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...
Соавтор: | |
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Формат: | Журнал |
Язык: | English |
Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2004.
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Серии: | IMF Working Papers; Working Paper ;
No. 2004/017 |
Online-ссылка: | Full text available on IMF |