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...

Полное описание

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