..., this is one of the earliest studies for India to carefully examine the interface between financial misconduct and bank behavior in a systematic manner. Saibal Ghosh can be contacted at: emailsaibal@gmail.com 12 08 2019 16 01 2020 26 02 2020 09 03 2020 © Emerald Publishing...

... the effect of systematic risk. Design/methodology/approach The authors have estimated single default and implicit asset correlations for banks and corporates in India and compare it with global scenario. This paper deduces a simple methodology to estimate the default correlations from the variance...

... economy and more certainly for India, to examine this issue. The present paper also develops a BSI, but in contrast to the approach of Segoviano and Goodhart (2009) , takes a different track. More specifically, it develops a bank‐wise stability index, taking on board several important aspects...

... of the portfolios of these funds and the results obtained thereof. © Emerald Group Publishing Limited 2011 India Capital markets Macroeconomics Stock markets Time series analysis With the advent of information technology, especially the internet‐based applications in the capital markets...

...). © Emerald Group Publishing Limited 2011 India Business policy Corporate strategy Risk management In recent decades, the changing environment has posed a threat to the value maximization process in organizations. Catastrophes and systemic shocks altered the way risk was managed...

... indicators of financial development. The findings are useful for India's policy makers in order to maintain the parallel expansion of financial development and economic growth. We can rewrite equation (1) as follows: Equation 2 where Ln(Y)_t, Ln(FDI...

... of India has generated considerable interest among regional as well as global investors and researchers, because of the best international practices: dematerialization of shares, rolling settlement (T+1), electronic open limit order book trading, strengthening of corporate governance practices...

...Sathya Swaroop Debasish Purpose The purpose of this paper is to examine the lead‐lag relationships between the National Stock Exchange (NSE) Nifty stock market index (in India) and its related futures and options contracts, and also the interrelation between the derivatives markets. Design...

... needs to be researched. The purpose of this paper is to assess weather‐risk hedging by farmers, focusing on the willingness to pay in Rajasthan, India. Design/methodology/approach The paper presents results of a contingent valuation study done on the findings of a survey carried out in six villages...

... of futures trading on cash market volatility in an emerging economy like India. study the effects of introduction of futures contracts on price volatility in Indian capital market; and analyze the extent to which futures trading influence the volatility of underlying spot market. The study...

...Michael R. Powers; Arindam Bandyopadhyay; Tasneem Chherawala; Asish Saha Purpose This paper is a first attempt to empirically calibrate the default and asset correlation for large companies in India and elaborate its implications for credit risk capital estimation for a bank. Design/methodology...

...Anil K. Sharma; Ashutosh Vashishtha Purpose This article aims to examine the state of risk management in agriculture and power sector of India, evaluate the effectiveness of weather derivatives as alternative risk management tools and basic framework required to implement them. Design...

... the company's default status. Arindam Bandyopadhyay can be contacted at: arindam@nibmindia.org © Emerald Group Publishing Limited 2007 Financial modeling Credit management Corporate finances Default Risk analysis India Mapping corporate drift towards default is a crucial part of any...

... specific characteristics can provide additional significant information in assessing the real world credit quality of a firm in a multifactor model Findings From analysis of 150 publicly‐traded Indian corporates over the year 1998 to 2005 it was found that in a volatile equity market like India, one...

...Arindam Bandyopadhyay Purpose This paper aims at developing an early warning signal model for predicting corporate default in emerging market economy like India. At the same time, it also aims to present methods for directly estimating corporate probability of default (PD) using financial as well...