Interest Rate Volatility and Risk in Indian Banking

 
Author/Editor: Patnaik, Ila ; Shah, Ajai
 
Publication Date: January 01, 2004
 
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Disclaimer: This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate
 
Summary: 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.
 
Series: Working Paper No. 04/17
Subject(s): Interest rates | India | Banks

Author's Keyword(s): Interest volatility | risk | Indian banks
 
English
Publication Date: January 01, 2004
ISBN/ISSN: 1934-7073 Format: Paper
Stock No: WPIEA0172004 Pages: 27
Price:
US$15.00 (Academic Rate:
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