ID | 313544 |
Title Proper | Manageing the interest rate risk of Indian banks'government securities holdings |
Language | ENG |
Author | Sy, Amadou |
`In' analytical Note | In Hauner,David & Taylor, Michael W.: Aging : Some pleasant fiscal arithmetic. Washington. IMF, 2005.--(IMFWP/05/71) |
Journal Source | In Hauner,David & Taylor, Michael W.: Aging : Some pleasant fiscal arithmetic. Washington. IMF, 2005.--(IMFWP/05/71)
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Classification Number | IMF |
Key Words | Interest Rate ; Risk Management ; Government securities ; Basel core principles ; Duration ; Value-at-risk |