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Managing the Interest Rate Risk of Indian Banks’ Government Securities Holdings, Amadou Sy

Creator
Abstract
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 sector and old private banks are vulnerable to a reversal of the interest rate cycle, while foreign and new private banks have built adequate defenses. In this regard, the paper makes a number of recommendations regarding government policies and individual bank practices to manage interest rate risk
Table Of Contents
""Contents""; ""I. INTRODUCTION""; ""II. WHY ARE BANKS� HOLDINGS OF GOVERNMENT SECURITIES IN INDIA SO LARGE?""; ""III. MEASURING THE RISK FROM GOVERNMENT SECURITIES HOLDINGS""; ""IV. INTEREST RATE RISK MANAGEMENT""; ""V. CONCLUSIONS""; ""References""
Language
eng
Literary Form
non fiction
Note
Description based upon print version of record
Physical Description
1 online resource (18 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9781452713847

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