Economic uncertainties impede the progress of a nation, whereas financial system stability fosters its growth. The paper analyses the impact of derivative portfolios on bank stability. The study uncovers evidences that Indian commercial banks reporting high total assets and high capital adequacy...

‘Time’ and ‘value’ are the huge assets used by banks in risk management. This paper investigates the time-varying impact on the value of banks’ asset-liability positions to the macroeconomic fluctuations in the bank risk factors, such as interest rate risk, credit risk, foreign...