Bhattacharya, Basabi; Roy, Tanima Niyogi Sinha - In: The IUP Journal of Bank Management VII (2008) 1, pp. 20-40
This paper undertakes a Macro Prudential Analysis (MPA) of credit risk, the predominant risk category of Indian Public Sector Banks (PSBs). Assuming bank-specific shocks to be nil at the micro level, the paper employs a recursive Vector Auto-Regression (VAR) methodology to examine the...
