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A Liquidity Mismatch Index (LMI) for Indian Banks

Saibal Ghosh

Asian Economics Letters2025https://doi.org/10.46557/001c.138292article
ABDC C
Weight
0.50

What the paper says

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.

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https://doi.org/https://doi.org/10.46557/001c.138292

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@article{saibal2025,
  title        = {{A Liquidity Mismatch Index (LMI) for Indian Banks}},
  author       = {Saibal Ghosh},
  journal      = {Asian Economics Letters},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.46557/001c.138292},
}

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A Liquidity Mismatch Index (LMI) for Indian Banks

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.