Series: IMF Working Papers
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 January 2004
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...