Risk and capital adjustment over the business cycle: Evidence from Indian banks
AbstractEmploying data on Indian banks for 1997-2006, we test the behavior of capital buffers over the business cycle. The evidence indicates that capital buffers exhibit pro-cyclical behavior, although the implied effects are small.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 22524.
Date of creation: Feb 2008
Date of revision:
capital buffer; risk; banks; India;
Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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