Managing the Interest Rate Risk of Indian Banks’ Government Securities Holdings
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References listed on IDEAS
- International Monetary Fund, 2004. "Interest Rate Volatility and Risk in Indian Banking," IMF Working Papers 04/17, International Monetary Fund.
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- Udaibir S Das & Jay Surti & Faisal Ahmed & Michael G. Papaioannou & Guilherme Pedras, 2010. "Managing Public Debt and Its Financial Stability Implications," IMF Working Papers 10/280, International Monetary Fund.
- Halil Ibrahim Aydin & Cafer Kaplan & Mehtap Kesriyeli & Erdal Ozmen & Cihan Yalcin & Serkan Yigit, 2006. "Corporate Sector Financial Structure in Turkey : A Descriptive Analysis," Working Papers 0607, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
More about this item
KeywordsBasel Core Principles; India; Government securities; Risk management; interest rate; duration; value-at-risk; capital adequacy; holdings of government securities; government securities holdings; capital adequacy ratio; General Financial Markets: Government Policy and Regulation;
NEP fieldsThis 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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