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 substantial exposure to interest rates.
Publication date: January 2004
ISBN: 9781451843569
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Banks and Banking , Banks and Banking , Finance , Finance , Interest volatility , risk , Indian banks , interest rate risk , cash flows , equity capital , bonds , banking , Financial Institutions and Services , General Financial Markets
Summary
