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.

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.

• Item Type: MPRA Paper
• Language: English
• Keywords: Banking stability index; state-owned banks; foreign banks; India
• Subjects: G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks ; Depository Institutions ; Micro Finance Institutions ; Mortgages

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