Research Market Update Rakshitra Fact Book Articles Market Analytics Contact Us   Whats New   CCIL Speak CCIL Publications

Home> CCIL Publications > Collection of Articles   FIXED INCOME 1. Primary Dealer System: A Comparative Study 2. Strips: An Introduction 3. Predictive Power of Yield Spreads 4. Overview of the Settlement Volumes in the G-Sec and Forex Market 5. Banks and the Government Securities Market 6. Asian and European Bond Markets: A Comparison 7. Yield Curve Analysis using Principal Components 8. The Asian Bond Fund 9. Inflation Indexed Bonds 10. State Government Securities: A Study of Yield Spread 11. A Step by Step Approach to Value at Risk 12. Policy Reforms in the Government Securities Market: A Long Journey 13. Changing Pattern of Government Debt 14. Duration and Convexity-Their relevance in managing Bond portfolios? 15. Theoretical Design In Bond Valuation 16. NFS: Network Clearing and Settlement of ATM Transactions 17. Designing a Sovereign Bond Index 18. Valuing Floating Rate Bonds (FRBS) 19. Liquidity in Indian Gilts Market 20. Developing A Treasury Bills Index in Indian Market 21. Government Securities Lending and Borrowing Introduction in India 22. Introduction of Screen-Based Trading System for G-Secs in India 23. Indian Sovereign Yield Curve using Nelson: Siegel-Svensson Model 24. Product Innovation and Market Efficiency Indian Experience in Fixed Income Securities Market 25. Market Conventions: Compounding Principles 26. Liquidity Cost in Indian Government Securities Market 27. Consolidation of Government of India Stocks 28. Portfolio Performance Measurement: Application to Government Securities 29. An Empirical Study of the Indian Treasury Securities Primary Auctions 30. CCIL All Sovereign Bond Indices (CASBI)   MONEY MARKETS 1. CBLO: A Score Card 2. CBLO and its Impact on other Money Market Segments 3. Repo Market in India: Evolution, Growth and Dynamism 4. Indian Call Money Market 5. Liquidity in Short Term Money Market in India 6. CBLO: The Emergence of New Benchmark Rate in Indian Debt Market 7. Efficiency in the Money Market Analysis of Trading in Repo and CBLO Market 8. Developing a Collateralized Benchmark Reference Rate for Indian Market 9. Short Term Money Market Dynamics: Changes observed in recent months       FOREIGN EXCHANGE MARKETS 1. Management of Operational Risk in Foreign Exchange 2. Market Efficiency and Volatility in Indian FX Market 3. Non Deliverable Forwards 4. CLS Gathers Momentum 5. Floating Rate Benchmark in the INR Swap Market 6. India's Experiment with a New Settlement System for its Domestic Foreign Exchange Market 7. Settlement of Inter-Bank Trades in Domestic Foreign Exchange Market: A new model       DERIVATIVES SEGMENT 1. Exchange Traded Interest Rate Futures: A Review       GENERAL 1. Real Time Gross Settlement (RTGS): A Payment System 2. Corporate Governance in PSUs 3. Off-Balance Sheet Activities in Banking: Theory and Indian Experience 4. Gold 5. Role of Central Bank Money in Payment Systems 6. Non-Resident Deposits in India 7. Transformation of Indian Capital Market 8. Migration to Basel II: An Improvement over Basel I 9. Oil Prices and its Effects       INFORMATION TECHNOLOGY 1. VPN : Virtual Private Network 2. Automated Software Testing: An Overview   RECENT DEVELOPMENTS 1. Important Developments in Recent Years