Despite the great popularity of critically-decimated filter banks, oversampled filter banks are useful in applications where data expansion is not a problem. We studied oversampled filter banks and showed that for some popular classes of filter banks it is not possible to obtain perfect reconstruction with rational (non-integer) oversampling ratios. Nevertheless, it is always possible to oversa...

The study examines the changes to total factor productivity of Jamaican banks between 1998 and 2007. Using Data Envelopment Analysis with bootstrap to construct a Malmquist index, bank productivity is measured and decomposed into technical progress and efficiency. The results suggest an inconsistent growth pattern for banks between 1998 and 2007 driven mainly by efficiency gains in the immediat...

The biological data explosion of the 'omics' era requires fast access to many data types in rapidly growing data banks. The MRS server allows for very rapid queries in a large number of flat-file data banks, such as EMBL, UniProt, OMIM, dbEST, PDB, KEGG, etc. This server combines a fast and reliable backend with a very user-friendly implementation of all the commonly used information retrieval ...

in this paper we analyze the relationship between creditrisk & profitability in iranian banks. the credit risk is measured bynon-performing loans ratio &loan; loss provision ratio. also, theprofitability has been measured by return on assets &return; on equity.the survey data are from fifteen iranian banks& credit institutesduring the time period of 2003 to 2009.results show that there is asign...

Using monthly balance-sheet data of all major German credit banks, we analyze deposit withdrawals and bank failures in the German banking and currency crisis of 1931. We Þnd that deposit withdrawals were driven by the run on the currency, but were also related to banks’ liquidity positions; that branch banks were no more stable than unit banks; and that large banks were privileged, being bailed...

In this paper we re–examine banks’ lending behavior taking into account changes in the stance of monetary policy in conjunction with changes in financial sector uncertainty. Using a very large data set covering all banks in the US between 1979–2000, we show that financial sector uncertainty plays an important role in banks’ lending decisions: for a given size classification, less liquid banks (...

Whether or not banks are engaged in ex ante monitoring of customers may have important consequences for the whole economy. We approach this question via a model in which banks can invest in either information acquisition or market power (product differentiation). The two alternatives generate different predictions, which are tested using panel data on Finnish local banks. We find evidence that ...

We study whether foreign and domestic banks in Central and Eastern Europe have reacted differently to business cycle conditions and host country banking crises. Our unique panel dataset comprises data of more than 300 banks for the period 1993-2000, with detailed information on bank ownership. Our analysis shows that during crisis periods domestic banks contracted their credit and deposit bases...

This study uses a sample of 30 banks (4 public, 18 local private and 8 foreign banks) and two stage Data Envelopment Analysis (DEA) to provide evidence on the impact of macroeconomic and bank specific factors on banks’ efficiency. We first use DEA to estimate technical and scale efficiency and then Tobit regression approach to find out the impact of several bank-specific and macroeconomic facto...