Niyogi Sinha Roy, Tanima and Bhattacharya, Basabi (2011): Macroeconomic Stress Analysis and also the Strength of one’s Indian Banking system: A watch Credit Risk.

Abstract

The newest paper undertakes a beneficial macroprudential data of your own credit chance of Social Market Financial institutions during the liberalization months. Making use of the Vector Autoregression methods, new paper investigates the brand new dynamic feeling regarding alterations in the brand new macroeconomic details to the standard price, the Monetary Stability Signal from banks because of the simulating relationships certainly most of the new variables as part of the design. Viewpoints effects from the financial sector towards the actual discount are in addition to estimated. The fresh new perception away from differences in other Financial Rules Products such as for example Financial Rates, Repo Price and you can Opposite Repo Rates to your advantage top-notch banking companies is actually looked at playing with three option baseline activities. (more…)