Swamy, Vighneswara - Volkswirtschaftliche Fakultät, … - 2013
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 … bucketing of all Risk Sensitive Assets (RSA) and Risk Sensitive Liabilities (RSL) as per residual maturity/re-pricing dates in …