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http://hdl.handle.net/11718/24041| Title: | Factors affecting pass through of repo rates to lending rates in India |
| Authors: | Gupta, Kartikey Pinjani, Saurabh |
| Keywords: | Repo rates;Lending rates;India |
| Issue Date: | 2019 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Abstract: | The pass through of reduction in repo rates to lending rates has been a much discussed topic in recent past in India. This paper tries to estimate the pass through coefficient over the last 8 years. We hypothesize that the pass through is affected by presence of NPAs, high rates for deposit schemes like EPF and PPF and mismatch in duration for the repo rates and bank loans. We use an ECM model to estimate this affect. We find that pass through coefficient in India has reduced in recent years, with high NPAs and high rates on competing deposits as a key reason for the same. |
| URI: | http://hdl.handle.net/11718/24041 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_2560.pdf Restricted Access | 224.7 kB | Adobe PDF | View/Open Request a copy |
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