Restructuring assets reform, 2013: Impact of operational ability, liquidity, bank capital, profitability and capital on bank credit risk

被引：7
|
作者：
Bawa, Jaslene Kaur [1 ]
Basu, Sankarshan [2 ]
机构：
[1] FLAME Univ, Pune, Maharashtra, India
[2] Indian Inst Management Bangalore, Finance & Accounting Area, Bannerghatta Rd, Bangalore, Karnataka, India
来源：
IIMB MANAGEMENT REVIEW | 2020年 / 32卷 / 03期
关键词：
Bank; Toda-Yamamoto; Inter-temporal; Generalised method of moments (GMM); Restructured assets; Non-performing assets (NPA); NON-PERFORMING LOANS; UNIT-ROOT TESTS; PANEL-DATA; MARKET POWER; DETERMINANTS; COMPETITION; MANAGEMENT; EFFICIENCY; REQUIREMENTS; OWNERSHIP;
D O I：
10.1016/j.iimb.2019.10.009
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
We analyse and employ a model that captures the inter-temporal relationship between Indian banks' operational ability, bank capital, liquidity and profitability for a sample of 45 Indian banks during the period 2006-2016. The Generalised method of moments (GMM) model captures the bank risk through non-performing assets (NPA) over the periods 2006-2015, 2013-2016 (revised restructuring assets recognition guideline implemented) and 2015-2016 (deadline to implement revised restructured assets guideline) using restructured assets as an explanatory variable. Our findings suggest that banks with higher restructured assets levels witness higher risk and lower profits. (C) 2020 Published by Elsevier Ltd on behalf of Indian Institute of Management Bangalore.
引用
收藏
页码：267 / 279
页数：13
相关论文
共 50 条
12345