
Interest Rate Volatility and Risk in Indian Banking »
Journal Issue
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...