Interest rate risk represents one of the key forms of financial risk faced by banks. It has given rise to an extensive body of research, .mainly focused on the estimation of sensitivity of bank stock returns to change...Interest rate risk represents one of the key forms of financial risk faced by banks. It has given rise to an extensive body of research, .mainly focused on the estimation of sensitivity of bank stock returns to changes in interest rates. However, the analysis of the sources of bank interest rate risk has received much less attention in the literature. It is essential that banks have to monitor, maintain, and manage their assets and liabilities portfolios in a systematic manner taking into account the various risks involved in these areas. Balance sheet risk of a bank can be categorized into two major types of significant risks, which are liquidity risk and interest rate risk （IRR）. IRR is the risk to earning of capital arising from movement of interest rates. The need to manage IRR in Indian banks arises from movement of interest rates. The areas not much considered in the earlier research work are to manage IRR which influences critically the overall profitability of banks. The study was taken with an objective of analyzing the determinants of IRR and examining the strategy to manage such exposures testing the banks long run sustainability. The study had chosen 45 banks and collected secondary data for the financial year 2007 to 2012 to do the analysis of IRR management. The findings of the study were to suggest the ways to minimize the IRR and control its effect on the banks profit. The other findings were to test impact of IRR on the sustainability of the bank.展开更多
This study investigated the financial performance of Bangladesh’s State-Owned Commercial Banks,Islami Shariah Based Private commercial Banks and Conventional Private Commercial Banks over 12 years from 2006 to 2017.T...This study investigated the financial performance of Bangladesh’s State-Owned Commercial Banks,Islami Shariah Based Private commercial Banks and Conventional Private Commercial Banks over 12 years from 2006 to 2017.The objective of this study is to find out the financial performance of a bank based on CAMEL indicators.The finding of this study is that Islami Shariah Based Private commercial Banks and Conventional Private Commercial Banks has a good position than State-Owned Commercial Banks.Specific,Pubali Bank Limited,Standard Bank Limited,Prime Bank Limited,City Bank Limited and Al-Arafah Islami Bank Limited are in the best position in Bangladesh under this study.We also found that the performance of State-Owned Commercial Banks is not good.This study gives a policy implementation according to results.1.State-Owned Commercial Banks should restructure the infrastructure.2.It needs more emphasis on efficiency and effectiveness to control the cost and loan investment.3.It will be required to pay more in insurance premiums.4.It should be born in mine,for higher rating banks.We suggest to a higher number of rating banks that it’s hinders a bank’s ability to expand by investing,consolidating,or adding more branches.We also suggest to all lower rating banks.The institutions with a poor rating will be required to pay more in insurance premiums.展开更多
文摘Interest rate risk represents one of the key forms of financial risk faced by banks. It has given rise to an extensive body of research, .mainly focused on the estimation of sensitivity of bank stock returns to changes in interest rates. However, the analysis of the sources of bank interest rate risk has received much less attention in the literature. It is essential that banks have to monitor, maintain, and manage their assets and liabilities portfolios in a systematic manner taking into account the various risks involved in these areas. Balance sheet risk of a bank can be categorized into two major types of significant risks, which are liquidity risk and interest rate risk （IRR）. IRR is the risk to earning of capital arising from movement of interest rates. The need to manage IRR in Indian banks arises from movement of interest rates. The areas not much considered in the earlier research work are to manage IRR which influences critically the overall profitability of banks. The study was taken with an objective of analyzing the determinants of IRR and examining the strategy to manage such exposures testing the banks long run sustainability. The study had chosen 45 banks and collected secondary data for the financial year 2007 to 2012 to do the analysis of IRR management. The findings of the study were to suggest the ways to minimize the IRR and control its effect on the banks profit. The other findings were to test impact of IRR on the sustainability of the bank.
文摘This study investigated the financial performance of Bangladesh’s State-Owned Commercial Banks,Islami Shariah Based Private commercial Banks and Conventional Private Commercial Banks over 12 years from 2006 to 2017.The objective of this study is to find out the financial performance of a bank based on CAMEL indicators.The finding of this study is that Islami Shariah Based Private commercial Banks and Conventional Private Commercial Banks has a good position than State-Owned Commercial Banks.Specific,Pubali Bank Limited,Standard Bank Limited,Prime Bank Limited,City Bank Limited and Al-Arafah Islami Bank Limited are in the best position in Bangladesh under this study.We also found that the performance of State-Owned Commercial Banks is not good.This study gives a policy implementation according to results.1.State-Owned Commercial Banks should restructure the infrastructure.2.It needs more emphasis on efficiency and effectiveness to control the cost and loan investment.3.It will be required to pay more in insurance premiums.4.It should be born in mine,for higher rating banks.We suggest to a higher number of rating banks that it’s hinders a bank’s ability to expand by investing,consolidating,or adding more branches.We also suggest to all lower rating banks.The institutions with a poor rating will be required to pay more in insurance premiums.
