Sound ALM practices ensure the stability and liquidity of banks, thus enhancing the profitability. ALM is a mechanism to address the risk faced by banks due to mismatch in assets and liabilities. In the context of India, banking industry is closely monitored and supervised by Reserve Bank of India (RBI). As a part of many norms to ensure the sound banking system, RBI also has come out with the ...

30 Efforts requiring banks to divulge information on their financial condition have a long history. In the early 1800s, some states required banks to file reports of condition with the governor or legislature, arguing the state was a shareholder in the banks and therefore entitled to the information (Robertson 1995). However, the reports contained only broad breakdowns of assets and liabilities...

Measuring performance and determining the key factors of performance have been an important research topic in different sector in recent years. The main goal of this study is to evaluate the performance ranks of the private banks in Turkey due to the fact that performances of private banks are important at the stage of economic growth. In this research, the private banks in Turkey ranked by TOP...

This paper shows the efficiency of using constrained optimization for designing two-channel low-delay finite impulse response filter banks. The filter banks under consideration are quadrature mirror filter (QMF) banks and perfect reconstruction (PR) biorthogonal filter banks. The design problems for both types of banks are stated as constrained minimization problems in forms that enables us to ...

The objective of this paper is to measure the productive efficiency of banks in a developing country, that is, India. The measurement of efficiency is done using Data Envelopment Analysis (DEA). Two models have been constructed to show how efficiency scores vary with change in inputs and outputs. The efficiency scores, for three groups of banks, that is, publicly owned, privately owned and fore...

This paper investigates whether Japanese banks had been following herd behavior in the domestic loan market from 1975 through 2002. Applying the technique developed by Lakonishok, Shleifer, and Vishny (LSV) (1992, J. of Fin. Econ.) to the data of loans outstanding to different types of borrowers, we obtain evidence indicative of the existence of herding. Consistent herding during the entire sam...

Corporate social responsibility is one among the top prioritized agenda of any business organization. Many business organizations embraced CSR in a befitting manner and are evident from the number of activities undertaken by them. This paper aims to study the factors influencing the CSR initiatives of the banks in Sultanate of Oman. This is based on the major stakeholders’ perspective towards p...

This paper analyzes the determinants of bank acquisitions both within and across 25 members of the European Union (EU-25) during the period 1997–2004. Our results suggest that poorly managed banks (those with a high cost-to-income ratio) and larger banks are more likely to be acquired by other banks in the same country. The probability of being a target in a cross-border deal is larger for bank...

Quincunx filter banks are two-dimensional, two-channel, nonseparable filter banks. They are widely used in many signal processing applications. In this thesis, we study the design and applications of quincunx filter banks in the processing of two-dimensional digital signals. Symmetric extension algorithms for quincunx filter banks are proposed. In the one-dimensional case, symmetric extension i...

Though overall bank performance from July 2007 to December 2008 was the worst since at least the Great Depression, there is significant variation in the cross-section of stock returns of large banks across the world during that period. We use this variation to evaluate the importance of factors that have been discussed as having contributed to the poor performance of banks during the credit cri...