Factors affecting pass through of repo rates to lending rates in India

dc.contributor.advisor	Das, Abhiman
dc.contributor.author	Gupta, Kartikey
dc.contributor.author	Pinjani, Saurabh
dc.date.accessioned	2021-06-11T06:29:53Z
dc.date.available	2021-06-11T06:29:53Z
dc.date.issued	2019
dc.identifier.uri	http://hdl.handle.net/11718/24041
dc.description.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.	en_US
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management Ahmedabad	en_US
dc.subject	Repo rates	en_US
dc.subject	Lending rates	en_US
dc.subject	India	en_US
dc.title	Factors affecting pass through of repo rates to lending rates in India	en_US
dc.type	Student Project	en_US