Munich Personal RePEc Archive

A Simple Index of Banking Fragility: Application to Indian Data

Saibal, Ghosh (2010): A Simple Index of Banking Fragility: Application to Indian Data. Published in: Journal of Risk Finance , Vol. 12, No. 2 (2011): pp. 112-120.

[img]
Preview
PDF
MPRA_paper_30321.pdf

Download (279kB) | Preview

Abstract

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.

UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.