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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Format: | Zeitschrift |
Sprache: | English |
Veröffentlicht: |
Washington, D.C. :
International Monetary Fund,
2004.
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Schriftenreihe: | IMF Working Papers; Working Paper ;
No. 2004/017 |
Online Zugang: | Full text available on IMF |