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Risk and Productivity Change of Public Sector Banks

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Author Info
Abhiman Das (Reserve Bank of India)

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Abstract

While the relationship between portfolio risk and capital and its interrelationship with operating efficiency has been explored elsewhere, limited evidence has been forthcoming on the interrelationships among capital, non-performing loans and productivity. The paper makes an attempt to examine the same in the Indian context. Using data on public sector banks (PSBs) for the period 1995-96 through 2000-2001, the paper finds capital, risk and productivity change to be intertwined, with each reinforcing and to a degree,complementing the other. The results imply that inadequately capitalised banks have lower productivity and are subject to a higher degree of regulatory pressure than adequately capitalised ones. Finally, the results lend some credence to the belief that lowering government ownership tends to improve productivity.

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File URL: http://129.3.20.41/eps/io/papers/0411/0411002.pdf
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Publisher Info
Paper provided by EconWPA in its series Industrial Organization with number 0411002.

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Length: 12 pages
Date of creation: 01 Nov 2004
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Handle: RePEc:wpa:wuwpio:0411002

Note: Type of Document - pdf; pages: 12. Published in 'Economic and Political Weekly' February 2, 2002
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L - Industrial Organization

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References listed on IDEAS
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  1. Jacques, Kevin & Nigro, Peter, 1997. "Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach," Journal of Economics and Business, Elsevier, vol. 49(6), pages 533-547. [Downloadable!] (restricted)
  2. Gilbert, R. Alton & Wilson, Paul W., 1998. "Effects of Deregulation on the Productivity of Korean Banks," Journal of Economics and Business, Elsevier, vol. 50(2), pages 133-155, March. [Downloadable!] (restricted)
  3. Gorton, Gary & Rosen, Richard, 1995. " Corporate Control, Portfolio Choice, and the Decline of Banking," Journal of Finance, American Finance Association, vol. 50(5), pages 1377-1420, December. [Downloadable!] (restricted)
  4. Saunders, Anthony & Strock, Elizabeth & Travlos, Nickolaos G, 1990. " Ownership Structure, Deregulation, and Bank Risk Taking," Journal of Finance, American Finance Association, vol. 45(2), pages 643-54, June. [Downloadable!] (restricted)
  5. Shrieves, Ronald E. & Dahl, Drew, 1992. "The relationship between risk and capital in commercial banks," Journal of Banking & Finance, Elsevier, vol. 16(2), pages 439-457, April. [Downloadable!] (restricted)
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