Capital adequacy and systemic risk: Evidence from selected Indian private sector banks

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Published

30-11-2024

DOI:

https://doi.org/10.58414/SCIENTIFICTEMPER.2024.15.spl-2.31

Keywords:

Capital adequacy test, Private sector banks

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Issue

Vol. 15 No. spl-2 (2024): The Scientific Temper

Section

Research article

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Copyright (c) 2024 The Scientific Temper

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This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

Authors

  • Shemal Dave Darshan Institute of Management, Darshan University, Rajkot, Gujarat, India.
  • Dhaval Vyas Darshan Institute of Management, Darshan University, Rajkot, Gujarat, India.
  • Jyotindra Jani Darshan Institute of Management, Darshan University, Rajkot, Gujarat, India.

Abstract

This study investigates the relationship between systemic risk and capital adequacy in certain private-sector banks in India. Based on the CAMEL paradigm, this study examines five key financial ratios: CAR, DER, TATA, GSTR, and CDR. These ratios measure the extent to which funds have been advanced relative to total assets. Banks' risk profiles and financial health are assessed using these ratios in light of regulatory requirements and market stability. To examine the impact of these ratios on systemic risk indicators, we use the average data from 2018–19 to 2022–23.

How to Cite

Shemal Dave, Dhaval Vyas, & Jyotindra Jani. (2024). Capital adequacy and systemic risk: Evidence from selected Indian private sector banks. The Scientific Temper, 15(spl-2), 196–200. https://doi.org/10.58414/SCIENTIFICTEMPER.2024.15.spl-2.31

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