Threshold Effect of Bank-specific Determinants of Non-performing Assets: An Application in Indian Banking (Record no. 52333)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01989nam a2200217 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190801175528.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190801b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bardhan, Samaresh |
| 9 (RLIN) | 31972 |
| 245 ## - TITLE STATEMENT | |
| Title | Threshold Effect of Bank-specific Determinants of Non-performing Assets: An Application in Indian Banking |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1S-34S P. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The article investigates role of bank-specific factors on non-performing assets (NPAs) in Indian banking system in a panel threshold framework (Hansen, 1999, Journal of Econometrics, 93(2), 345–368), using an unbalanced panel of 82 scheduled commercial banks over the period of 1995–1996 to 2010–2011. We consider capital to risk-weighted assets ratio (CRAR) and credit growth as alternative threshold variables (and regime dependent) along with relevant bank-specific variables treated as regime independent. Findings reveal that CRAR exerts negative and significant impact on NPAs once it reaches a critical threshold. Possible implication is that banks extend less risky loans in a high CRAR regime than in low CRAR regime that helps reduce NPAs. With credit growth as threshold as well as regime dependent, we observe statistically significant non-linear effect of credit growth on NPAs. Beyond threshold, credit growth exerts significant negative effect on NPAs that may imply that banks extend good quality loans. However, we cannot rule out the possibility of evidence of ‘ever-greening hypothesis’ of bad debts in Indian banking, that is, banks just roll over previous bad debts into fresh performing loans. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Banks, |
| Uncontrolled term | non-performing assets, |
| Uncontrolled term | threshold regression, |
| Uncontrolled term | panel data models |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sharma, Rajesh |
| 9 (RLIN) | 34000 |
| Personal name | Mukherjee, Vivekananda |
| 9 (RLIN) | 34001 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29445 |
| Host Itemnumber | 74853 |
| Main entry heading | GANGOPADHYAY, SHUBHASIS |
| Place, publisher, and date of publication | NEW DELHI SAGE PUBLICATION PVT. LTD. |
| Other item identifier | 55510429 |
| Title | JOURNAL OF EMERGING MARKET FINANCE |
| International Standard Serial Number | 0972-6527 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 01/08/2019 | Vol 18, No 1S/ 55510429JA1 | 55510429JA1 | 01/08/2019 | 01/08/2019 |