ISSN (Print) - 0012-9976 | ISSN (Online) - 2349-8846

Articles by Sagarika RastogiSubscribe to Sagarika Rastogi

Credit Portfolio Assessment of Domestic Systemically Important Banks

The credit portfolio of domestic systemically important banks in India from 2009–10 to 2019–20 is examined through an industry-wise analysis. The industry-wise default risk and bank-wise recovery risk estimates reflect on the expected and unexpected losses of D-SIBs. The study attempts to consider the Basel (2006) guidelines for the estimation of correlation, which is derived from asset correlations based on equity returns. The industry-wise analysis is important for lenders in monitoring the volatile industries. The analysis assesses the risk adjusted performance of lending institutions that are systemically important.

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