Год выпуска: 2014 Автор: Theerthaana P. Издательство: LAP Lambert Academic Publishing Страниц: 52 ISBN: 9783659506673
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...