The Reserve Bank analysed daily returns of 32 major bank stocks covering 90% of the banking sector assets and the correlation of the daily stock returns for each bank pair was computed for each calendar year from 2011 onward to measure the systemic risk levels.source https://economictimes.indiatimes.com/industry/banking/finance/banking/public-sector-banks-rerceived-as-risky-merged-ones-even-more-says-rbi/articleshow/88655878.cms
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