A Simple Index of Banking Fragility: Application to Indian Data

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.

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Year of publication:	2010
Authors:	Saibal, Ghosh
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Banking stability index \| state-owned banks \| foreign banks \| India

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Notes:	Published in Journal of Risk Finance 2.12(2011): pp. 112-120
Classification:	G21 - Banks; Other Depository Institutions; Mortgages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009643196