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

Table 2

Descriptive summary.

	Public banks			Private banks
	SBI	PNB	BOB	HDFC	ICICI	AXIS
Median	0.0015	0.0011	0.0011	0.0037	0.0012	0.0014
Mean	−0.0001	−0.0018	−0.0006	0.0029	0.0009	0.0014
Maximum	0.2766	0.4174	0.2568	0.7145	0.2415	0.2554
Minimum	−0.1978	−0.2514	−0.217	−0.6874	−0.3271	−0.2841
Variance	0.0028	0.0036	0.0033	0.0072	0.0035	0.0033
Std dev	0.0524	0.0604	0.0575	0.0851	0.0588	0.0572
Skewness	0.3061	0.403	0.0995	0.3424	−0.3954	−0.3994
Kurtosis	2.318	4.6099	1.9353	50.1626	3.6042	2.5428
Observations	652	652	652	652	652	652