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Analysis on Credit Concentration Risk and NPA in Banks' Portfolio

Analysis on Credit Concentration Risk and NPA in Banks' Portfolio

31992676
3600 руб.
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Описание
'Analysis on credit concentration risk and NPA in Bank's Portfolio' analyzes the credit portfolio composition of a large and medium sized commercial bank in India to understand the nature and dimensions of industry –wise credit concentration risk and also evaluates its influence on Non-Performing Assets of the banks. The required data for this study was collected from industry-wise loan exposures of Indian Overseas Bank and yearly NPAs of the bank. The industry-wise credit concentration risk for each year is calculated by using Herfindahl-Hirschman Index (HHI index). Multiple Linear Regression Analysis was run on SPSS 19.0 to quantify the relationship between the credit concentration risk and Non-Performing Assets of the commercial bank. The results indicate that there exists a strong positive relationship between the industry-wise concentration risk and NPA of the commercial bank. Hence it is highly desirable for the commercial banks to have a diversified portfolio in order to reduce their Non –Performing Assets.