Abstract

http://ssrn.com/abstract=1663597
 
 

References (17)



 


 



Asset Liability Management in Indian Banking Industry - With Special Reference to Interest Rate Risk Management in ICICI Bank


Charumathi Balakrishnan


Pondicherry University - Department of Management Studies

June 23, 2008

Referred International Conference Proceedings of the World Congress on Engineering, London, UK, Vol. 2I, pp. 1149-1154, 2008

Abstract:     
Assets and Liabilities Management (ALM) is a dynamic process of planning, organizing, coordinating and controlling the assets and liabilities – their mixes, volumes, maturities, yields and costs in order to achieve a specified Net Interest Income (NII). The NII is the difference between interest income and interest expenses and the basic source of banks profitability. The easing of controls on interest rates has led to higher interest rate volatility in India. Hence, there is a need to measure and monitor the interest rate exposure of Indian banks. This paper entitled “A Study on the Assets and 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 bank is exposed to interest rate risk.

Number of Pages in PDF File: 6

Keywords: Interest Volatility, Interest Rate Risk, Indian Banks.

JEL Classification: E43, D81, G21

Accepted Paper Series


Download This Paper

Date posted: October 11, 2010 ; Last revised: April 29, 2012

Suggested Citation

Balakrishnan, Charumathi, Asset Liability Management in Indian Banking Industry - With Special Reference to Interest Rate Risk Management in ICICI Bank (June 23, 2008). Referred International Conference Proceedings of the World Congress on Engineering, London, UK, Vol. 2I, pp. 1149-1154, 2008. Available at SSRN: http://ssrn.com/abstract=1663597

Contact Information

Charumathi Balakrishnan (Contact Author)
Pondicherry University - Department of Management Studies ( email )
Mahe Centre, Cemetery Road
Pondicherry, UT 605 014
India
HOME PAGE: http://www.pondiuni.edu.in
Feedback to SSRN


Paper statistics
Abstract Views: 1,845
Downloads: 598
Download Rank: 22,779
References:  17

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo6 in 0.406 seconds