Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks

Figure 2

(a) CoVar of SBI at 5% and 50% quantiles. (b) CoVar of PNB at 5% and 50% quantiles. (c) CoVar of BOB at 5% and 50% quantiles. (d) CoVar of HDFC at 5% and 50% quantiles. (e) CoVar of ICICI at 5% and 50% quantiles. (f) CoVar of AXIS at 5% and 50% quantiles.

(a)

(b)

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(d)

(e)

(f)