Browsing by Author "Fulfagar, Manoj"
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Interest rate risk of Indian banking sector a critique of Ajay Shah's methodology
Maitra, Barnik Chitran; Fulfagar, Manoj (Indian Institute of Management Ahmedabad, 2004)This paper primarily looks at the interest rate exposure of various financial Institutions using a methodology suggested by Ajay Shah. More importantly it critically assesses the proposed methodology stress testing many ...