A Simple Index of Banking Fragility: Application to Indian Data
AbstractUsing data on Indian banks for 1997-2007, the paper develops an index of banking fragility and subsequently examines the factors affecting the index. Based on the statistical properties of the index, we classify banks as exhibiting high, moderate and low stability. The multivariate regressions indicate an important role for banking industry variables in influencing the index.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 30321.
Date of creation: 2010
Date of revision:
Publication status: Published in Journal of Risk Finance 2.12(2011): pp. 112-120
Banking stability index; state-owned banks; foreign banks; India;
Other versions of this item:
- Saibal Ghosh, 2011. "A simple index of banking fragility: application to Indian data," Journal of Risk Finance, Emerald Group Publishing, vol. 12(2), pages 112-120, February.
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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