Risk and capital adjustment over the business cycle: Evidence from Indian banks

Ghosh, Saibal (2008): Risk and capital adjustment over the business cycle: Evidence from Indian banks.

Abstract

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
• Language: English
• Keywords: capital buffer; risk; banks; India
• Subjects: G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks ; Depository Institutions ; Micro Finance Institutions ; Mortgages

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