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Bank management and financial services / Rose, Peter S.
Title : Bank management and financial services Material Type: printed text Authors: Rose, Peter S., Author Edition statement: 7th ed Publisher: Delhi: Tata Mc-Graw Hill Publication Date: 2008 Pagination: 722p Size: Books Price: Rs.1040 Languages : English Descriptors: Bank Management.
Banks and bankingKeywords: 'bank management banks and management' Class number: 332.106 Bank management and financial services [printed text] / Rose, Peter S., Author . - 7th ed . - [S.l.] : Delhi: Tata Mc-Graw Hill, 2008 . - 722p ; Books.
Rs.1040
Languages : English
Descriptors: Bank Management.
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Barcode Call number Media type Location Section Status 4331 332.106 ROS Books Uniglobe Library Social Sciences Available 4332 332.106 ROS Books Uniglobe Library Social Sciences Available 4333 332.106 ROS Books Uniglobe Library Social Sciences Available 4334 332.106 ROS Books Uniglobe Library Social Sciences Available 4335 332.106 ROS Books Uniglobe Library Social Sciences Available 4336 332.106 ROS Books Uniglobe Library Social Sciences Available 4337 332.106 ROS Books Uniglobe Library Social Sciences Available 4338 332.106 ROS Books Uniglobe Library Social Sciences Available 4339 332.106 ROS Books Uniglobe Library Social Sciences Available 4340 332.106 ROS Books Uniglobe Library Social Sciences Available Bank management and financial services / Peter S. Rose
Title : Bank management and financial services Material Type: printed text Authors: Peter S. Rose, Author Publication Date: 2012 Pagination: 722p Size: Book Languages : English Descriptors: Bank management
Banks and bankingKeywords: 'bank management banks and management' Class number: 332.106 Bank management and financial services [printed text] / Peter S. Rose, Author . - 2012 . - 722p ; Book.
Languages : English
Descriptors: Bank management
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Barcode Call number Media type Location Section Status 4090 ROS Books Uniglobe Library Social Sciences Available Bank profitability and liquidity management: a comparative study of public banks, joint venture banks and private banks / Dan Bahadur Bhandari
Title : Bank profitability and liquidity management: a comparative study of public banks, joint venture banks and private banks Material Type: printed text Authors: Dan Bahadur Bhandari, Author Publication Date: 2016 Pagination: 107p. Size: GRP/Thesis Accompanying material: 8/B Languages : English Descriptors: Bank liquidity
Liquidity (Economics)Class number: 332.632 Abstract: Liquidity management is anidea that is gettinga thoughtful attention all over the world especially with the present financial conditions and the state of the world economy. Some of the outstanding corporate goals comprise the need to exploit profit, preserve high level of liquidity in order to guarantee safety and to achieve the highest level of owner’s net worth attached with the accomplishment of other corporate purposes. The prominence of liquidity management as it affects corporate productivity in today’s business cannot be over emphasized. The critical part in managing working capital is to maintain the liquidity in day-to-day operation to safeguard its smooth running and meets its obligation (Eljelly, 2004). Liquidity plays a significant role in the effective functioning of a business firm.
Liquidity is the ability of financialorganizations to meet their short-term obligations (Olagunju et al., 2011). It is the ability of banks to change their assets into cash in a shortest possible time. Nwankwo (2004)explained that the banking liquidity management is simply to meet financial commitment whether it is withdrawing from a current account or interbank deposit or a maturing issue of commercial paper. Bank liquidity refers to the ability of a bank to raise certain amount of funds at a certain cost within a certain period of time to discharge obligations (Andabai and Bingilar, 2015). The greater the amount of funds a bank can raise in a certain time at a specified cost, the more liquid the bank is (Mehar, 2001). Liquidity management is important to financial management decision. The optimal liquidity management can be accomplished by a company that manage the trade-off between profitability and liquidity management (Bhunia and Khan, 2011).
The major objective of the study is to assess the relationship between bank profitability and liquidity management of the Nepalese commercial banks. The study is based on secondary data of 23 commercial banks with 138 observations for the period of 2009/10 to 2014/15. The main source of data include various issues of Banking and Financial Statistics, Quarterly Economic Bulletin, Bank Supervision Report published by Nepal Rastra Bank and Annual Reports of selected commercial banks. The pooled cross sectional data analysis has been undertaken in the study. The research design adopted in this study is descriptive and causal comparative research design as it deals with the relationship between liquidity management and bank profitability of Nepalese commercial banks.
The result shows that NBBL has highest average ROA, and NABIL has the highest average ROE among the selected commercial banks throughout the study period. Similarly, the average liquid assets to total assets ratio is highest for SCBL (34.52 percent), average quick ratio is highest for NCC (35.11 times), average cash to deposit ratio is highest for MBL (5.53 percent), average investment in government securities is highest for RBBL (RS. 19.72 billion) and average capital adequacy ratio is highest for JBL (14.33 percent).
The descriptive statistics for public bank shows that the average return on assets , return on equity, liquid assets to total assets ratio, cash to deposit ratio, quick ratio, investment in government securities, capital adequacy ratio and firm size is 1.92 percent, -6.12 percent, 25.73 percent, 3.52 percent, 3.06 time, Rs. 12.71 billion, 2.57 percent and Rs. 81.46 billion respectively. Similarly, the descriptive statistics for the joint venture banks reveals that the average return on assets, return on equity, liquid assets to total assets ratio, cash to deposit ratio, quick ratio, investment in government securities, capital adequacy ratio and firm size is 2.15 percent, 23.47 percent, 26.78 percent, 2.39 percent, 10.58 time, Rs. 6.28 billion, 14.60 percent and Rs. 11.84 billion respectively. The result for the private bank reveals that the average return on assets, return on equity, liquid assets to total assets ratio, cash to deposit ratio, quick ratio, investment in government securities, capital adequacy ratio and firm size is 1.38 percent ,13.45 percent, 25.72 percent, 3.27 percent, 17.73 time, Rs. 2.83 billion, 69.58 percent and Rs. 23.91 billion respectively.
The study of public banks shows that firm size and capital adequacy ratio is positively related to return on assets and return on equity whereas quick ratio, liquid assets to total assets ratio are negatively related to return on assets and return on equity. Similarly, the study of joint venture banks reveals that investment in government securities and firm size of the banks are negatively related to return on assets whereas liquid assets to total assets ratio and capital adequacy ratio are positively related to return on assets and return on equity. Likewise, the study of private banks shows that investment in government securities and firm size is positively related to return on assets and return on equity whereas liquid assets to total assets ratio, cash to deposit ratio, quick ratio and capital adequacy ratio are negatively related to return on assets and return on equity.
The regression results show that liquid assets to total assets ratio of the banks have significant negative impact on the bank profitability of public banks of Nepal with return on assets indicating higher the liquid assets to total assets ratio, lower would be the return on assets whereas it has positive and significant impact on return on assets of joint venture banks. Similarly, firm size has significant negative impact on the return on assets for joint venture banks whereas it has positive and significant impact on the return on assets for the private banks. The study also reveals that investment in government securities has significant positive impact with return on equity of public and private banks of Nepal indicating higher the investment in government securities, higher will be the return on equity. Similarly, the study also found that liquid assets to total assets ratio and firm size has significant positive impact on the return on equity for joint venture banks indicating that higher the liquid assets to total assets ratio and firm size, higher would be the return on equity.
Bank profitability and liquidity management: a comparative study of public banks, joint venture banks and private banks [printed text] / Dan Bahadur Bhandari, Author . - 2016 . - 107p. ; GRP/Thesis + 8/B.
Languages : English
Descriptors: Bank liquidity
Liquidity (Economics)Class number: 332.632 Abstract: Liquidity management is anidea that is gettinga thoughtful attention all over the world especially with the present financial conditions and the state of the world economy. Some of the outstanding corporate goals comprise the need to exploit profit, preserve high level of liquidity in order to guarantee safety and to achieve the highest level of owner’s net worth attached with the accomplishment of other corporate purposes. The prominence of liquidity management as it affects corporate productivity in today’s business cannot be over emphasized. The critical part in managing working capital is to maintain the liquidity in day-to-day operation to safeguard its smooth running and meets its obligation (Eljelly, 2004). Liquidity plays a significant role in the effective functioning of a business firm.
Liquidity is the ability of financialorganizations to meet their short-term obligations (Olagunju et al., 2011). It is the ability of banks to change their assets into cash in a shortest possible time. Nwankwo (2004)explained that the banking liquidity management is simply to meet financial commitment whether it is withdrawing from a current account or interbank deposit or a maturing issue of commercial paper. Bank liquidity refers to the ability of a bank to raise certain amount of funds at a certain cost within a certain period of time to discharge obligations (Andabai and Bingilar, 2015). The greater the amount of funds a bank can raise in a certain time at a specified cost, the more liquid the bank is (Mehar, 2001). Liquidity management is important to financial management decision. The optimal liquidity management can be accomplished by a company that manage the trade-off between profitability and liquidity management (Bhunia and Khan, 2011).
The major objective of the study is to assess the relationship between bank profitability and liquidity management of the Nepalese commercial banks. The study is based on secondary data of 23 commercial banks with 138 observations for the period of 2009/10 to 2014/15. The main source of data include various issues of Banking and Financial Statistics, Quarterly Economic Bulletin, Bank Supervision Report published by Nepal Rastra Bank and Annual Reports of selected commercial banks. The pooled cross sectional data analysis has been undertaken in the study. The research design adopted in this study is descriptive and causal comparative research design as it deals with the relationship between liquidity management and bank profitability of Nepalese commercial banks.
The result shows that NBBL has highest average ROA, and NABIL has the highest average ROE among the selected commercial banks throughout the study period. Similarly, the average liquid assets to total assets ratio is highest for SCBL (34.52 percent), average quick ratio is highest for NCC (35.11 times), average cash to deposit ratio is highest for MBL (5.53 percent), average investment in government securities is highest for RBBL (RS. 19.72 billion) and average capital adequacy ratio is highest for JBL (14.33 percent).
The descriptive statistics for public bank shows that the average return on assets , return on equity, liquid assets to total assets ratio, cash to deposit ratio, quick ratio, investment in government securities, capital adequacy ratio and firm size is 1.92 percent, -6.12 percent, 25.73 percent, 3.52 percent, 3.06 time, Rs. 12.71 billion, 2.57 percent and Rs. 81.46 billion respectively. Similarly, the descriptive statistics for the joint venture banks reveals that the average return on assets, return on equity, liquid assets to total assets ratio, cash to deposit ratio, quick ratio, investment in government securities, capital adequacy ratio and firm size is 2.15 percent, 23.47 percent, 26.78 percent, 2.39 percent, 10.58 time, Rs. 6.28 billion, 14.60 percent and Rs. 11.84 billion respectively. The result for the private bank reveals that the average return on assets, return on equity, liquid assets to total assets ratio, cash to deposit ratio, quick ratio, investment in government securities, capital adequacy ratio and firm size is 1.38 percent ,13.45 percent, 25.72 percent, 3.27 percent, 17.73 time, Rs. 2.83 billion, 69.58 percent and Rs. 23.91 billion respectively.
The study of public banks shows that firm size and capital adequacy ratio is positively related to return on assets and return on equity whereas quick ratio, liquid assets to total assets ratio are negatively related to return on assets and return on equity. Similarly, the study of joint venture banks reveals that investment in government securities and firm size of the banks are negatively related to return on assets whereas liquid assets to total assets ratio and capital adequacy ratio are positively related to return on assets and return on equity. Likewise, the study of private banks shows that investment in government securities and firm size is positively related to return on assets and return on equity whereas liquid assets to total assets ratio, cash to deposit ratio, quick ratio and capital adequacy ratio are negatively related to return on assets and return on equity.
The regression results show that liquid assets to total assets ratio of the banks have significant negative impact on the bank profitability of public banks of Nepal with return on assets indicating higher the liquid assets to total assets ratio, lower would be the return on assets whereas it has positive and significant impact on return on assets of joint venture banks. Similarly, firm size has significant negative impact on the return on assets for joint venture banks whereas it has positive and significant impact on the return on assets for the private banks. The study also reveals that investment in government securities has significant positive impact with return on equity of public and private banks of Nepal indicating higher the investment in government securities, higher will be the return on equity. Similarly, the study also found that liquid assets to total assets ratio and firm size has significant positive impact on the return on equity for joint venture banks indicating that higher the liquid assets to total assets ratio and firm size, higher would be the return on equity.
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Barcode Call number Media type Location Section Status 259/D 332.632 BHA Thesis/Dissertation Uniglobe Library Social Sciences Available Bank risk, solvency and profitability in the Nepalese commercial Banks / Pokharel Ghanashyam
Title : Bank risk, solvency and profitability in the Nepalese commercial Banks Material Type: printed text Authors: Pokharel Ghanashyam, Author Publication Date: 2017 Pagination: 102p. Languages : English Descriptors: Bank risk Class number: 332.632 Abstract: Commercial banks play an important role for economic development and foster economic growth by providing number of financial services. One of the important functions of the commercial banks is the financial intermediation functions and thus it transfers the fund from surplus units to the deficit units. The survival and success of a financial organization depends critically on the efficiency of managing these risks (Khan & Ahmed, 2001).Solvency and bank risk management is a process that enables shareholders of the bank to maximize their profit without exceeding an acceptable risk. (Jasienė,2012). Risk management is the identification, assessment and prioritization of risks followed by coordinated and economical application of resources to minimize, monitor, and control the probability and/or impact of unfortunate events (Njogo, 2012).Risk management has always been a focal point for finance managers in banking industry (Dima&Orzea, 2014).Solvency refers to the capacity of the business to meet its short-term and long-term obligations. Short-term obligations include creditors, bank loans and bills payable and long-term obligations consists of debentures, long-term loans and long term credits(Ramana et al., 2015).A sound and profitable banking system is better able to improve financial system stability and economic growth as it makes the economy more endurable to negative and external shocks (Athanasoglou et al., 2006).
Altunbas et al. (2007) found a negative relationship between inefficiency and bank risk-taking behavior. Soteriou and Zenios (1997) found that there is negative relationship between profitability and efficiency.Non-performing loan (NPL) could ruin bank's profitability both through a loss of interest income and write off the principle loan amount. Kithinji (2010) and Gul et al. (2011)found positive relationship of total loan to total deposit (TLTD) with return on assets (ROA). Funso (2012) revealed that there exist a positive association between total loan to total deposit (TLTD) and return on assets (ROA). However, Gizaw (2015) found negative relationship between loan to total deposit and return on equity (ROE).
The major objective of the study is to assess the relationship between bank risk, solvency and financial performance of the Nepalese commercial banks. The study is based on secondary data of 20 commercial banks with 20 observations for the period of 2009/10 to 2014/15. The main source of data include various issues of Banking and Financial Statistics, Quarterly Economic Bulletin, Bank Supervision Report published by Nepal Rastra Bank and Annual Reports of selected commercial banks. The pooled cross sectional data analysis has been undertaken in the study. The research design adopted in this study is descriptive and causal comparative research design as it deals with the relationship between risk management and financial performance of Nepalese commercial banks.
The result shows that NBBL has highest average ROA, NBL has the highest average ROE and LBL has the highest average NIM among the selected commercial banks throughout the study period.Similarly the average NPLR is highest for NBBL (5.96 times) among the selected commercial banks. The average of NPLR has decreased over the study period. Likewise, the average OER is highest for MBL (163.31 times) and it is decreased over the study period of selective commercial banks. The average LDR is highest for LBL (88.40 times) and it has decreased over the study period. Debt to total assets and debt to total equity is highest for NSBI and average of both DTA and DTE has increased over the study period.
The descriptive analysis shows that mean of selected commercial banks are ROA, ROE and NIM, non-performing loan ratio and operating efficiency ratio, loan to deposit ratio, debt to total equity and debt to total assets, firm size and GDP are 1.61 percent, 16.39 percent, 3.26 percent, 1.88 times and 72.37 times, 77.95times, 9.41 times, 0.88 times, 24.12 and 4.31 percent respectively.
The regression results revealed that beta coefficient of operating efficiency ratio is negative and significant with return on assets, Return on equity and net interest margin.The results also revealed that beta coefficient of debt to total equity and firm size are positive and significant with return on assets, Return on equity and net interest margin, where beta coefficients are significant at 1 percent level of significance.
Bank risk, solvency and profitability in the Nepalese commercial Banks [printed text] / Pokharel Ghanashyam, Author . - 2017 . - 102p.
Languages : English
Descriptors: Bank risk Class number: 332.632 Abstract: Commercial banks play an important role for economic development and foster economic growth by providing number of financial services. One of the important functions of the commercial banks is the financial intermediation functions and thus it transfers the fund from surplus units to the deficit units. The survival and success of a financial organization depends critically on the efficiency of managing these risks (Khan & Ahmed, 2001).Solvency and bank risk management is a process that enables shareholders of the bank to maximize their profit without exceeding an acceptable risk. (Jasienė,2012). Risk management is the identification, assessment and prioritization of risks followed by coordinated and economical application of resources to minimize, monitor, and control the probability and/or impact of unfortunate events (Njogo, 2012).Risk management has always been a focal point for finance managers in banking industry (Dima&Orzea, 2014).Solvency refers to the capacity of the business to meet its short-term and long-term obligations. Short-term obligations include creditors, bank loans and bills payable and long-term obligations consists of debentures, long-term loans and long term credits(Ramana et al., 2015).A sound and profitable banking system is better able to improve financial system stability and economic growth as it makes the economy more endurable to negative and external shocks (Athanasoglou et al., 2006).
Altunbas et al. (2007) found a negative relationship between inefficiency and bank risk-taking behavior. Soteriou and Zenios (1997) found that there is negative relationship between profitability and efficiency.Non-performing loan (NPL) could ruin bank's profitability both through a loss of interest income and write off the principle loan amount. Kithinji (2010) and Gul et al. (2011)found positive relationship of total loan to total deposit (TLTD) with return on assets (ROA). Funso (2012) revealed that there exist a positive association between total loan to total deposit (TLTD) and return on assets (ROA). However, Gizaw (2015) found negative relationship between loan to total deposit and return on equity (ROE).
The major objective of the study is to assess the relationship between bank risk, solvency and financial performance of the Nepalese commercial banks. The study is based on secondary data of 20 commercial banks with 20 observations for the period of 2009/10 to 2014/15. The main source of data include various issues of Banking and Financial Statistics, Quarterly Economic Bulletin, Bank Supervision Report published by Nepal Rastra Bank and Annual Reports of selected commercial banks. The pooled cross sectional data analysis has been undertaken in the study. The research design adopted in this study is descriptive and causal comparative research design as it deals with the relationship between risk management and financial performance of Nepalese commercial banks.
The result shows that NBBL has highest average ROA, NBL has the highest average ROE and LBL has the highest average NIM among the selected commercial banks throughout the study period.Similarly the average NPLR is highest for NBBL (5.96 times) among the selected commercial banks. The average of NPLR has decreased over the study period. Likewise, the average OER is highest for MBL (163.31 times) and it is decreased over the study period of selective commercial banks. The average LDR is highest for LBL (88.40 times) and it has decreased over the study period. Debt to total assets and debt to total equity is highest for NSBI and average of both DTA and DTE has increased over the study period.
The descriptive analysis shows that mean of selected commercial banks are ROA, ROE and NIM, non-performing loan ratio and operating efficiency ratio, loan to deposit ratio, debt to total equity and debt to total assets, firm size and GDP are 1.61 percent, 16.39 percent, 3.26 percent, 1.88 times and 72.37 times, 77.95times, 9.41 times, 0.88 times, 24.12 and 4.31 percent respectively.
The regression results revealed that beta coefficient of operating efficiency ratio is negative and significant with return on assets, Return on equity and net interest margin.The results also revealed that beta coefficient of debt to total equity and firm size are positive and significant with return on assets, Return on equity and net interest margin, where beta coefficients are significant at 1 percent level of significance.
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Barcode Call number Media type Location Section Status 280/D DHA Thesis/Dissertation Uniglobe Library Social Sciences Available Bank specific and macroeconomic determinants of loan loss provisions: a case of Nepalese commercial banks / Sudeep Nepal
Title : Bank specific and macroeconomic determinants of loan loss provisions: a case of Nepalese commercial banks Material Type: printed text Authors: Sudeep Nepal, Author Publication Date: 2017 Pagination: 101p Size: GRP/Thesis Accompanying material: 6/B Languages : English Descriptors: Macroeconomics Class number: 332.632 Abstract: In today’s fast-moving business environment, banks are exposed to a large number of risks: credit risk, liquidity risk, market risk, operational risk, interest rate exchange risk, etc. Due to such exposure to various risks, efficient risk management is required. Managing risk is one of the basic tasks to be done, once it has been identified and known. Shafiq & Nasr (2010) argued that managing a risk in advance is far better than waiting for its occurrence. The focus of good risk management is the identification and treatment of risks. Its objective is to add maximum sustainable value to all the activities of the organization.
The loan loss provision increase with the riskiness that bank makes on the loan. A bank making a small number of risky loans will have a low loan loss provision compared to a bank taking higher risks. The high quality loan requires low loan loss provision, whereas bad loan requires high loan loss provision. A loan loss provision is considered as an adjustment of the bank value of a loan which regards future changes in the loan’s value due to default events (Hlawatch & Ostrowski, 2010).
Managerial discretion in the use of loan loss provision (LLP) has attracted considerable attention from both regulators and academics for a long time. Earlier studies focused on the use of LLP for capital management (Ahmed et al., 1999). More recently, the study focuses on the timeliness of LLP over the business cycle and the associated effects on banks' lending behavior and financial stability (Laeven & Majnoni, 2003; Bikker & Metzemakers, 2005 and Beatty & Liao, 2011). If banks account for the fact that the latent credit risk in their loan portfolios rises during upswings when competition between banks increases and monitoring efforts decrease, they should increase their provisioning level during upswings and lower it during downturns as losses occur, thus build and release provisions in a countercyclical fashion.
The major purpose of this study is to analyze the impact of bank specific and macroeconomic factors on loan loss provisions in Nepalese commercial banks. The specific objectives of this study are: a) To analyze the structure and pattern of dependent (LLP1 and LLP2) and independent variables (capital adequacy ratio, loan growth, bank size and non-performing loan), b) To examine the relationship between macroeconomic variable like GDP growth rate, inflation rate and interest rate with loan loss provision, c)To identify the effect of capital adequacy ratio, loan growth and bank size on loan loss provision, d) To examine the relationship between non-performing loan and loan loss provision of the bank.
The study is based on the secondary data which were gathered for a sample of 18 commercial banks of Nepal within the time period from 2008 to 2015, leading to the total of 144 observations. This study employs descriptive and causal comparative research design to deal with bank specific and macroeconomic determinants of loan loss provision of Nepalese commercial banks. More specifically, the study examines the effect of capital adequacy ratio, loan growth, bank size, non-performing loan, GDP growth rate, inflation rate and interest rate on loan loss provision. The main sources of data are various issues of banking and financial statistics, World Bank, bank supervision reports of NRB and various annual reports of selected commercial banks.
The average loan loss provision to total loan is highest for NBB (9.88 percent) and lowest for SCBL (1.34 percent).CZBL has the highest average loan loss provision to non-performing loan of 7.29 times and HBL has lowest of 1.25 times.The average capital adequacy ratio is highest for SCBL (15.18 percent) and lowest for SBL (10.76 percent).The analysis of loan growth indicates that average loan growth is highest for GBIME (38.33 percent) and lowest for SCBL (11.73 percent).The average bank size is highest for NABIL (83695.83 million) and lowest for NCC (22907.86 million).NBB has the highest average non-performing loan of 6.39 percent and EBL has lowest of 0.51 percent.
The descriptive statistics for the variables are used in this study. Clearly, The average loan loss provisions to total loan and loan loss provision to non-performing loan for 18 sample banks is 2.62 percent and 2.85 times respectively. Similarly, average capital adequacy ratio is 12.31 percent; loan growth is 23.71 percent. Similarly, the mean proportion of bank size is 45266.58 million, non-performing loan is 1.73 percent, GDP growth rate is 3.86 percent and inflation rate is 9.53 percent. Furthermore, the average interest rate is of 3.25 percent.
From the analysis, non-performing loan, inflation rate and interest rate are positively correlated with loan loss provision to total loan. This study reveals that capital adequacy ratio, loan growth, bank size and GDP growth rate are negatively correlated with loan loss provision to total loan. It indicates that higher the capital adequacy ratio, loan growth,Bank specific and macroeconomic determinants of loan loss provisions: a case of Nepalese commercial banks [printed text] / Sudeep Nepal, Author . - 2017 . - 101p ; GRP/Thesis + 6/B.
Languages : English
Descriptors: Macroeconomics Class number: 332.632 Abstract: In today’s fast-moving business environment, banks are exposed to a large number of risks: credit risk, liquidity risk, market risk, operational risk, interest rate exchange risk, etc. Due to such exposure to various risks, efficient risk management is required. Managing risk is one of the basic tasks to be done, once it has been identified and known. Shafiq & Nasr (2010) argued that managing a risk in advance is far better than waiting for its occurrence. The focus of good risk management is the identification and treatment of risks. Its objective is to add maximum sustainable value to all the activities of the organization.
The loan loss provision increase with the riskiness that bank makes on the loan. A bank making a small number of risky loans will have a low loan loss provision compared to a bank taking higher risks. The high quality loan requires low loan loss provision, whereas bad loan requires high loan loss provision. A loan loss provision is considered as an adjustment of the bank value of a loan which regards future changes in the loan’s value due to default events (Hlawatch & Ostrowski, 2010).
Managerial discretion in the use of loan loss provision (LLP) has attracted considerable attention from both regulators and academics for a long time. Earlier studies focused on the use of LLP for capital management (Ahmed et al., 1999). More recently, the study focuses on the timeliness of LLP over the business cycle and the associated effects on banks' lending behavior and financial stability (Laeven & Majnoni, 2003; Bikker & Metzemakers, 2005 and Beatty & Liao, 2011). If banks account for the fact that the latent credit risk in their loan portfolios rises during upswings when competition between banks increases and monitoring efforts decrease, they should increase their provisioning level during upswings and lower it during downturns as losses occur, thus build and release provisions in a countercyclical fashion.
The major purpose of this study is to analyze the impact of bank specific and macroeconomic factors on loan loss provisions in Nepalese commercial banks. The specific objectives of this study are: a) To analyze the structure and pattern of dependent (LLP1 and LLP2) and independent variables (capital adequacy ratio, loan growth, bank size and non-performing loan), b) To examine the relationship between macroeconomic variable like GDP growth rate, inflation rate and interest rate with loan loss provision, c)To identify the effect of capital adequacy ratio, loan growth and bank size on loan loss provision, d) To examine the relationship between non-performing loan and loan loss provision of the bank.
The study is based on the secondary data which were gathered for a sample of 18 commercial banks of Nepal within the time period from 2008 to 2015, leading to the total of 144 observations. This study employs descriptive and causal comparative research design to deal with bank specific and macroeconomic determinants of loan loss provision of Nepalese commercial banks. More specifically, the study examines the effect of capital adequacy ratio, loan growth, bank size, non-performing loan, GDP growth rate, inflation rate and interest rate on loan loss provision. The main sources of data are various issues of banking and financial statistics, World Bank, bank supervision reports of NRB and various annual reports of selected commercial banks.
The average loan loss provision to total loan is highest for NBB (9.88 percent) and lowest for SCBL (1.34 percent).CZBL has the highest average loan loss provision to non-performing loan of 7.29 times and HBL has lowest of 1.25 times.The average capital adequacy ratio is highest for SCBL (15.18 percent) and lowest for SBL (10.76 percent).The analysis of loan growth indicates that average loan growth is highest for GBIME (38.33 percent) and lowest for SCBL (11.73 percent).The average bank size is highest for NABIL (83695.83 million) and lowest for NCC (22907.86 million).NBB has the highest average non-performing loan of 6.39 percent and EBL has lowest of 0.51 percent.
The descriptive statistics for the variables are used in this study. Clearly, The average loan loss provisions to total loan and loan loss provision to non-performing loan for 18 sample banks is 2.62 percent and 2.85 times respectively. Similarly, average capital adequacy ratio is 12.31 percent; loan growth is 23.71 percent. Similarly, the mean proportion of bank size is 45266.58 million, non-performing loan is 1.73 percent, GDP growth rate is 3.86 percent and inflation rate is 9.53 percent. Furthermore, the average interest rate is of 3.25 percent.
From the analysis, non-performing loan, inflation rate and interest rate are positively correlated with loan loss provision to total loan. This study reveals that capital adequacy ratio, loan growth, bank size and GDP growth rate are negatively correlated with loan loss provision to total loan. It indicates that higher the capital adequacy ratio, loan growth,Hold
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Barcode Call number Media type Location Section Status + 332.632 NEP Maps and Plans BBA_BI Junction Philosophy & Psychology Not for loan 343/D NEP Thesis/Dissertation Uniglobe Library Social Sciences Available Bank specific and macroeconomic determinants of non-performing loan: a case of commercial banks in Nepal / Shishir Giri
Title : Bank specific and macroeconomic determinants of non-performing loan: a case of commercial banks in Nepal Material Type: printed text Authors: Shishir Giri, Author Publication Date: 2016 Pagination: 82p. Size: GRP/Thesis Accompanying material: 4/B General note: Including bibliography
Languages : English Descriptors: Economic policy
Macroeconomics
Non-performing loanKeywords: 'macroeconomics economic policy banks banks and banking nepal' Class number: 332.632 Bank specific and macroeconomic determinants of non-performing loan: a case of commercial banks in Nepal [printed text] / Shishir Giri, Author . - 2016 . - 82p. ; GRP/Thesis + 4/B.
Including bibliography
Languages : English
Descriptors: Economic policy
Macroeconomics
Non-performing loanKeywords: 'macroeconomics economic policy banks banks and banking nepal' Class number: 332.632 Hold
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Barcode Call number Media type Location Section Status 138/D 332.632 GIR Thesis/Dissertation Uniglobe Library Social Sciences Available Bank specific and macroeconomic determinants of non-performing loans evidence from commercial banks of Nepal / Garima Dawadi
Title : Bank specific and macroeconomic determinants of non-performing loans evidence from commercial banks of Nepal Material Type: printed text Authors: Garima Dawadi, Author Publication Date: 2015 Pagination: 72p. Size: GRP/Thesis Accompanying material: 5/B General note: Including bibilography Languages : English Descriptors: Banks
Banks and banking
Macroeconomics
Non-performing loanKeywords: 'macroeconomics economic policy banks banks and banking nepal' Class number: 332.632 Abstract: Loans have a vital contribution towards development of economy. However, its nonpayment also leads to incidence of huge loss on banks in particular and country in general. Hence, this study was conducted to examine both bank specific and macroeconomic determinants of NPLs of commercial banks in Nepal.
A total of 17 commercial banks are chosen to represent the Nepalese commercial banks during period form 2004/2005 to 2013/14. The independent variables for this research are return on assets, return on equity, capital adequacy ratio, size, interest gross domestic product, inflation rate.For analysis of data descriptive statistics, correlation, and regression analysis among the dependent and independent is used.This study is based on secondary data and data are collected from the annual reports of the individual bank, Nepal Rastra Bank BFIs statistics, and audited balance sheet of respective bank, published journals and books.
Pearson Correlation Analysis shows that non-performing loan is positively correlated with interest rate however there is negative relationship between NPL and inflation. Similarly, the highest positive correlation is between size and NPL at 1 percent significance level.NPL has positive relation with other variable such as interest, CAR, but negative relationship between GDP and Inflation.
The linear regression model is used to examine the relationship between dependent variable, non-performing loan, and independent variables, firm specific and macro-economic. Among the firm specific variables, size and capital adequacy ratios have significant relationship with non-performing loan. However, the macroeconomic variables, gross domestic product and inflation do not have significant relation with non-performing loan.
The study shows that capital adequacy ratio is negatively related with non-performing loan and the relationship is significant, which also supports the priori hypothesis. The negative relationship with non-performing loans indicates that increase in capital adequacy ratio leads to decrease in non-performing loan. Similarly, bank size has positive significant relation with non-performing loan which is however against the priori hypothesis. The positive relation with non-performing loan indicates that increase in bank size leads to increase to non-performing loans.
Thus, of the variables considered, capital adequacy ratio and bank size have higher explanatory power than other variables as indicated by significant relationship. Other variables like return on assets, return on equity, interest, gross domestic product and inflation are not significant with non-performing loans.Bank specific and macroeconomic determinants of non-performing loans evidence from commercial banks of Nepal [printed text] / Garima Dawadi, Author . - 2015 . - 72p. ; GRP/Thesis + 5/B.
Including bibilography
Languages : English
Descriptors: Banks
Banks and banking
Macroeconomics
Non-performing loanKeywords: 'macroeconomics economic policy banks banks and banking nepal' Class number: 332.632 Abstract: Loans have a vital contribution towards development of economy. However, its nonpayment also leads to incidence of huge loss on banks in particular and country in general. Hence, this study was conducted to examine both bank specific and macroeconomic determinants of NPLs of commercial banks in Nepal.
A total of 17 commercial banks are chosen to represent the Nepalese commercial banks during period form 2004/2005 to 2013/14. The independent variables for this research are return on assets, return on equity, capital adequacy ratio, size, interest gross domestic product, inflation rate.For analysis of data descriptive statistics, correlation, and regression analysis among the dependent and independent is used.This study is based on secondary data and data are collected from the annual reports of the individual bank, Nepal Rastra Bank BFIs statistics, and audited balance sheet of respective bank, published journals and books.
Pearson Correlation Analysis shows that non-performing loan is positively correlated with interest rate however there is negative relationship between NPL and inflation. Similarly, the highest positive correlation is between size and NPL at 1 percent significance level.NPL has positive relation with other variable such as interest, CAR, but negative relationship between GDP and Inflation.
The linear regression model is used to examine the relationship between dependent variable, non-performing loan, and independent variables, firm specific and macro-economic. Among the firm specific variables, size and capital adequacy ratios have significant relationship with non-performing loan. However, the macroeconomic variables, gross domestic product and inflation do not have significant relation with non-performing loan.
The study shows that capital adequacy ratio is negatively related with non-performing loan and the relationship is significant, which also supports the priori hypothesis. The negative relationship with non-performing loans indicates that increase in capital adequacy ratio leads to decrease in non-performing loan. Similarly, bank size has positive significant relation with non-performing loan which is however against the priori hypothesis. The positive relation with non-performing loan indicates that increase in bank size leads to increase to non-performing loans.
Thus, of the variables considered, capital adequacy ratio and bank size have higher explanatory power than other variables as indicated by significant relationship. Other variables like return on assets, return on equity, interest, gross domestic product and inflation are not significant with non-performing loans.Hold
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Barcode Call number Media type Location Section Status 126/D 332.632 DAW Thesis/Dissertation Uniglobe Library Social Sciences Available Bank-specific and macroeconomic determinants of non-performing loans of Nepalese commercial banks / Bishnu Aryal
Title : Bank-specific and macroeconomic determinants of non-performing loans of Nepalese commercial banks Material Type: printed text Authors: Bishnu Aryal, Author Publication Date: 2016 Pagination: 87p. Size: GRP/Thesis Accompanying material: 7/B Languages : English Descriptors: Macroeconomics Class number: 332.632 Bank-specific and macroeconomic determinants of non-performing loans of Nepalese commercial banks [printed text] / Bishnu Aryal, Author . - 2016 . - 87p. ; GRP/Thesis + 7/B.
Languages : English
Descriptors: Macroeconomics Class number: 332.632 Hold
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Barcode Call number Media type Location Section Status 253/D 332.632 ARY Thesis/Dissertation Uniglobe Library Social Sciences Available Bank-specific and macroeconomic determinants of non-performing loans of Nepalese commercial banks / Prerana Singh
Title : Bank-specific and macroeconomic determinants of non-performing loans of Nepalese commercial banks Material Type: printed text Authors: Prerana Singh, Author Publication Date: 2016 Pagination: 100p. Size: GRP/Thesis Accompanying material: 7/B Languages : English Descriptors: Macroeconomics Class number: 332.632 Abstract: Banking sectors play a key role in the development of an economy. The stability of banking sector is important for the development of an economy. The primary function of bank is to mobilize deposits from surplus units to deficit units in the form of loan and advances in various sectors such as agricultural, industry, personal and governments. However, in recent times, the banks have become very cautious in extending loans due to increasing volume of non-performing loans (Sontakke and Tiwari, 2013). A non-performing loan is one in which the maturity date has passed but the least part of the loan is still outstanding. This implies that the principal or interest on these loans have been left unpaid for at least 90 days (Caprio and Klingebiel, 1996). The success of commercial banks depends on profitability. Loan is the major component of earning assets of commercial banks. However, the profitability will be more if the bank have less non-performing loan. On the other hand, if the non-performing loan is high, the banks may not be able to reap profit. Instead, they may be in loss because the banks need to put reserves for the amount of non-performing loans (Farhan et al., 2012). This study focus on dependent variable non-performing loans which consists of three proxies: Non-performing loans, credit risk and non-performing loan to total assets.
The major purpose of the study is to examine the bank-specific and macroeconomic determinants of non-performing loans of Nepalese commercial banks. The specific objectives of this study are (a) to analyze the structure and pattern of dependent variables and independent variables. (b) to assess the affect of bank specific variables and macroeconomic variables on non-performing loans of the commercial banks. (c) to evaluate the factors affecting credit risk of Nepalese commercial banks. (d) to examine the possible factors affecting the non-performing loans to total assets of Nepalese commercial banks.
The study is based on descriptive and causal-comparative research designs. The descriptive research design has been adopted to undertake fact-finding operation searching for adequate information about the impact of bank size, return on assets, return on equity, capital adequacy ratio, loan loss provision, gross domestic product and inflation on non-performing loans of Nepalese commercial banks. Moreover, this study also emphasizes on cause and effect relationship between non-performing loans and its determinants in Nepalese context. This study is based on the secondary data which are gathered from 20 commercial banks in Nepal with 140 total number of observations for the study period 2008-2014. The main sources of data are official website of concern commercial banks, annual reports of commercial banks, Supervision Reports published by NRB, annual reports of respective banks and published journals along with the publications of the World Bank.
The result shows that average non-performing loan is highest for RBBL and lowest for LXBL. The average credit risk is highest for RBBL and lowest for EBL. Similarly, the capital adequacy ratio is highest for NMB and lowest for RBBL. The study reveals that bank size and loan loss provision have positive relationship with non-performing loan. Return on assets and return on equity are negatively related to the non-performing loan. It indicates that increase in return on assets and return on equity lead to decrease in nonperforming loan. Regarding the macroeconomic variable, the study found that non-performing loan is negatively related to inflation. The regression result shows that beta coefficients are positive for bank size and loan loss provision with non-performing loans; whereas beta coefficients are negative for return on assets, return on equity, capital adequacy ratio and inflation. However, the beta coefficients are significant for bank size, return on assets and capital adequacy ratio and loan loss provision only.
The major conclusion of the study is that bank size, return on assets, capital adequacy ratio, loan loss provisions plays a significant role in determining the non-performing loan of Nepalese commercial banks.
Bank-specific and macroeconomic determinants of non-performing loans of Nepalese commercial banks [printed text] / Prerana Singh, Author . - 2016 . - 100p. ; GRP/Thesis + 7/B.
Languages : English
Descriptors: Macroeconomics Class number: 332.632 Abstract: Banking sectors play a key role in the development of an economy. The stability of banking sector is important for the development of an economy. The primary function of bank is to mobilize deposits from surplus units to deficit units in the form of loan and advances in various sectors such as agricultural, industry, personal and governments. However, in recent times, the banks have become very cautious in extending loans due to increasing volume of non-performing loans (Sontakke and Tiwari, 2013). A non-performing loan is one in which the maturity date has passed but the least part of the loan is still outstanding. This implies that the principal or interest on these loans have been left unpaid for at least 90 days (Caprio and Klingebiel, 1996). The success of commercial banks depends on profitability. Loan is the major component of earning assets of commercial banks. However, the profitability will be more if the bank have less non-performing loan. On the other hand, if the non-performing loan is high, the banks may not be able to reap profit. Instead, they may be in loss because the banks need to put reserves for the amount of non-performing loans (Farhan et al., 2012). This study focus on dependent variable non-performing loans which consists of three proxies: Non-performing loans, credit risk and non-performing loan to total assets.
The major purpose of the study is to examine the bank-specific and macroeconomic determinants of non-performing loans of Nepalese commercial banks. The specific objectives of this study are (a) to analyze the structure and pattern of dependent variables and independent variables. (b) to assess the affect of bank specific variables and macroeconomic variables on non-performing loans of the commercial banks. (c) to evaluate the factors affecting credit risk of Nepalese commercial banks. (d) to examine the possible factors affecting the non-performing loans to total assets of Nepalese commercial banks.
The study is based on descriptive and causal-comparative research designs. The descriptive research design has been adopted to undertake fact-finding operation searching for adequate information about the impact of bank size, return on assets, return on equity, capital adequacy ratio, loan loss provision, gross domestic product and inflation on non-performing loans of Nepalese commercial banks. Moreover, this study also emphasizes on cause and effect relationship between non-performing loans and its determinants in Nepalese context. This study is based on the secondary data which are gathered from 20 commercial banks in Nepal with 140 total number of observations for the study period 2008-2014. The main sources of data are official website of concern commercial banks, annual reports of commercial banks, Supervision Reports published by NRB, annual reports of respective banks and published journals along with the publications of the World Bank.
The result shows that average non-performing loan is highest for RBBL and lowest for LXBL. The average credit risk is highest for RBBL and lowest for EBL. Similarly, the capital adequacy ratio is highest for NMB and lowest for RBBL. The study reveals that bank size and loan loss provision have positive relationship with non-performing loan. Return on assets and return on equity are negatively related to the non-performing loan. It indicates that increase in return on assets and return on equity lead to decrease in nonperforming loan. Regarding the macroeconomic variable, the study found that non-performing loan is negatively related to inflation. The regression result shows that beta coefficients are positive for bank size and loan loss provision with non-performing loans; whereas beta coefficients are negative for return on assets, return on equity, capital adequacy ratio and inflation. However, the beta coefficients are significant for bank size, return on assets and capital adequacy ratio and loan loss provision only.
The major conclusion of the study is that bank size, return on assets, capital adequacy ratio, loan loss provisions plays a significant role in determining the non-performing loan of Nepalese commercial banks.
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Barcode Call number Media type Location Section Status 211/D 332.632 SIN Books Uniglobe Library Social Sciences Available Bank specific and macroeconomic factors affecting profitability and stock return of Nepalese commercial banks / Bishal Khanal
Title : Bank specific and macroeconomic factors affecting profitability and stock return of Nepalese commercial banks Material Type: printed text Authors: Bishal Khanal, Author Publication Date: 2016 Pagination: 109p. Size: GRP/Thesis Accompanying material: 8/B Languages : English Abstract: Banking industry is important for an economic activity. Banks contribute to the allocation of funds from people who deposit money and those who need funds for their business activity and thus support the economic growth of a country. Therefore, the assessment on bank profitability and stock return is important because of its importance to financial stability and economic growth. Bank profitability is an important ingredient of financial development through firm performance to macroeconomic stability. Stock market has drawn much more attention in the academic literature. There is ongoing research on stock return but the topic is much debatable in itself. Different models have been developed to explain the relationship between risk and return on stock. There is an accepted norm in finance that bank specific variables and macroeconomic variables explain the behavior of stock returns. They provide a useful mechanism to raise capital fund which enhances corporate efficiency, innovation and provides a valuable source of capital for long term economic development.
Most of the empirical work investigates the relationship between profitability and stock return with bank specific variables and macroeconomic variables mostly in the developed economy. However such studies are lacking in the developing economy. Therefore, this study tries to investigate the relationship between the profitability and stock return with bank specific variables and macroeconomic variables evidence from Nepalese commercial banks.
The major objective of the study is to analyze the factors affecting the profitability and stock return of Nepalese commercial banks with respect to bank specific and macroeconomic variablesand to make recommendations for management decision making and policy objectives.The study is based on secondary data of 14 commercial banks with 182 observations for the period of 2002/03 to 2014/15. The main source of data include various issues of Banking and Financial Statistics, Quarterly Economic Bulletin, Bank Supervision Report published by Nepal Rastra Bank and Annual Reports of selected commercial banks. The pooled cross sectional data analysis has been undertaken in the study. The research design adopted in this study is descriptive and causal comparative research design as it deals with the effect of bank specific and macroeconomic factors on profitability and stock return of Nepalese commercial banks.
The average return on assets is highest for NABL (2.79 percent) and lowest for LUMBL (0.54 percent). The average return on equity is highest for NABL (35.31 percent) and lowest for MACHBL (8.09 percent). The average stock return is highest for MACHBL (35.91 percent) and lowest for HIBL (8.09 percent). The result shows that the average dividend per share is highest for SCHBL (Rs. 90.44) and lowest for LUMBL (Rs. 3.43). The average total assets are highest for NABL (Rs. 48.54 billion) and lowest for LUMBL (Rs. 9.19 billion).The average capital adequacy ratio is highest for LXBL (16.12 percent) and lowest for NBBL (4.62 percent). The average non performing loan is highest for NBBL (14.90 percent) and lowest for LXBL (0.64 percent). The inflation rate is highest in year 2008/09 (11.08 percent) and lowest in year 2003/04 (2.84 percent). The GDP growth rate is highest in year 2007/08 (6.10 percent) and lowest in year 2005/06 (3.36 percent).
The descriptive analysis shows that the average ROA, ROE and SR of selected Nepalese commercial banks is 1.37 percent, 21.71 percent, and 20.84 percent respectively. Similarly, the descriptive result shows that the average dividend per share, total assets, capital adequacy ratio, non performing loan, gross domestic product and inflation is Rs.25.50 per share, Rs. 27.50 billion, 11.92 percent, 4.00 percent, 4.26 percent, 2.20 percent and 7.87 percent respectively.
The study shows that dividend per share, capital adequacy ratio, gross domestic product, inflation and firm size are positively related to return on assets and return on equity whereas non-performing loan is negatively related to both return on assets and return on equity. Likewise, the study shows that dividend per share, capital adequacy ratio, gross domestic product and firm size are positively related to stock return whereas non performing loan and inflation are negatively related to stock return.
The regression analysis shows that dividend per share, capital adequacy ratio, gross domestic product, inflation and firm size have significant and positive impact on return on assets whereas non performing loan has negative but significant impact on return on assets. The regression result also shows that dividend per share and capital adequacy ratios have positive and significant impact on return on equity. Likewise, the result also shows that non performing loan has negative and significant impact on return on equity. But firm size, gross domestic product and inflation have positive and insignificant impact on return on equity. Similarly, the regression result shows that firm size and capital adequacy ratio have positive and significant impact on stock return whereas inflation has negative and significant impact on stock return. Dividend per share and gross domestic product have positive and insignificant impact on stock return but non performing loan has negative and insignificant impact on stock return..
Bank specific and macroeconomic factors affecting profitability and stock return of Nepalese commercial banks [printed text] / Bishal Khanal, Author . - 2016 . - 109p. ; GRP/Thesis + 8/B.
Languages : English
Abstract: Banking industry is important for an economic activity. Banks contribute to the allocation of funds from people who deposit money and those who need funds for their business activity and thus support the economic growth of a country. Therefore, the assessment on bank profitability and stock return is important because of its importance to financial stability and economic growth. Bank profitability is an important ingredient of financial development through firm performance to macroeconomic stability. Stock market has drawn much more attention in the academic literature. There is ongoing research on stock return but the topic is much debatable in itself. Different models have been developed to explain the relationship between risk and return on stock. There is an accepted norm in finance that bank specific variables and macroeconomic variables explain the behavior of stock returns. They provide a useful mechanism to raise capital fund which enhances corporate efficiency, innovation and provides a valuable source of capital for long term economic development.
Most of the empirical work investigates the relationship between profitability and stock return with bank specific variables and macroeconomic variables mostly in the developed economy. However such studies are lacking in the developing economy. Therefore, this study tries to investigate the relationship between the profitability and stock return with bank specific variables and macroeconomic variables evidence from Nepalese commercial banks.
The major objective of the study is to analyze the factors affecting the profitability and stock return of Nepalese commercial banks with respect to bank specific and macroeconomic variablesand to make recommendations for management decision making and policy objectives.The study is based on secondary data of 14 commercial banks with 182 observations for the period of 2002/03 to 2014/15. The main source of data include various issues of Banking and Financial Statistics, Quarterly Economic Bulletin, Bank Supervision Report published by Nepal Rastra Bank and Annual Reports of selected commercial banks. The pooled cross sectional data analysis has been undertaken in the study. The research design adopted in this study is descriptive and causal comparative research design as it deals with the effect of bank specific and macroeconomic factors on profitability and stock return of Nepalese commercial banks.
The average return on assets is highest for NABL (2.79 percent) and lowest for LUMBL (0.54 percent). The average return on equity is highest for NABL (35.31 percent) and lowest for MACHBL (8.09 percent). The average stock return is highest for MACHBL (35.91 percent) and lowest for HIBL (8.09 percent). The result shows that the average dividend per share is highest for SCHBL (Rs. 90.44) and lowest for LUMBL (Rs. 3.43). The average total assets are highest for NABL (Rs. 48.54 billion) and lowest for LUMBL (Rs. 9.19 billion).The average capital adequacy ratio is highest for LXBL (16.12 percent) and lowest for NBBL (4.62 percent). The average non performing loan is highest for NBBL (14.90 percent) and lowest for LXBL (0.64 percent). The inflation rate is highest in year 2008/09 (11.08 percent) and lowest in year 2003/04 (2.84 percent). The GDP growth rate is highest in year 2007/08 (6.10 percent) and lowest in year 2005/06 (3.36 percent).
The descriptive analysis shows that the average ROA, ROE and SR of selected Nepalese commercial banks is 1.37 percent, 21.71 percent, and 20.84 percent respectively. Similarly, the descriptive result shows that the average dividend per share, total assets, capital adequacy ratio, non performing loan, gross domestic product and inflation is Rs.25.50 per share, Rs. 27.50 billion, 11.92 percent, 4.00 percent, 4.26 percent, 2.20 percent and 7.87 percent respectively.
The study shows that dividend per share, capital adequacy ratio, gross domestic product, inflation and firm size are positively related to return on assets and return on equity whereas non-performing loan is negatively related to both return on assets and return on equity. Likewise, the study shows that dividend per share, capital adequacy ratio, gross domestic product and firm size are positively related to stock return whereas non performing loan and inflation are negatively related to stock return.
The regression analysis shows that dividend per share, capital adequacy ratio, gross domestic product, inflation and firm size have significant and positive impact on return on assets whereas non performing loan has negative but significant impact on return on assets. The regression result also shows that dividend per share and capital adequacy ratios have positive and significant impact on return on equity. Likewise, the result also shows that non performing loan has negative and significant impact on return on equity. But firm size, gross domestic product and inflation have positive and insignificant impact on return on equity. Similarly, the regression result shows that firm size and capital adequacy ratio have positive and significant impact on stock return whereas inflation has negative and significant impact on stock return. Dividend per share and gross domestic product have positive and insignificant impact on stock return but non performing loan has negative and insignificant impact on stock return..
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Barcode Call number Media type Location Section Status 267/D KHA Thesis/Dissertation Uniglobe Library Social Sciences Available Bank specific determinants of credit risk: a comparative study of Nepalese joint venture banks, private banks and public banks / Sushila Chaudhari
Title : Bank specific determinants of credit risk: a comparative study of Nepalese joint venture banks, private banks and public banks Material Type: printed text Authors: Sushila Chaudhari, Author Publication Date: 2017 Pagination: 112p. Size: GRP/Thesis Accompanying material: 8/B Languages : English Abstract: Banks are the financial intermediaries that provide variety of financial services to the
customers. The bank credit is considered as one of the major functions carried out by
the banks where it contributes to the provision of the necessary funding to the
households, businesses and government. By providing loans to borrowers, banks can
earn profit from charging interests and services fees. However, this service leads the
banks expose to credit risk when borrowers do not pay back the loan as promised.
Credit risk is the likelihood that a debtor or financial instrument issuer is unwilling or
unable to pay interest or repay the principle according to the terms specified in a
credit agreement. Credit risk is the main cause of bank failure, and most visible risk
facing by bank managers (Gup et al., 2007). Non-performing assets is a major
contributing factor to the credit risk of the banking system. There is high chance of a
large number of credit default when there is increase in non-performing assets of a
bank. Consequently, this have impact on the net-worth of the bank and also erodes the
value of the bank’s asset (Thiagarajan et al., 2011). Past evidence also suggested that
poor management of credit risk is the main cause of most bank failure (Levine et al.,
2000; Saurina and Jiminez, 2006).
Das and Ghosh (2007) revealed that bank size play an important role in influencing
credit risk. Ahmad and Ariff (2007) reported that loans to deposit is a significant
positive determinant of credit risk. Goldlewski (2005) found that the regulation of
capital and credit risk are negatively related in the context of emerging economies.
Return on assets is positively related to credit risk (Zribi and Boujelbene, 2011).
There is significant relationship between credit growth and credit risk (Ganic, 2014).
Tilahun and Dugasa (2014) concluded that operating inefficiency ratio has positive
and statistically significant impact on credit risk.
The major objective of this study is to analyze bank specific determinants of credit
risk and examining its impact on Nepalese joint venture banks, private banks and
public banks. The study is based on secondary data of 22 commercial banks with 144
observations for the period of 2005/06 to 2014/15. The major source of data include
various issues of Banking and Financial Statistics, Quarterly Economic Bulletin, Bank
Supervision Report published by Nepal Rastra Bank and Annual Reports of selected
commercial banks. The pooled cross sectional data analysis has been used in the
ix
study. The research design adopted in this study is descriptive and causal comparative
research design. The relationship between dependent and independent variables are
analyzed via simple and multiple regression analysis. The dependent variables used in
the study are non-performing loan ratio and risk weighted asset whereas the
independent variables are bank size, credit to deposit ratio, capital adequacy ratio,
return on assets, total loan and operating inefficiency ratio.
The result shows that ADBL has highest average non-performing loan ratio and risk
weighted asset among the selected commercial banks throughout the study period.
Similarly, the average bank size is highest for RBBL (Rs. 114.59 billion), average
credit to deposit ratio is highest for ADBL (105.45 percent), average capital adequacy
ratio is highest for LUMBL (20.61 percent), average return on assets is highest for
NBBL (3.37 percent), average total loan is highest for RBBL (Rs. 48.29 billion) and
average operating inefficiency ratio is highest for ADBL (4.38 percent).
The descriptive statistics for the joint venture banks reveals that the average nonperforming
loan ratio, risk weighted asset, bank size, credit to deposit ratio, capital
adequacy ratio, return on assets, total loan and operating inefficiency ratio is 2.04
percent, 74.22 percent, Rs. 54.09 billion, 67.37 percent, 11.84 percent, 2.23 percent,
Rs. 31.52 billion and 1.69 percent respectively. Likewise, the descriptive statistics for
the private bank reveals that the average non-performing loan ratio, risk weighted
asset, bank size, credit to deposit ratio, capital adequacy ratio, return on assets, total
loan and operating inefficiency ratio is 1.73 percent, 78.85 percent, Rs. 29.82 billion,
81.86 percent, 13.24 percent, 1.44 percent, Rs. 20.36 billion and 1.52 percent
respectively. Similarly, the descriptive statistics for the public banks reveals that the
average non-performing loan ratio, risk weighted asset, bank size, credit to deposit
ratio, capital adequacy ratio, return on assets, total loan and operating inefficiency
ratio is 11.00 percent, 79.10 percent, Rs. 68.98 billion, 64.22 percent, -7.58 percent,
2.06 percent, Rs. 34.17 billion and 3.71 percent respectively.
The study show that the operating inefficiency ratio has positive relationship with
non-performing loan ratio and risk weighted asset for joint venture banks and private
banks. The results also show that capital adequacy ratio has negative relationship with
non-performing loan ratio and risk weighted asset for joint venture banks and private
banks. Similarly, bank size is negatively related to the non-performing loan ratio and
x
risk weighted asset for joint venture banks and public banks. However, results show
that bank size is positively related to the non-performing loan ratio and risk weighted
asset in the case of private banks. The study also show that credit to deposit ratio and
return on assets are positively related to the non-performing loan ratio and risk
weighted asset of joint venture banks.
The regression results reveals that the capital adequacy ratio has negative relationship
with credit risk of public banks, joint venture banks and private banks of Nepal, where
beta coefficient is significant for joint venture banks and private banks at 5 percent
level of significance. Similarly, bank size has negative and significant relationship
with the credit risk for public banks at 1 percent level of significance. However,
coefficient is negative and insignificant for joint venture banks and positive for
private banks. The study also concludes that operating inefficiency ratio has positive
impact on non-performing loan ratio and risk weighted asset for joint venture banks,
private banks and public banks of Nepal, where beta coefficient is significant only for
joint venture banks at 1 percent level of significance. Similarly, the study also
concludes that return on assets and credit to deposit ratio has positive and significant
impact on the risk weighted asset for both private and joint venture banks. Thus,
capital adequacy ratio is the major factor affecting the credit risk of Nepalese
commercial banks followed by bank size, operating inefficiency ratio, credit to
deposit ratio and return on assets.Bank specific determinants of credit risk: a comparative study of Nepalese joint venture banks, private banks and public banks [printed text] / Sushila Chaudhari, Author . - 2017 . - 112p. ; GRP/Thesis + 8/B.
Languages : English
Abstract: Banks are the financial intermediaries that provide variety of financial services to the
customers. The bank credit is considered as one of the major functions carried out by
the banks where it contributes to the provision of the necessary funding to the
households, businesses and government. By providing loans to borrowers, banks can
earn profit from charging interests and services fees. However, this service leads the
banks expose to credit risk when borrowers do not pay back the loan as promised.
Credit risk is the likelihood that a debtor or financial instrument issuer is unwilling or
unable to pay interest or repay the principle according to the terms specified in a
credit agreement. Credit risk is the main cause of bank failure, and most visible risk
facing by bank managers (Gup et al., 2007). Non-performing assets is a major
contributing factor to the credit risk of the banking system. There is high chance of a
large number of credit default when there is increase in non-performing assets of a
bank. Consequently, this have impact on the net-worth of the bank and also erodes the
value of the bank’s asset (Thiagarajan et al., 2011). Past evidence also suggested that
poor management of credit risk is the main cause of most bank failure (Levine et al.,
2000; Saurina and Jiminez, 2006).
Das and Ghosh (2007) revealed that bank size play an important role in influencing
credit risk. Ahmad and Ariff (2007) reported that loans to deposit is a significant
positive determinant of credit risk. Goldlewski (2005) found that the regulation of
capital and credit risk are negatively related in the context of emerging economies.
Return on assets is positively related to credit risk (Zribi and Boujelbene, 2011).
There is significant relationship between credit growth and credit risk (Ganic, 2014).
Tilahun and Dugasa (2014) concluded that operating inefficiency ratio has positive
and statistically significant impact on credit risk.
The major objective of this study is to analyze bank specific determinants of credit
risk and examining its impact on Nepalese joint venture banks, private banks and
public banks. The study is based on secondary data of 22 commercial banks with 144
observations for the period of 2005/06 to 2014/15. The major source of data include
various issues of Banking and Financial Statistics, Quarterly Economic Bulletin, Bank
Supervision Report published by Nepal Rastra Bank and Annual Reports of selected
commercial banks. The pooled cross sectional data analysis has been used in the
ix
study. The research design adopted in this study is descriptive and causal comparative
research design. The relationship between dependent and independent variables are
analyzed via simple and multiple regression analysis. The dependent variables used in
the study are non-performing loan ratio and risk weighted asset whereas the
independent variables are bank size, credit to deposit ratio, capital adequacy ratio,
return on assets, total loan and operating inefficiency ratio.
The result shows that ADBL has highest average non-performing loan ratio and risk
weighted asset among the selected commercial banks throughout the study period.
Similarly, the average bank size is highest for RBBL (Rs. 114.59 billion), average
credit to deposit ratio is highest for ADBL (105.45 percent), average capital adequacy
ratio is highest for LUMBL (20.61 percent), average return on assets is highest for
NBBL (3.37 percent), average total loan is highest for RBBL (Rs. 48.29 billion) and
average operating inefficiency ratio is highest for ADBL (4.38 percent).
The descriptive statistics for the joint venture banks reveals that the average nonperforming
loan ratio, risk weighted asset, bank size, credit to deposit ratio, capital
adequacy ratio, return on assets, total loan and operating inefficiency ratio is 2.04
percent, 74.22 percent, Rs. 54.09 billion, 67.37 percent, 11.84 percent, 2.23 percent,
Rs. 31.52 billion and 1.69 percent respectively. Likewise, the descriptive statistics for
the private bank reveals that the average non-performing loan ratio, risk weighted
asset, bank size, credit to deposit ratio, capital adequacy ratio, return on assets, total
loan and operating inefficiency ratio is 1.73 percent, 78.85 percent, Rs. 29.82 billion,
81.86 percent, 13.24 percent, 1.44 percent, Rs. 20.36 billion and 1.52 percent
respectively. Similarly, the descriptive statistics for the public banks reveals that the
average non-performing loan ratio, risk weighted asset, bank size, credit to deposit
ratio, capital adequacy ratio, return on assets, total loan and operating inefficiency
ratio is 11.00 percent, 79.10 percent, Rs. 68.98 billion, 64.22 percent, -7.58 percent,
2.06 percent, Rs. 34.17 billion and 3.71 percent respectively.
The study show that the operating inefficiency ratio has positive relationship with
non-performing loan ratio and risk weighted asset for joint venture banks and private
banks. The results also show that capital adequacy ratio has negative relationship with
non-performing loan ratio and risk weighted asset for joint venture banks and private
banks. Similarly, bank size is negatively related to the non-performing loan ratio and
x
risk weighted asset for joint venture banks and public banks. However, results show
that bank size is positively related to the non-performing loan ratio and risk weighted
asset in the case of private banks. The study also show that credit to deposit ratio and
return on assets are positively related to the non-performing loan ratio and risk
weighted asset of joint venture banks.
The regression results reveals that the capital adequacy ratio has negative relationship
with credit risk of public banks, joint venture banks and private banks of Nepal, where
beta coefficient is significant for joint venture banks and private banks at 5 percent
level of significance. Similarly, bank size has negative and significant relationship
with the credit risk for public banks at 1 percent level of significance. However,
coefficient is negative and insignificant for joint venture banks and positive for
private banks. The study also concludes that operating inefficiency ratio has positive
impact on non-performing loan ratio and risk weighted asset for joint venture banks,
private banks and public banks of Nepal, where beta coefficient is significant only for
joint venture banks at 1 percent level of significance. Similarly, the study also
concludes that return on assets and credit to deposit ratio has positive and significant
impact on the risk weighted asset for both private and joint venture banks. Thus,
capital adequacy ratio is the major factor affecting the credit risk of Nepalese
commercial banks followed by bank size, operating inefficiency ratio, credit to
deposit ratio and return on assets.Hold
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Barcode Call number Media type Location Section Status 274/D CHA Thesis/Dissertation Uniglobe Library Social Sciences Available Barron's GRE: graduate record exam / Sharon Weiner Green
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Title : Basic econometric Material Type: printed text Authors: Tara Prasad Bhusal, Author Publisher: Kathmandu: Ayam Publication Date: 2066 Pagination: 277p Size: Book Price: Rs.350 Languages : English Descriptors: Econometric Keywords: 'econometric' Class number: 330.015 Basic econometric [printed text] / Tara Prasad Bhusal, Author . - [S.l.] : Kathmandu: Ayam, 2066 . - 277p ; Book.
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Title : Basic econometrics Material Type: printed text Authors: Tara Prasad Bhusal, Author Publisher: Aayam Publication Publication Date: 2066 Pagination: 277p Size: Books Price: Rs.350 Languages : English Descriptors: Econometrics Keywords: 'econometrics research and development' Class number: 330.0151 Basic econometrics [printed text] / Tara Prasad Bhusal, Author . - [S.l.] : Aayam Publication, 2066 . - 277p ; Books.
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