T
Tanupa Chakraborty
Researcher at University of Calcutta
Publications - 8
Citations - 13
Tanupa Chakraborty is an academic researcher from University of Calcutta. The author has contributed to research in topics: Risk management & Financial market. The author has an hindex of 2, co-authored 8 publications receiving 12 citations.
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Journal ArticleDOI
Foreign Portfolio Investment and Stock Market Volatility in India
TL;DR: In this paper, the authors analyzed the relationship between stock return volatility and foreign institutional ownership in a VAR framework, and found that no significant causal relationship exists between the two variables, while the literature in business newspapers and also some previous empirical studies suggest that institutions tend to destabilize prices by increasing turnover levels.
Posted Content
Perceptions of Bankers and Researchers Towards Effectiveness of Basel Norms in Banking Risk Management: A Survey
Tanupa Chakraborty,Swapna Sen +1 more
TL;DR: In this article, the authors tried to collect and investigate the views of bankers, researchers and experts in the field of banking risk management about the effectiveness of Basel norms for risk management in Indian banking industry.
Posted Content
The Relationship Between Fair Values in Banks’ Trading Books and Volatility in Share Price Returns in the Indian Context
TL;DR: In this article, the authors examined whether fair valuations in banks' trading books bring about an increased volatility in banks stock returns over the time period 1994-1995 to 2007-2008, using a sample of Indian banks and bank index, and autoregressive and multiple linear regression techniques.
Book ChapterDOI
Asset Liability Management in Commercial Banks in India
TL;DR: In this paper, the authors have studied the application of asset-liability management (ALM) in commercial banks in India and have shown that it is a comprehensive and dynamic method for measuring, monitoring and managing the various risks of a bank.
Journal ArticleDOI
Weather risk assessment of Indian power sector: A conditional value-at-risk approach:
Mahuya Basu,Tanupa Chakraborty +1 more
TL;DR: In this paper, the authors assess the weather risk exposure of Indian power sector from both generation and demand sides, considering two representative firms, Damodar Valley Corporation (DVC) and Power Grid Corporation (PGC).