Macro stress testing of Indian banking system focused on the (Record no. 43572)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00896nab a22001217a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160615b2015 xxu||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Singh, Sanjay |
| 245 ## - TITLE STATEMENT | |
| Title | Macro stress testing of Indian banking system focused on the |
| Statement of responsibility, etc. | Singh, Sanjay. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2015 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 102 - 108 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This paper investigates system-wide macro stress testing for credit risk. This paper uses two multivariate regressions, namely, ordinary least square and quantile regression to establish a stochastic relationship between credit quality indicators such as the non-performing advances ratio or the slippage ratio and macro-variables. This paper confirms that a slowdown in the economy along with a firming-up of the interest rate structure is likely to have an adverse impact on the performance of the banking sector in terms of the slippage ratio. |
| 773 ## - HOST ITEM ENTRY | |
| Main entry heading | Economic and Political Weekly |
| Place, publisher, and date of publication | Apr 25 |
| Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Date acquired | Serial Enumeration / chronology | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ahmedabad (HO) | Ahmedabad (HO) | 21/06/2016 | Vol. 50, Issue. 17 | 020042 | 21/06/2016 | 21/06/2016 | Articles |