Holdings: Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings

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:	Sy, Amadou N. R. (Author)
Format:	Electronic eBook
Language:	English
Published:	Washington, D.C International Monetary Fund 2005
Series:	IMF Working Papers Working Paper No. 05/78
Online Access:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Summary:	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
Physical Description:	1 Online-Ressource (17 p)
ISBN:	1451860978 9781451860979

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spelling	Sy, Amadou N. R. Verfasser aut Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings Sy, Amadou N. R Washington, D.C International Monetary Fund 2005 1 Online-Ressource (17 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 05/78 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 Online-Ausg http://elibrary.imf.org/view/IMF001/04529-9781451860979/04529-9781451860979/04529-9781451860979.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Sy, Amadou N. R. Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
title	Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
title_auth	Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
title_exact_search	Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
title_exact_search_txtP	Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
title_full	Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings Sy, Amadou N. R
title_fullStr	Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings Sy, Amadou N. R
title_full_unstemmed	Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings Sy, Amadou N. R
title_short	Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
title_sort	managing the interest rate risk of indian banks government securities holdings
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