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Risk and capital adjustment over the business cycle: Evidence from Indian banks

Author

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  • Ghosh, Saibal
Abstract
Employing data on Indian banks for 1997-2006, we test the behavior of capital buffers over the business cycle. The evidence indicates that capital buffers exhibit pro-cyclical behavior, although the implied effects are small.

Suggested Citation

  • Ghosh, Saibal, 2008. "Risk and capital adjustment over the business cycle: Evidence from Indian banks," MPRA Paper 22524, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:22524
    as

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    File URL: https://mpra.ub.uni-muenchen.de/22524/1/MPRA_paper_22524.pdf
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    References listed on IDEAS

    as
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    Cited by:

    1. Samina RIAZ & Venus Khim-Sen LIEW & Rossazana Bt Ab RAHIM, 2019. "The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 57-71, March.

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    More about this item

    Keywords

    capital buffer; risk; banks; India;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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