Interest Rate Volatility and Risk in Indian Banking, Issues 2004-2017

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International Monetary Fund, Jan 1, 2004 - Interest rates - 27 pages
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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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