Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks

Exposure of the banking system to the Global Financial Crisis attracted attention to the study of riskiness and spillover. This paper studies the pattern of systemic risk and size effect in the Indian banking sector. Based on market capitalization, three public sector banks and three from the privat...

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Bibliographic Details
Main Authors: Mohammed Arshad Khan, Preeti Roy, Saif Siddiqui, Abdullah A. Alakkas
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2021/8360778
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