Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Business
Effects Of Financial Statement And Macroeconomic Factors On Risk Measures Of Banks In India: Panel And Decision Tree Analysis Approach, Guarango Banerjee, Abhimanyu Gupta, Abhiman Das
Effects Of Financial Statement And Macroeconomic Factors On Risk Measures Of Banks In India: Panel And Decision Tree Analysis Approach, Guarango Banerjee, Abhimanyu Gupta, Abhiman Das
Faculty Scholarship
This paper aims to analyze the effects of financial statement indicators and off-balance sheet items affecting risk measures among Indian banks employing both panel data regression and a non-parametric decision tree approach. We explore the effects of bank size, leverage, exposure to contingent liabilities including off-balance sheet derivatives usage and macroeconomic factors on risk measures for banks. In this paper, it is also aimed to examine the effects of the major financial liberalization policy period in the domestic market in India that started in the mid-1990s and ended around 2004 as well as impacts of the 2008 global financial crisis …