An Analysis of Capital Adequacy in Select Indian Commercial Banks: A Frontier Approach.
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MURTHY, E N MANAGEMENT RESEARCHSummary: The paper introduces a different viewpoint towards capital adequacy measurement of Indian commercial banks by applying Data Envelopment Analysis (DEA). DEA investigates the relative adequacy of core capital of the banks with respect to their risk-weighted assets corresponding to the three risk types-credit risk, market risk and operational risk. The study categorizes the sample into two groups, i.e., Public Sector Banks (PSBs) and Non-Public Sector Banks (non-PSBs- comprising Private Sector and Foreign Banks), and uses the bilateral model of DEA for comparing the capital adequacy efficiency scores of the two groups. The results reveal that the distribution of efficiency scores for the two groups is significantly different, and that the non-PSBs consistently outperform their PSB counterparts in terms of capital adequacy.
| Item type | Current library | Call number | Vol info | Status | Notes | Date due | Barcode | Item holds | |
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Main Library | Vol 17, No 2/ 5558843JA2 (Browse shelf(Opens below)) | Available | 5558843JA2 | |||||
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Main Library ON SHELF | JOURNAL/MGT/Vol 17, No 2/5558843 (Browse shelf(Opens below)) | Vol 17, No 2 (01/07/2015) | Not for loan | The IUP Journal of Management Research - April 2018 | 5558843 |
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The paper introduces a different viewpoint towards capital adequacy measurement of Indian commercial banks by applying Data Envelopment Analysis (DEA). DEA investigates the relative adequacy of core capital of the banks with respect to their risk-weighted assets corresponding to the three risk types-credit risk, market risk and operational risk. The study categorizes the sample into two groups, i.e., Public Sector Banks (PSBs) and Non-Public Sector Banks (non-PSBs- comprising Private Sector and Foreign Banks), and uses the bilateral model of DEA for comparing the capital adequacy efficiency scores of the two groups. The results reveal that the distribution of efficiency scores for the two groups is significantly different, and that the non-PSBs consistently outperform their PSB counterparts in terms of capital adequacy.
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