Systemic Risk in Indian Banking: Measurement and Impact of COVID-19

This study examines the systemic risk in the Indian banking system using two models. The systemic risk cube explains the importance of measuring systemic risk in a scenario like contagion and systemic risk measurement index SRISK as proposed by NYU stern. Measurement of SRISK is done for two time...

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Bibliographic Details
Main Authors: Kalpakam G, Krina TRIVEDI
Format: Article
Language:English
Published: Dunarea de Jos University of Galati 2021-05-01
Series:Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics
Subjects:
Online Access:http://www.eia.feaa.ugal.ro/images/eia/2021_1/Kalpakam_Trivedi.pdf