Published Paper Details:

The worldwide financial system has been through several major crises, notably the Great Depression and the recession of 2008, which have highlighted modern finance's interdependence and vulnerability. A crucial concept emerging from these events is the idea of "too big to fail" banks, which are financial organizations that are so enormous and intertwined that their failure might have catastrophic effects for the entire economy. In India, these institutions are commonly known as Domestic Systemically Important Banks (D-SIBs). This study investigates the concept of "too big to fail" banks in the Indian setting. It examines the features of these institutions as well as the regulatory structure established in place by the Reserve Bank of India (RBI) to identify and manage D-SIB .The paper examines the RBI's method for determining systemic importance, which depends on factors such as scale, interconnectivity, substitutability, and complexity. While the framework offers a foundation for addressing systemic risks, more study is needed to assess its effectiveness and investigate the larger effects of D-SIBs on the Indian financial system.