Interest Rate Volatility and Risk in Indian Banking

WPIEA0172004 Image
Price:  $15.00

Author/Editor: Ila Patnaik, Ajai Shah
Release Date: © January, 2004
ISBN : 978-1-45184-356-9
Stock #: WPIEA0172004
English
Stock Status: Available

Languages and formats available

EnglishFrenchSpanishArabicRussianChinesePortuguese
PaperbackYes
PDFYes

Description

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 substantial exposure to interest rates.




More publications in this series: Working Papers


More publications by: Ila Patnaik ; Ajai Shah