sector banks in India, viz., Indian Bank, by using Gap Analysis Technique. Using publicly available information, this paper … attempts to assess the interest rate risk carried by the Indian Bank in March 2006, 2007, & 2008. The findings revealed that … the bank is exposed to interest rate risk …

Liabilities Management (ALM) Practices with special reference to Interest Rate Risk Management at ICICI Bank” is aimed at … measuring the Interest Rate Risk in ICICI Bank by using Gap Analysis Technique. Using publicly available information, this paper … attempts to assess the interest rate risk carried by the ICICI bank in March 2005, 2006, & 2007. The findings revealed that the …

Market Value of Equity (MVE) of the bank under different interest rate scenarios. The past few years have seen banks' foray …

sample consists of 18 commercial bank stocks comprising BANKEX listed on Bombay stock exchange. We find a negative but weak … relationship between Bank stock returns and interest rate changes in India. As expected banking stock returns exhibit significant … important implications for policy regulators, bank managers and investing community at large. The investing community should …

repricing of banks' assets and liabilities and off-balance sheet instruments. The GAP analysis helps to forecast the bank … HDFC Bank is the best bank on the basis of positive gap of residual maturity of its assets and liabilities. State Bank of … India (SBI), Punjab National Bank (PNB) and ICICI Bank have negative balance in all these time buckets. On the basis of …

of recommendations regarding government policies and individual bank practices to manage interest rate risk …