Effect of Macro-Economic and Banks Specific Determinants of Credit Risk of Select Public Sector Banks in the Post Financial Crisis Period: Evidence from India

The core objective of the study is to analyse the effect of macro-economic and banks specific determinants of credit risk of select public sector banks in the post financial crisis period. The study period covers ten years (post financial crisis period) from 2008-2009 to 2017-2018. For the purpose of the study, top ten public sector banks have been selected based on the banks which have the highest share in Non-performing Assets (NPAs). The sample public sector banks namely, State Bank of India, Punjab National Bank, IDBI Bank, Bank of India, Bank of Baroda, Union Bank of India, Canara Bank, Central Bank of India, Indian Overseas Bank and UCO Bank are chosen for the study. The data analysis was done using ratio analysis and statistical tools like mean, standard deviation, co-efficient of variation, compound annual growth rate, hausman test and panel data regression.