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Insolvency Risk and Z-Index for Indian Banks: A Probabilistic Interpretation of Bankruptcy

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  • Krishna Murari

Abstract

In this paper, an attempt is made to determine the insolvency risk for 80 Indian banks (public, private and foreign sector) using a popular risk-measuring index available in banking and financial literature, i.e., Z-Index along with the probabilistic interpretation of their book value bankruptcy over a period of five years. Further, the researcher has carried out a relative comparison among public, private and foreign sector banks in India. The results obtained in the study show that the probability of book value bankruptcy of Indian banks has reduced over years, and the probability of book value bankruptcy is lower in the case of public sector banks, compared to private and foreign sector banks.

Suggested Citation

  • Krishna Murari, 2012. "Insolvency Risk and Z-Index for Indian Banks: A Probabilistic Interpretation of Bankruptcy," The IUP Journal of Bank Management, IUP Publications, vol. 0(3), pages 7-21, August.
    • Handle: RePEc:icf:icfjbm:v:11:y:2012:i:3:p:7-21
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    Cited by:

    1. Shumaila Zeb & Abdul Sattar, 2017. "Financial Regulations, Profit Efficiency, and Financial Soundness: Empirical Evidence from Commercial Banks of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 56(2), pages 85-103.

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