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Testing for Consistency of CAMEL Ranking of Indian Banks

Mihir Dash
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Mihir Dash: Alliance University, India

Journal of Applied Management and Investments, 2014, vol. 3, issue 4, 188-192

Abstract: This study examines the consistency of rankings of Indian banks under the CAMEL framework. Consistency is necessary in order for the model to give an objective ranking of the banks and discriminate clearly/correctly between high and low performing banks. The analysis is performed on a sample of thirty-seven banks, including twenty-one public sector banks and sixteen private sector banks, over a period of ten years (2003-04 to 2012-13). The study also compares the overall ranking of the public sector banks vis-à-vis the private sector banks. The study uses two nonparametric statistical techniques: the Friedman test to analyze the consistency of rankings, and the Mann-Whitney test to compare rankings of public and private sector banks.

Keywords: CAMEL model; financial health; bank failure; consistency; nonparametric statistical techniques (search for similar items in EconPapers)
Date: 2014
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