Interest Rate Volatility and Risk in Indian Banking
AbstractThe easing of controls on interest rates has led to higher interest rate volatility in India. Hence, there is a need to measure and monitor the interest rate exposure of Indian banks. Using publicly available information, this paper attempts to assess the interest rate risk carried by a sample of Indian banks in March 2002. We find evidence of substantial exposure to interest rates.
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Bibliographic InfoPaper provided by International Monetary Fund in its series IMF Working Papers with number 04/17.
Date of creation: 01 Jan 2004
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-10-22 (All new papers)
- NEP-CWA-2005-10-22 (Central & Western Asia)
- NEP-FIN-2005-10-22 (Finance)
- NEP-FMK-2005-10-22 (Financial Markets)
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