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|z 9781451860979
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Sy, Amadou.
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|a Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings /
|c Amadou Sy.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2005.
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|a 1 online resource (17 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a The large holdings of government securities by banks in India draw attention to their risk as interest rates are at historical low levels. This paper measures such a risk using duration and value-at-risk methods and assesses its current management by banks. The main finding is that some public sector and old private banks are vulnerable to a reversal of the interest rate cycle, while foreign and new private banks have built adequate defenses. In this regard, the paper makes a number of recommendations regarding government policies and individual bank practices to manage interest rate risk.
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|a Mode of access: Internet
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|a IMF Working Papers; Working Paper ;
|v No. 2005/078
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2005/078/001.2005.issue-078-en.xml
|z IMF e-Library
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