Articles 41–80 of 2673, covering State Finances & Federal Economy, Banking, Credit & Financial Stability and more.
How technical and commercial losses in distribution companies flow into tariffs, subsidies and state debt.
The trade-off between immediate borrower relief and long-run rural-credit discipline.
How defined-benefit pension promises create long-duration state liabilities.
Why city governments lack predictable revenue for water, roads, waste, transit and climate resilience.
How better property assessment and collection can finance city services without raising headline rates.
Why municipal bond issuance remains limited despite large urban infrastructure needs.
How state-owned enterprises can hold valuable assets while repeatedly requiring budget support.
Why cesses and surcharges reduce the portion of central tax receipts shared through the divisible pool.
How floods, droughts, cyclones and heat waves create immediate relief costs and long-run infrastructure liabilities.
Why health outcomes depend on spending composition, staffing, procurement and primary-care capacity rather than allocation alone.
How states can spend more on education yet obtain weak learning outcomes.
How to convert campaign promises into annual cash costs, long-term liabilities and opportunity costs.
Why differences in income, productivity, urbanisation and institutional capacity can compound across states.
Why market yields on state development loans differ despite a common sovereign framework.
A citizen-friendly framework for comparing state budgets without relying on political headlines.
Why credit expanding faster than deposits increases competition for funding and can pressure loan pricing.
Why banks still need stable deposits even when aggregate rbi liquidity appears adequate.
What the casa ratio reveals about funding mix and why current and savings accounts are not permanently cheap.
Why lending spreads can narrow before credit losses appear in headline npa ratios.
Why provisions and fresh slippages can signal stress earlier than the gross npa ratio.
Whether fast growth in personal loans and credit cards creates future household and bank stress.
What fast gold-loan growth and revised loan-to-value rules mean for collateral and borrower outcomes.
How borrowing from multiple microfinance lenders can turn reliable repayment into a household debt trap.
Who bears origination, funding, servicing and default risk when banks and fintechs share a loan.
How banks package and transfer loan cash flows while retaining varying levels of risk.
What state-level credit-deposit ratios reveal about savings mobilisation and regional credit allocation.
How priority-sector targets redirect bank credit and affect inclusion, pricing and bank economics.
Why a strong provision coverage ratio does not by itself prove recoverability or asset quality.
How stressed loans can be extended, refinanced or restructured without solving the borrower’s business problem.
Why accounting profit does not determine how much a bank can safely lend.
How the liquidity coverage ratio tests a bank’s ability to survive a 30-day cash outflow scenario.
Why a bank can own valuable long-term assets yet fail to meet immediate withdrawals.
How interest-rate changes create economic losses in securities and fixed-rate loans held by banks.
How instant payments, social media and mobile banking accelerate deposit-flight risk.
Why small finance banks combine attractive loan yields with expensive deposits and concentration risk.
How ownership, local concentration and governance risks make cooperative banks different from commercial banks.
How india’s ₹5 lakh deposit-insurance limit applies across branches, accounts and separate banks.
When transfer to a bad bank or asset reconstruction company produces cash recovery rather than accounting movement.
Why banks favour granular retail credit when corporate demand is weak and what changes during a capex cycle.
A disciplined framework for reading a bank’s growth, funding, margins, risk, capital and valuation together.