Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model
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References listed on IDEAS
- Luc Laeven, 2002. "Bank Risk and Deposit Insurance," World Bank Economic Review, World Bank Group, vol. 16(1), pages 109-137, June.
- Sinha, Pankaj & Taneja, Varundeep Singh & Gothi, Vineet, 2009. "Evaluation of riskiness of Indian Banks and probability of book value insolvency," MPRA Paper 15251, University Library of Munich, Germany.
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More about this item
KeywordsBlack-Scholes -Merton; Market value; Volatility; Z-score; Non-Performing Assets;
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-09 (All new papers)
- NEP-BAN-2013-06-09 (Banking)
- NEP-CFN-2013-06-09 (Corporate Finance)
- NEP-RMG-2013-06-09 (Risk Management)
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