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Managing The Interest Rate Risk Of Indian Banks Government Securities Holdings
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Book Synopsis Managing the Interest Rate Risk of Indian Banks’ Government Securities Holdings by : Mr.Amadou N. R. Sy
Download or read book Managing the Interest Rate Risk of Indian Banks’ Government Securities Holdings written by Mr.Amadou N. R. Sy and published by INTERNATIONAL MONETARY FUND. This book was released on 2005-04-01 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Managing the Interest Rate Risk of Indian Bank's Government Securities Holdings by : Amadou Sy
Download or read book Managing the Interest Rate Risk of Indian Bank's Government Securities Holdings written by Amadou Sy and published by . This book was released on 2005 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings by : Amadou N. R. Sy
Download or read book Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings written by Amadou N. R. Sy and published by . This book was released on 2005 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Management of Interest Rate Risk in Indian Banking by : Vighneswara Swamy
Download or read book Management of Interest Rate Risk in Indian Banking written by Vighneswara Swamy and published by . This book was released on 2013 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a move towards effective management of interest rate risk in Indian banking, in addition to the existing return on Interest Rate Sensitivity under Traditional Gap Analysis, a new return is being introduced to monitor the interest rate risk using Duration Gap Analysis (DGA), called Interest Rate Sensitivity under Duration Gap Analysis (IRSD). The DGA involves bucketing of all Risk Sensitive Assets (RSA) and Risk Sensitive Liabilities (RSL) as per residual maturity/re-pricing dates in various time bands and computing the Modified Duration Gap (MDG). One of the important things to note is that the RSA and RSL include the rate-sensitive off-balance sheet assets and liabilities as well. MDG can be used to evaluate the impact on the Market Value of Equity (MVE) of the bank under different interest rate scenarios. The past few years have seen banks' foray into financing long-term assets, such as home loans and infrastructure projects. Banks have been allowed to raise funds through long-term bonds with a minimum maturity of five years to the extent of their exposure of residual maturity of more than five years to the infrastructural sector. This article attempts to illustrate the significance of interest rate risk management and approaches towards its management in the Indian context.
Book Synopsis Managing Indian Banks by : Vasant C. Joshi
Download or read book Managing Indian Banks written by Vasant C. Joshi and published by . This book was released on 1998 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Interest Rates and Flow of Funds by : D. H. Pai Panandiker
Download or read book Interest Rates and Flow of Funds written by D. H. Pai Panandiker and published by [Delhi] : Macmillan India. This book was released on 1973 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis International Convergence of Capital Measurement and Capital Standards by :
Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Interest Rate Risk written by Suresh N. and published by . This book was released on 2017 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt: From April 2004 to August 2005, the ten-year Government Bond rised by 250 basis points and is continuing to rise from thereafter. Many banks have profited handsomely from this rise in interest rates. Since interest rates cannot continue to rise indefinitely, there can be a question, Is the banking system adequately prepared for a scenario with change in interest rates?In this paper investigation has been made on the effects of interest rates volatility on stock market returns using daily returns on stocks of 32 selected Commercial Banks which includes 16 Public sectors and 16 Private sector Banks over the period from 1st April 2004 to 31st Aug 2005.In this paper, 'Augmented market model' has been used to estimate, the elasticity of returns on the stock against returns on the stock market. The repressor used in this model can be interpreted as the return on a portfolio where the long bond is purchased, using borrowed funds at the short rate. The return on selected banks and market return required for the study are obtained from the NSE website. We created time-series of notional bond returns on the 28-day and the 10-year zero coupon bond, priced off the NSE Zero Coupon Yield Curve for short term and long term returns respectively.The results indicate that interest rates have a strong positive power for stock returns and. weak predictive power for volatility. It has been found that for 10 out of 32 banks in our sample would be gained or lost 30% of equity capital in the event of a 250 bps move in the yield curve. The stock market sensitivities suggest that there is strong heterogeneity across banks in India in their interest rate exposure. The stock market is unaware of interest rate risk when valuing bank stocks.
Book Synopsis Interest Rate Risk Management by Indian Scheduled Commercial Banks by : Padmini Jindal
Download or read book Interest Rate Risk Management by Indian Scheduled Commercial Banks written by Padmini Jindal and published by . This book was released on 2016 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper intends to explore one of the relatively less highlighted area viz. interest rate risk management by Indian banks with a view to providing an innovative edge to the specific area in the Indian context. Firstly, the paper aims at building empirical relationships between the average yields on assets and liabilities of Indian banks - taking one at a time on the one side - and short-term and long-term interest rates taken one at a time on the other side. Secondly, this paper estimates the impact of (i) slope of the yield curve and (ii) changes in market interest rates on the banks' net interest margins. Thirdly, the paper attempted to optimise the level of net interest margins of Scheduled Commercial Banks of India with respect to (i) short-term interest rate and (ii) long-term interest rate. The panel data on average yields on assets and liabilities and net interest margins of 64 Scheduled Commercial Banks of India has been undertaken for the study period starting from March 2002 to March 2011. The time series on short and long-term interest rates are also collected for the same period.This paper uses the panel cointegration tests and shows that average yields on assets and liabilities of Indian banks are closely tied to long-term interest rate. The fixed-effects regression analysis highlights that change in long-term interest rate significantly impacts net interest margins of Indian SCBs, implying that Indian banks are exposed to interest rate risk. Finally the study achieves its main objective by solving a linear programming problem with the help of simplex method and determines the maximum level of net interest margin of Indian SCBs, which comes out to be 5.734 per cent over the studied period, if long-term interest rate would have been 11.781 per cent.
Book Synopsis Interest Rate Risk Management of Bank Holding Companies by : Anne Beatty
Download or read book Interest Rate Risk Management of Bank Holding Companies written by Anne Beatty and published by . This book was released on 1997 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the extent to which bank holding companies trade-off the use of investment securities and interest rate swaps when managing interest rate risk inherent in their core business. We find that both securities and swaps are used to hedge interest rate risk and that these two types of financial instruments are used as substitute hedging mechanisms. Our evidence suggests that the FASB's current proposal limiting hedge accounting treatment to derivative financial instruments may not reflect how banks manage interest rate risk. In addition, the discrepancy in accounting treatment may lead banks to prefer one of these two types of financial instruments.
Book Synopsis Managing Interest Rate Risk by : John J. Stephens
Download or read book Managing Interest Rate Risk written by John J. Stephens and published by John Wiley & Sons. This book was released on 2002-03-12 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.
Book Synopsis Dynamics of Indian Banking by : Manoranjan Sharma
Download or read book Dynamics of Indian Banking written by Manoranjan Sharma and published by Atlantic Publishers & Dist. This book was released on 2008 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Securitization in India by : Jennifer Romero-Torres
Download or read book Securitization in India written by Jennifer Romero-Torres and published by Asian Development Bank. This book was released on 2017-11-01 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: India needs to spend close to Rs43 trillion (about $646 billion) on infrastructure through to 2022. Such a staggering requirement cannot be met though traditional sources such as public sector bank loans. India must immediately explore and quickly ramp up financing from alternative investment sources. This report provides an overview of infrastructure financing in India, sheds light on the challenges faced by the country's banking sector, suggests an optimal mechanism for securitizing the infrastructure assets of public sector banks, and outlines a range of scenarios and factors that must be in place for this mechanism to be successfully realized.
Book Synopsis The Federal Reserve System Purposes and Functions by : Board of Governors of the Federal Reserve System
Download or read book The Federal Reserve System Purposes and Functions written by Board of Governors of the Federal Reserve System and published by . This book was released on 2002 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides an in-depth overview of the Federal Reserve System, including information about monetary policy and the economy, the Federal Reserve in the international sphere, supervision and regulation, consumer and community affairs and services offered by Reserve Banks. Contains several appendixes, including a brief explanation of Federal Reserve regulations, a glossary of terms, and a list of additional publications.
Book Synopsis Managing Elevated Risk by : Iwan J. Azis
Download or read book Managing Elevated Risk written by Iwan J. Azis and published by Springer. This book was released on 2014-12-11 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the risks and opportunities that arise in Emerging Asia given the context of a new environment in global liquidity and capital flows. It elaborates on the need to ensure financial and overall economic stability in the region through improved financial regulation and other policy measures to minimize the emergent risks. "Managing Elevated Risk: Global Liquidity, Capital Flows, and Macroprudential Policy—An Asian Perspective" also explores the range of policy options that may be deployed to address the impact of global liquidity on domestic financial and socio-economic conditions including income inequality. The book is primarily aimed at policy makers, financial market regulators and supervisory agencies to help them improve national regulatory systems and to promote harmonization of national regulations and practices in line with global standards. Scholars and researchers will also gain important information and knowledge about the overall impacts of changing global liquidity from the book.
Book Synopsis A Study on Risk Management Practices in Public and Private Sector Banks by : N. Fathima Thabassum
Download or read book A Study on Risk Management Practices in Public and Private Sector Banks written by N. Fathima Thabassum and published by Archers & Elevators Publishing House. This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :International Monetary Fund. Monetary and Capital Markets Department Publisher :International Monetary Fund ISBN 13 :1475589581 Total Pages :160 pages Book Rating :4.4/5 (755 download)
Book Synopsis Global Financial Stability Report, April 2013 by : International Monetary Fund. Monetary and Capital Markets Department
Download or read book Global Financial Stability Report, April 2013 written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2013-04-17 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Global Financial Stability Report examines current risks facing the global financial system and policy actions that may mitigate these. It analyzes the key challenges facing financial and nonfinancial firms as they continue to repair their balance sheets. Chapter 2 takes a closer look at whether sovereign credit default swaps markets are good indicators of sovereign credit risk. Chapter 3 examines unconventional monetary policy in some depth, including the policies pursued by the Federal Reserve, the Bank of England, the Bank of Japan, the European Central Bank, and the U.S. Federal Reserve.
