Canonical Correlation Analysis of Asset-Liability Management of Indian Banks

7 Pages Posted: 2 Jun 2009 Last revised: 3 Jun 2009

See all articles by Mihir Dash

Mihir Dash

Alliance University - School of Business

Ravi Pathak

affiliation not provided to SSRN

Date Written: June 1, 2009

Abstract

The present study analyses asset-liability management in Indian banks using the methodology of Ranjan and Nallari (2004). The study covers all scheduled commercial banks except regional rural banks (RRBs), in the five-year period 2003-08. The banks are grouped on the basis of ownership structure: viz. public sector banks (including SBI & associates), private sector banks, and foreign banks.

Keywords: asset-liability management

JEL Classification: G21

Suggested Citation

Dash, Mihir and Pathak, Ravi, Canonical Correlation Analysis of Asset-Liability Management of Indian Banks (June 1, 2009). Available at SSRN: https://ssrn.com/abstract=1412739 or http://dx.doi.org/10.2139/ssrn.1412739

Mihir Dash (Contact Author)

Alliance University - School of Business ( email )

Chikkahagade Cross,
Chandapura-Anekal Road, Anekal
Bangalore, Karnataka 562106
India
9945182465 (Phone)

Ravi Pathak

affiliation not provided to SSRN ( email )

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