A Simple Index of Banking Fragility: Application to Indian Data
Using 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.
|Date of creation:||2010|
|Date of revision:|
|Publication status:||Published in Journal of Risk Finance 2.12(2011): pp. 112-120|
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