A Simple Index of Banking Fragility: Application to Indian Data
MPRA Paper from University Library of Munich, Germany
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.
Keywords: Banking stability index; state-owned banks; foreign banks; India (search for similar items in EconPapers)
JEL-codes: G21 (search for similar items in EconPapers)
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Published in Journal of Risk Finance 2.12(2011): pp. 112-120
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Journal Article: A simple index of banking fragility: application to Indian data (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:30321
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