Off-Balance Sheet Exposure – Performance Analysis And Risk Measurement Of Indian Banks
Banking Sector has under gone enormous changes over the decades initially from ownership to government ownership and open to competition from private and foreign banks after the liberalization of the economy in 1991. Under the regulated economic system, banks used to enjoy complete protection from the government and insulated totally from external shocks. The financial sector reforms initiated by the Government brought unforeseen changes in the general functioning of the banks; as a result banks are compelled to extend their business activities which they were distancing over the years. The exposure to off banking activities to like foreign exchange contracts has led the banks to expose to greater risks but with incremental revenues in the form of other incomes. It is necessary banks to manage the risk through the exposure to various off balance sheet activities.
Key words; Government ownership; Liberalisation; regulated economy; off-balance sheet activity; Open Competition; Incremental Revenues ; Risk Exposure
Asset Liability Management. (2014). Retrieved from www.iimb.ernet.in/~vaidya/Asset-liability.pdf
Asset Liability Management. (2014). Retrieved from www.allbankingsolutions.com/Banking-Tutor/ALM.shtml
Axis Bank. (2014). Retrieved from www.axisbank.com
Bank of Baroda. (2014). Retrieved from www.bankofbaroda.co.in
Brenda wells, K. E. (2009). Asset-Liability Management Problems in the Life Insurance Industry: Lessons from the Past. Journal of Insurance Regulation .
Charumathi, D. B. (2008). Asset Liability Management with special Reference to Interest Rate risk Management in ICICI Bank. WCE London, U.K.
Dash, M. (2013). A study of the impact of Asset-Liability Management on the profitability of Banks in India, Journal of Management Research .
Dr.N.Kavitha. (2012).An assessment - Asset and Liability Management of Scheduled Commercial Banks in India, IJMT , Volume II Issue 4.
Enzo Scannella, D. B. (2013). Interest Rate Risk in Banking: a Theoretical and Empirical Investigation through a Systemic Approach (Asset & Liability Management). Business System Review , Volume II - Issue 1.
HDFC. (2014). Retrieved from www.hdfcbank.com
icici bank. (2014). Retrieved from www.icicibank.com
Investopedia. (2014). Retrieved from www.investopedia.com/terms/a/asset-liabilitymanagement.
Mihir Dash, K. V. (2012).An analysis of Asset-Liability Management, Journal of Management Research .
Mohammad Omar Faruk (Corresponding Author), R. A. (2014). Asset Liability Management of a Commercial Bank- A Study on Prime Bank. International Journal of Information, Business and Management, , Vol. 6, No.1, .
Mohapatra, S. C. (2009). An Empirical Study of Asset Liability Approach of Indian Banks. Indiana University of Pennsylvania .
Money Control. (2014). Retrieved from www.moneycontrol.com
Pathak, M. D. (2009). A linear programming model for assessing Asset-Liability management in Banks Journal of Management Research , Volume 2.
Pathak, M. D. (2009). Canonical Corrleation analysis of Asset-Liability management in Banks . Journal of Management Research .
Punjab National Bank. (2014). Retrieved from www.pnbindia.in
Reserve Bank of India. (2014). Retrieved from www.rbi.org.in
Robert Ferstla, ,. A. (2010). Asset-liability management under time-varying investment opportunities. Journal of Finance .
Singh, P. (. (2013). Asset-Liability management in Banks - Adynamic approach, AIMA Journal of Management Research .
Spyridon D Vrontos, I. D. (2009). Asset-Liability Management for Pension Funds in a Time-Varying Volatility Environment. Journal of Management Research .
State Bank of India. (2014). Retrieved from www.sbi.co.in
Vij, M. (2001). Asset Liability Management in Banks and Financial Institution- A case Study on IDBI. Journal of Management Research , Volume 1, Number 2.
Xi Yang, J. G. (2011). Asset liability management modelling with risk control by stochastic dominance. Journal of Asset Management , Vol. 11, 2/3, 73–93.