cam a22 2 b4500 53014445X CHVBK 20201027044610.0 m d cr |n |||||||| 130723e20050401dcu s|||| 0 |eng|d 978-1-4519-0633-2 1-4519-0633-1 (EBook) : USD 15.00 Retail Price (Publisher) (SERSOL)ssj0001478984 (WaSeSS)ssj0001478984 BIP US WaSeSS Sy Amadou N. R. Author Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings [Elektronische Daten] Washington International Monetary Fund April 2005 1 online resource (156 p.) Free full text available for some or all content. Article availability is subject to change without notice, according to publisher decision. Die Verfügbarkeit der Online-Ressourcen ist Entscheidung des Verlags oder des Urhebers und kann ohne vorherige Ankündigung geändert werden. Annotation 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. http://elibrary.imf.org/view/IMF001/04529-9781451860979/04529-9781451860979/04529-9781451860979.xml Volltext frei zugänglich BK020053 XK020053 XK020000 IMF E-Library E-Books von 360MarcUpdates IDSBB FREE FREE OL NELFREE2004 IDSBB 100 1- Sy Amadou N. R. Author IDSBB 856 40 http://elibrary.imf.org/view/IMF001/04529-9781451860979/04529-9781451860979/04529-9781451860979.xml Volltext frei zugänglich SWISSBIB 083143793