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Author/Editor:
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Patnaik, Ila ; Shah, Ajai
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Publication Date:
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January 01, 2004
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Electronic Access:
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Free Full text
(PDF file size is 256KB).
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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
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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.
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Order a print copy
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Series:
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Working Paper No. 04/17
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Subject(s):
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Interest rates | India | Banks
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Author's Keyword(s):
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Interest volatility | risk | Indian banks |
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