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- Title
Modeling Time Series Data in Private Sector Banks in India.
- Authors
Adkar, Vidula Anil
- Abstract
Banking system in India embraces the dominance of the Public Sector Banks but the contribution of 20% assets of the Private Sector Banks in the banking industry in India cannot be overlooked. Non-performing assets is a crucial indicator of the overall banking performance. It thus becomes imperative to forecast the non-performing assets of the Private Sector Banks in India. The data obtained for forecasting the profitability, productivity and NPA position of the is from the secondary source. This research paper predicts the response variables namely, Net Profit, Business per Employee, Net NPA, Gross NPA and Net NPA as % Net Advances of the Private sector banks in India for the years 2017-18, 2018-19 and 2019-20. Expert time series modeler is used to predict the response variables for three years. Considering the time series data the best fit simple model is demonstrated. Goodness of fit-R2 represents the prominent data fit for the response variables. Sluggish forecasted values are observed for the response variable Net Profits, Business per Employee, Gross NPA, Net NPA and Net NPA as % Net Advances for the predicted years (2017-18, 2018-19 and 2019-20). The predicted profitability and productivity position and Non-performing assets of Private sector banks in India is distressing.
- Subjects
INDIA; PRIVATE banks; TIME series analysis
- Publication
Wealth: International Journal of Money, Banking & Finance, 2018, Vol 7, Issue 3, p76
- ISSN
2277-9388
- Publication type
Article