Economics, Econometrics and Finance
8 years ago

ICICI Bank Exposed to Interest Rate Risk, Impacting Profitability.

SSRN Electronic Journal
Asset Liability Management in Indian Banking Industry - with special reference to Interest Rate Risk Management in ICICI Bank
B. Charumathi

Paper Summary

Asset Liability Management (ALM) in Indian banking, particularly at ICICI Bank, focuses on managing assets and liabilities to maintain a profitable Net Interest Income (NII). The study used Gap Analysis to measure Interest Rate Risk in ICICI Bank in 2005, 2006, & 2007. Results show that the bank is exposed to interest rate risk due to higher interest rate volatility in India.

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