Interest Rate Volatility and Risk in Indian Banking

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 Indian banks in March 2002. We find evidence of... READ MORE...

Publication date: January 2004
ISBN 9781451843569
$15.00

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