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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Détails bibliographiques
Collectivité auteur: International Monetary Fund
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2004.
Collection:IMF Working Papers; Working Paper ; No. 2004/017
Accès en ligne:Full text available on IMF