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Interest Rate Volatility and Risk in Indian Banking

Interest Rate Volatility and Risk in Indian Banking »

Volume/Issue: 2004/17

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2004

DOI: http://dx.doi.org/10.5089/9781451843569.001

ISBN: 9781451843569

Keywords: Interest volatility, risk, Indian banks, interest rate risk, cash flows, equity capital, bonds, banking, Financial Institutions and Services, General Financial Markets,

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 infor...

Interest Rate Volatility and Risk in Indian Banking

Interest Rate Volatility and Risk in Indian Banking »

Source: Interest Rate Volatility and Risk in Indian Banking

Volume/Issue: 2004/17

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2004

ISBN: 9781451843569

Keywords: Interest volatility, risk, Indian banks, interest rate risk, cash flows, equity capital, bonds, banking, Financial Institutions and Services, General Financial Markets,

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 infor...