commercial Banking. Journal of Commerce and Accounting Research, 2 (3), 19-30.

Ranjan, R. and Dhal, S.C. (2003). Non-Performing Loans and Terms of Credit of Public Sector Banks in India: An Empirical Assessment. Reserve Bank of India Occasional Papers, 24 (3), 81-121.

Yalama, A. and Coskun, M. (2007). Intellectual capital performance of quoted banks on the Istanbul stock exchange market. Journal of Intellectual Capital, 8 (2), 256.