Managing the Interest Rate Risk of Indian Banks’ Government Securities Holdings /
The large holdings of government securities by banks in India draw attention to their risk as interest rates are at historical low levels. This paper measures such a risk using duration and value-at-risk methods and assesses its current management by banks. The main finding is that some public secto...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2005
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| Series: | IMF Working Papers; Working Paper ;
No. 2005/078 |
| Subjects: | |
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