Fixed Income Portfolio Management in Indian Banks

Rituparna Das

MPRA Paper from University Library of Munich, Germany

Abstract: This article is a lucid but critical description of of operating government security portfolio in line with the guidelines of Reserve Bank of India at bank level.

Keywords: Duration; Value at Risk; Nelson Siegel; Yield Curve (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2009-02-03
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:13126

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