Ghosh, Saibal (2008): Risk and capital adjustment over the business cycle: Evidence from Indian banks.
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Employing 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.
|Item Type:||MPRA Paper|
|Original Title:||Risk and capital adjustment over the business cycle: Evidence from Indian banks|
|Keywords:||capital buffer; risk; banks; India|
|Subjects:||G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages|
|Depositing User:||Saibal Ghosh|
|Date Deposited:||06. May 2010 07:51|
|Last Modified:||18. Feb 2013 19:04|
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