ID | 155675 |
Title Proper | Macro stress testing of Indian bank groups |
Language | ENG |
Author | Dua, Pami ; Kapur, Hema |
Summary / Abstract (Note) | This study examines how various bank groups operating in India have fared macro stress events and conduct macro stress testing (MST) to trace the impact of certain macroeconomic stress scenarios on the credit quality of five Indian bank groups, that is, the State Bank of India (SBI) and its associates (SBGs), nationalised banks (NBs), old private sector banks (OPBs), new private sector banks (NPBs) and foreign banks (FBs), using panel data from 1997 to 2014. |
`In' analytical Note | Margin Vol. 11, No.4; Nov 2017: p.375-403 |
Journal Source | Margin 2017-12 11, 4 |
Key Words | Banks ; Non-performing Assets (NPAs) ; Credit Quality ; Macro Stress Testing |