Charumathi Balakrishnan | Pondicherry university (original) (raw)

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Papers by Charumathi Balakrishnan

Research paper thumbnail of Effect of the COVID-19 Pandemic on CO2 Emissions in India

Energy RESEARCH LETTERS

We assess the effect of the COVID-19 pandemic on CO2 emissions in India. We study the impact of C... more We assess the effect of the COVID-19 pandemic on CO2 emissions in India. We study the impact of COVID-19–induced control measures on the major contributors of CO2 emissions by using a difference-in-differences model and eliminating the lockdown effect. We find that all the major contributors except for industrial emissions were significantly reduced due to the COVID-19 pandemic.

Research paper thumbnail of Asset Liability Management in Indian Banking Industry - With Special Reference to Interest Rate Risk Management in ICICI Bank

Assets and Liabilities Management (ALM) is a dynamic process of planning, organizing, coordinatin... more Assets and Liabilities Management (ALM) is a dynamic process of planning, organizing, coordinating and controlling the assets and liabilities - their mixes, volumes, maturities, yields and costs in order to achieve a specified Net Interest Income (NII). The NII is the difference between interest income and interest expenses and the basic source of banks profitability. The easing of controls on interest rates has led to higher interest rate volatility in India. Hence, there is a need to measure and monitor the interest rate exposure of Indian banks. This paper entitled "A Study on the Assets and Liabilities Management (ALM) Practices with special reference to Interest Rate Risk Management at ICICI Bank" is aimed at measuring the Interest Rate Risk in ICICI Bank by using Gap Analysis Technique. Using publicly available information, this paper attempts to assess the interest rate risk carried by the ICICI bank in March 2005, 2006, & 2007. The findings revealed that the bank i...

Research paper thumbnail of Credit Risk Modelling for Indian Debt Securities Using Machine Learning

Buletin Ekonomi Moneter dan Perbankan

We develop a new credit risk model for Indian debt securities rated by major credit rating agenci... more We develop a new credit risk model for Indian debt securities rated by major credit rating agencies in India using the ordinal logistic regression (OLR). The robustness of the model is tested by comparing it with classical models available for ratings prediction. We improved the model’s accuracy by using machine learning techniques, such as the artificial neural networks (ANN), support vector machines (SVM) and random forest (RF). We found that the accuracy of our model has improved from 68% using OLR to 82% when using ANN and above 90% when using SVM and RF.

Research paper thumbnail of Corporate Governance and Timeliness of Financial Reporting by Indian Companies

Research paper thumbnail of On the Determinants of Firm Value of Indian Companies

Research paper thumbnail of Asset Liability Management in Indian Banking Industry - With Special Reference to Interest Rate Risk Management in ICICI Bank

Research paper thumbnail of Interest Rate Risk Measurement in Indian Banking Industry – An Analytical Research Study

Research paper thumbnail of Interest Rate Risk Measurement in Indian Banking Industry – An Analytical Research Study

Assets and Liabilities Management (ALM) is a dynamic process of planning, organizing, coordinatin... more Assets and Liabilities Management (ALM) is a dynamic process of planning, organizing, coordinating and controlling the assets and liabilities-their mixes, volumes, maturities, yields and costs in order to achieve a specified Net Interest Income (NII). The NII is the difference between interest income and interest expenses and the basic source of banks profitability. The easing of controls on interest rates has led to higher interest rate volatility in India. Hence, there is a need to measure and monitor the interest rate exposure of Indian banks. This paper entitled "Interest Rate Risk Measurement in Indian Banking Industry-An Analytical Research Study" is aimed at measuring the Interest Rate Risk in one of the public sector banks in India, viz.

Research paper thumbnail of Effect of the COVID-19 Pandemic on CO2 Emissions in India

Energy RESEARCH LETTERS

We assess the effect of the COVID-19 pandemic on CO2 emissions in India. We study the impact of C... more We assess the effect of the COVID-19 pandemic on CO2 emissions in India. We study the impact of COVID-19–induced control measures on the major contributors of CO2 emissions by using a difference-in-differences model and eliminating the lockdown effect. We find that all the major contributors except for industrial emissions were significantly reduced due to the COVID-19 pandemic.

Research paper thumbnail of Asset Liability Management in Indian Banking Industry - With Special Reference to Interest Rate Risk Management in ICICI Bank

Assets and Liabilities Management (ALM) is a dynamic process of planning, organizing, coordinatin... more Assets and Liabilities Management (ALM) is a dynamic process of planning, organizing, coordinating and controlling the assets and liabilities - their mixes, volumes, maturities, yields and costs in order to achieve a specified Net Interest Income (NII). The NII is the difference between interest income and interest expenses and the basic source of banks profitability. The easing of controls on interest rates has led to higher interest rate volatility in India. Hence, there is a need to measure and monitor the interest rate exposure of Indian banks. This paper entitled "A Study on the Assets and Liabilities Management (ALM) Practices with special reference to Interest Rate Risk Management at ICICI Bank" is aimed at measuring the Interest Rate Risk in ICICI Bank by using Gap Analysis Technique. Using publicly available information, this paper attempts to assess the interest rate risk carried by the ICICI bank in March 2005, 2006, & 2007. The findings revealed that the bank i...

Research paper thumbnail of Credit Risk Modelling for Indian Debt Securities Using Machine Learning

Buletin Ekonomi Moneter dan Perbankan

We develop a new credit risk model for Indian debt securities rated by major credit rating agenci... more We develop a new credit risk model for Indian debt securities rated by major credit rating agencies in India using the ordinal logistic regression (OLR). The robustness of the model is tested by comparing it with classical models available for ratings prediction. We improved the model’s accuracy by using machine learning techniques, such as the artificial neural networks (ANN), support vector machines (SVM) and random forest (RF). We found that the accuracy of our model has improved from 68% using OLR to 82% when using ANN and above 90% when using SVM and RF.

Research paper thumbnail of Corporate Governance and Timeliness of Financial Reporting by Indian Companies

Research paper thumbnail of On the Determinants of Firm Value of Indian Companies

Research paper thumbnail of Asset Liability Management in Indian Banking Industry - With Special Reference to Interest Rate Risk Management in ICICI Bank

Research paper thumbnail of Interest Rate Risk Measurement in Indian Banking Industry – An Analytical Research Study

Research paper thumbnail of Interest Rate Risk Measurement in Indian Banking Industry – An Analytical Research Study

Assets and Liabilities Management (ALM) is a dynamic process of planning, organizing, coordinatin... more Assets and Liabilities Management (ALM) is a dynamic process of planning, organizing, coordinating and controlling the assets and liabilities-their mixes, volumes, maturities, yields and costs in order to achieve a specified Net Interest Income (NII). The NII is the difference between interest income and interest expenses and the basic source of banks profitability. The easing of controls on interest rates has led to higher interest rate volatility in India. Hence, there is a need to measure and monitor the interest rate exposure of Indian banks. This paper entitled "Interest Rate Risk Measurement in Indian Banking Industry-An Analytical Research Study" is aimed at measuring the Interest Rate Risk in one of the public sector banks in India, viz.

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