ISSN 2394-5125
 

Research Article 


CREDIT RISK ANALYSIS USING PANEL DATA REGRESSION MODEL: INDIAN BANKING INDUSTRY.

Gurpreet Kaur, Renuka Sharma, Kiran Mehta.

Abstract
The present paper aims towards studying the association of credit risk and bank specific factors through the application of panel data regression model. The paper is inspired by the theory that the bank explicit elements significantly affect the financial business. The panel of thirty scheduled commercial banks operating in India for 17 years from 2000- 16 is taken into consideration The credit risk is taken as dependent variable and capital adequacy ratio, profitability (NIM, ROCCE,ROA) , management efficiency, bank size, loan to deposit ratio, liquidity are taken as the independent variables. The empirical findings facilitated development of a credit risk model wherein management efficiency, CAR, bank size, liquidity (QR, LATA, QAD, LTD) were identified to have most significant influence over the credit crises in the banks.

Key words: Banks, India, Credit Risk, model etc


 
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How to Cite this Article
Pubmed Style

Gurpreet Kaur, Renuka Sharma, Kiran Mehta. CREDIT RISK ANALYSIS USING PANEL DATA REGRESSION MODEL: INDIAN BANKING INDUSTRY.. JCR. 2020; 7(19): 1353-1360. doi:10.31838/jcr.07.19.165


Web Style

Gurpreet Kaur, Renuka Sharma, Kiran Mehta. CREDIT RISK ANALYSIS USING PANEL DATA REGRESSION MODEL: INDIAN BANKING INDUSTRY.. http://www.jcreview.com/?mno=104627 [Access: September 15, 2020]. doi:10.31838/jcr.07.19.165


AMA (American Medical Association) Style

Gurpreet Kaur, Renuka Sharma, Kiran Mehta. CREDIT RISK ANALYSIS USING PANEL DATA REGRESSION MODEL: INDIAN BANKING INDUSTRY.. JCR. 2020; 7(19): 1353-1360. doi:10.31838/jcr.07.19.165



Vancouver/ICMJE Style

Gurpreet Kaur, Renuka Sharma, Kiran Mehta. CREDIT RISK ANALYSIS USING PANEL DATA REGRESSION MODEL: INDIAN BANKING INDUSTRY.. JCR. (2020), [cited September 15, 2020]; 7(19): 1353-1360. doi:10.31838/jcr.07.19.165



Harvard Style

Gurpreet Kaur, Renuka Sharma, Kiran Mehta (2020) CREDIT RISK ANALYSIS USING PANEL DATA REGRESSION MODEL: INDIAN BANKING INDUSTRY.. JCR, 7 (19), 1353-1360. doi:10.31838/jcr.07.19.165



Turabian Style

Gurpreet Kaur, Renuka Sharma, Kiran Mehta. 2020. CREDIT RISK ANALYSIS USING PANEL DATA REGRESSION MODEL: INDIAN BANKING INDUSTRY.. Journal of Critical Reviews, 7 (19), 1353-1360. doi:10.31838/jcr.07.19.165



Chicago Style

Gurpreet Kaur, Renuka Sharma, Kiran Mehta. "CREDIT RISK ANALYSIS USING PANEL DATA REGRESSION MODEL: INDIAN BANKING INDUSTRY.." Journal of Critical Reviews 7 (2020), 1353-1360. doi:10.31838/jcr.07.19.165



MLA (The Modern Language Association) Style

Gurpreet Kaur, Renuka Sharma, Kiran Mehta. "CREDIT RISK ANALYSIS USING PANEL DATA REGRESSION MODEL: INDIAN BANKING INDUSTRY.." Journal of Critical Reviews 7.19 (2020), 1353-1360. Print. doi:10.31838/jcr.07.19.165



APA (American Psychological Association) Style

Gurpreet Kaur, Renuka Sharma, Kiran Mehta (2020) CREDIT RISK ANALYSIS USING PANEL DATA REGRESSION MODEL: INDIAN BANKING INDUSTRY.. Journal of Critical Reviews, 7 (19), 1353-1360. doi:10.31838/jcr.07.19.165