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 …

Because they engage in maturity transformation, a steepening of the yield curve should, all else equal, boost bank … profitability. We re-examine this conventional wisdom by estimating the reaction of bank intraday stock returns to exogenous … repricing time or maturity of bank assets and liabilities and analyze how the reaction of stock returns varies with the size of …

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