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A Liquidity Mismatch Index (LMI) for Indian Banks

Year: 2025
Type: article
Abstract: This paper constructs a liquidity mismatch index for domestic Indian banks using annual data from 2011 to 2022. The findings show that state-owned banks, on average, exhibit higher liquidity mismatches than private banks. Regression results indicate that liability-side liquidity pressures are not offset by additional asset-side buffers. The study highlights key policy implications for improving liquidity risk management.
Author: Saibal Ghosh
Institution: Qatar Central Bank
Language: English
Subfield: Finance
Open Access status: diamond
OpenAlex ID: W4412050827
FWCI:
Cites: 10
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Related to: 10