Interest Rate Volatility and Risk in Indian Banking.

The 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 In...

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书目详细资料
企业作者: International Monetary Fund
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2004.
丛编:IMF Working Papers; Working Paper ; No. 2004/017
在线阅读:Full text available on IMF
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245 1 0 |a Interest Rate Volatility and Risk in Indian Banking. 
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490 1 |a IMF Working Papers 
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520 3 |a The 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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