Online Thesis Search Results

TITLE
CERTIFICATE
DECLARATION
ACKNOWLEDGEMENT
CONTENTS
LIST OF TABLES
LIST OF FIGURES
LIST OF ABBREVIATIONS
I. Design of the Study
Introduction
Problem Statement
Objectives of the Study
Hypotheses
Scope of the study
Data Base and Methodology
Sample
Defmitions and Concepts Used in the Study
Resume of the Work Done
Period of the Study
Tools for Analysis
Limitations
Lay-out of the Study
II. Banking Sector Reforms and the Historical Evolution of ALM
Performance of Commercial Banks after Nationalisation
II (1) Progress of Commercial Banking in the Post Nationalisation Period (1969-19991)
Introduction of Financial Sector Reform
II (2) Profitability of Banks in the Pre-Reform and Post Reform period.
The Reform Package
Interest Rate Deregulation
Phased Reduction of Statutory Pre-Emptions
Directed Credit
Prudential Regulations
Income Recognition
Asset Classification
Capital Adequacy Norms
Entry of New Private Sector Banks
Supervision of Commercial Banks
Asset Reconstruction Fund
Branch Expansion
The Reform Phase
Historical Evolution of Asset Liability Management
Review of Literature
ARTICLES AND RESEARCH PAPERS
Studies Related to Asset Liability Management as Theory and Strategy.
Studies with Specific Focus on Credit Risk and NPA.
Books on ALM
Notes
III. Asset Liability Management - Theory and Strategies
Liquidity Risk Management
Liquidity Management
Interest Rate Risk
Sources of Interest Rate Risk
Repricing Risk
Yield Curve Risk
Rate Level Risk
Basis Risk
Embedded Option Risk
Volatality Risk
Effects of Interest Rate Risk
a. Earnings Perspective
b. Economic Value Perspectives
Interest Rate Risk Measurement
1. Maturity Gap Method
The Gap Related to NIM
2. Rate Adjusted Gap
3. Duration Analysis
4. Simulation Techniques
5. Value-at-Risk Approach
Matnrity Gap: A Traditional Gap Method Implemented by RBI inthe Indian Context
Foreign Exchange Risk
Credit Risk Management
Non- Performing Assets
Capital Adequacy Measures
Asset Liability Management System in Banks
III (1) Fully Computerised Branches as Percentage of Total Branches of Banks in India.
Notes
IV. The Efficiency and Profitability of Banks in the Post-Reform Period
Efficiemcy Analysis
I. Efficiency in Mobilization and Deployment of Funds
(a) Mobilization of Frrnds
Owned Fund to Total Fund Ratio
IV (1) Owned Fund to Total Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
IV (2) Percentage Composition of Owned Fund of the Selected Banks from 1991-92 to 2001-02.
IV (3) Owned Fund and CAR -- Pearsons Correlation.
Borrowed Fund to Total Fund Ratio
IV (4) Borrowed Fund to Total Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
Deposit to Total Fund Ratio
IV (5) Deposits to Total Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
Deposit Mix Ratio
IV (6) Deposits Mix of the Selected Banks from 1991-92 to 2001-02.
Borrowings to Total Fund Ratio
IV (7) Borrowings to Total Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
IV (8) Other Funds to Total Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
Other Fund to Total Fund Ratio
Investment to Total Fund Ratio
IV (9) Investment to Total Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
Advances to Total Fund Ratio
IV (10) Advance to Total Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
Advance Mix of the Banks
IV (11.) Advance Mix of the Selected Banks According to the Nature of Credit Extended from 1991-92 to 2001-02.
Security wise Distribution of Advances
IV (12) Security-wise Distribution of Advances of the Selected Banks from 1991-92 to 2001-02.
Sector-wise Classification of Advances
IV (13) Sector-wise Classification of Advances of the Selected Banks from 1991-92 to 2001-02.
Credit-Deposit Ratio
IV (14) Credit Deposit Ratio of the Selected Banks from 1991-92 to 2001-02.
II. Overall Efficiency of Banks
Total Expense to Total Income Ratio
IV (15) Total Expense to Total Income Ratio of the Selected Banks from 1991-92 to 2001-02.
Interest Expense to Total Expense Ratio
IV (16) Interest Expense to Total Expense Ratio of the Selected Banks from 1991-92 to 2001-02.
Non-Interest Expense to Total Expense
IV (17) Non-Interest Expense to Total Expense Ratio of the Selected Banks from 1991-92 to 2001-02.
Operating Expense to Total Expense Ratio
IV (18) Operating Expenses to Total Expenses Ratio of the Selected Banks from 1991-92 to 2001-02.
Establishment Expense to Total Expense Ratio
IV (19) Establishment Expenses to Total Expenses Ratio of the Selected Banks from 1991-92 to 2001-02.
Provision and Contingencies to Total Expense
IV (20) Provision and Contingencies to Total Expenses Ratio of the Selected Banks from 1991-92 to 2001-02.
Interest Income to rota1 Income Ratio
IV (21) Interest Income to Total Income Ratio of the Selected Banks from 1991-92 to 2001-02.
Non-Interest Income to Total Income
IV (22) Non-Interest Income to Total Income Ratio of the Selected Banks from 1991-92 to 2001-02.
Profitability Analysis
Profitability Performance of Banks in the Pre-Reform Period
IV (23) Net Profit / Loss to Total Fund Ratio of the Selected Banks in the Pre-Reform Period.
Profitability Performance of Banks in the Post-Reform Period
IV (24) Net Profit / Loss to Total Fund Ratio of the Selected Banks in the Post-Reform Period. (1991-92 to 2001 02)
IV (25) Profitability in the Pre-Reform and Post-Reform Period (Irrespective of Sector): Z test.
IV (26) Pattern of Variation: Two Way Analysis.
Sector wise Profitability Performance of banks in the Pre-Reform and Post-Reform Period
IV (27) Sector-wise Performance of Banks in the Pre-Reform and Post-Reform period: Z test.
IV (28) Pre-Reform and Post-Reform Performance of Individual Banks: One Way ANOVA.
IV (29) Post HOC Tests - Multiple Comparisons: TUKEY ? HST.
Inferences
Profitability Performance of Banks - A Taxonomic Evaluation2
IV (30) Performance Indices (Taxonomic) of the Selected Banks from 1991-92 to 2001-02.
Determination of Profit: Regression Analysis
IV (31) Regression Coefficients of the Selected Banks.
State Bank of Travancore (SBT)
Indian Overseas Bank (IOB)
Union Bank of India (UBI)
Federal Bank (FB)
South Indian Bank (SIB)
Dhanalakshmi Bank (DLB)
Notes
V. Management of Interest Rate Risk and Liquidity Risk
(a) Interest Rate Risk Assessment and its Management
Interest Expense to Interest Income Ratio
V (1) Interest Expense to Interest Income Ratio of the Selected Banks from 1991-92 to 2001-02„
Non-Interest Income to Non-Interest Expense Ratio
V. (2) Non-Interest Income to Non-Interest Expense Ratio of the Selected Banks from 1991-92 to 2001-02.
Net Interest Income (Net Interest Margin)
Net Interest Income to Total Fund Ratio (Spread)
V. (3) Net Interest Income to Total Fund Ratio (Spread) of the Selected Banks from 1991-92 to 2001-02.
Non Net Interest Expense to Total Fund Ratio (Burden Ratio)
V. (4) Non-Net Interest Expense to Total Fund Ratio (Burden) of the Selected Banks from 1991-92 to 2001-02.
Spread, Burden and Profitability in the Post-Reform Period
V. (5) Spread, Burden and Profitability: Pearsons Correlation.
V. (6) Interest Rates on Deposits and Advances -- More than One yea,
Analysis of lnterest Rate Sensitivity Statement
V (1) Interest Rate on Deposits and Advances of more than one year from 1991-92 to 2001-02
V. (7) Statement of Interest Rate Sensitivity of the Selected Banks for March 2000 and March 2001.
Impact of Deregulation of Interest Rate Structure
V. (8) Impact of Deregulation of Interest Rate Structure.
Earning Capacity of the Branches
V. (9) NII / Non NII Earning Capacity of the Branches.
ALM Concept at Branch Level
V. (10) Internal Factors Influencing Profitability of Banks.
V. (11) External Factors Influencing Banks Earning/ Profitability.
(b) Liquidity Risk Assessment and its Management
Composition of Liquid Fund:
V. (12) Composition of Liquid Funds of the Selected Banks from 1991-92 to 2001-02.
Changes in the Statutory Liquidity Ratio (SLR) and Cash ReserveRatio (CRR) in the Post-Reform Period
V. (13) Reserve Requirements Prescribed by RBI for Commercial. Banks from 1991-92 to 2001-02.
V (2) Reserve Requirements prescribed by RBI for commercial banks from 1991-92 to 2001-02
Liquid fund to Total Fund Ratio
Liquid Fund to Borrowed Fund Ratio
V. (14) Liquid Fund to Total Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
V. (15) Liquid Fund to Borrowed Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
Deployment
Advances to Borrowed Fund Ratio
V. (16) Advances to Borrowed Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
Investment to Borrowed Fund Ratio
V. (17) Investment to Borrowed Fund Ratio of the Selected Banks from 1991-92 to 2001-02.
Liquidity Risk Management
V (18) Liquidity Gap Statement of the Selected: Banks for March 2000 and March 2001.
Liquidity Risk Management at the Branch Level
Mismatch at the Branch level
V. (19) Loan Portfolio and Maturity of Deposit Match.
Deployment of Funds
Embedded Option Risk
V. (20) Preference for Deployment of Funds.
V. (21) Embedded Option Risk.
V. (22) Maturity Profile of Foreign Currency Assets and Foreign Currency Liabilities of the Selected Banks for March 2000 and March 2001.
(c) Foreign Exchange Risk
V. (23) Computerisation and Awareness of ALM.
ALM Concept at the Head Office Level
VI. Management of Credit Risk
The Micro Level Analysis
Non-Performing Assets as a Per cent of Advances
VI (1) Net NPA to Net Advance Ratio of the Selected Banks from 1995-96 to 2001-02.
Non-Performing Assets and Net Rofit
VI (2) Net NPA to Total Assets and Net Profit to Total Assets of the Selected Banks from 1995-96 to 2001-02.
VI (3) Non-Performing Assets: Managers Response.
VI (4) Factors Responsible on the part of the Banks for the Advances Becoming Non-Performing.
VI (5) Irregularity of Borrowed Accounts: Managers Views.
Sector-wise Classification of Non-Performing Assets
VI (6) Sector-wise Non-Performing Assets of the Selected Banks for the year 2001-02.
VI (1) Sector-wise Non-performing Assets of the Selected Banks for the year 2001-02
Sector-wise Non-Performing Assets to Sector-wise Advance Ratio
VI (7) Sector-wise Non-Performing Assets to Sector-wise Advance Ratio of the Selected Banks for the year 2001-02.
Movement of NPA
VI (2) Sector-wise Non-performing Assets to Sector-wise Advance for the year 2001-02
VI (8) Movement of NPA of the Selected Banks from 1999-2000 to 2001-02.
VI (9) Main Defaulters of the Banks.
VI (10) Wilful Defaulters of the Banks.
Recovery of NPA
Suit Filed Accounts for Rs. 1 Crore and above
Wilful Defaults Account of Rs.25 Lakhs and above
VI (11) Cases of Borrowed Accounts above Rs.1 crore in the Selected Banks as on 31 March 2001.
VI (12) Cases of Wilful Defaults above Rs.25 lakhs in the Selected Banks as on 31 March 2001.
VI (13) Recovery of Over Dues.
VI (14) Methods Adopted to Reduce NPA Level.
VI (151 Methods Adopted by Banks to Recover Over Dues.
VI (16) Hindrances in the Collection of Over Dues.
VI (17) Suggestions of Managers to Recover NPA.
VI (18) Preventive Measures against New NPA: Managers Views
Macro level Analysis of Credit Risk
Capital Adequacy Ratio for the Banks
VI (19) Capital Adequacy Ratio of the Selected Banks.
Quantifying Credit Risk - ENPA
VI (20) ENPA of the Selected Banks as on 31 March 2002.
Recovery of Over Dues
VII. Findings, Conclusions and Suggestions
GENERAL OBJECTIVE
Specific Objectives
Methodology and Survey Design
Efficiency of Banks in the Mobilisation of Resources
Efficiency in Deployment of Resources
Overall Efficiency of the Banks in the Post-Reform Era
Expenses of the Banks
Income of the Banks
Profitability Performance of the Banks in the Post-Reform Phase
Interest Rate Risk Management
Liquidity Risk Management
Foreign Exchange Risk
Implementation of ALM - Need for Computerisation and Awareness
Credit Risk Management
Recovery of Over Dues
Suggestions given by Bank Managers for Recovery of Over Dues
Suggestions given by Bank Managers for Revention of New NPA
Quantification of Credit Risk
Main Conclusions
Suggestions
Scope for Further Research
BIBLIOGRAPHY
BOOKS
ARTICLES AND SEMINAR PAPERS
Reports
Websites
APPENDIX I Interview Schedule for the ALM Departments of Banks
APPENDIX II Questionnaire for Bank Managers
APPENDIX III Interest Rate Sensitivity
APPENDIX IV Maturity Profile -Liquidity
APPENDIX V Capital Adequacy Norm