Research
Market Update
Rakshitra
Fact Book
Articles
Market Analytics
Contact Us
Whats New
CCIL Speak
CCIL Publications
Home
> CCIL Publications >
Collection of Articles
LEGAL ISSUES IN INDIAN FINANCIAL MARKET
1.
OTC Derivatives - A Legal Perspective
FIXED INCOME MARKET
1.
Estimating a Reliable Benchmark Sovereign Yield Curve in an Emerging Bond Market
2.
Pivot Points Analysis in Debt Market Trading
3.
Moving Averages Convergence and Divergence (MACD)
4.
ATS-An Alternative to Exchanges
5.
Auction Rate Securities
6.
Measures of Price Sensitivity
7.
CCIL SDL Index
8.
The Changing Dynamics of the Indian Government Bond Market
9.
Performance of Fixed Income Indices in Turbulent Financial Environment in India
10.
Separate Trading of Registered Interest and Principal of Securities (STRIPS)
11.
Primary Dealer System: A Comparative Study
12.
Strips: An Introduction
13.
Predictive Power of Yield Spreads
14.
Overview of the Settlement Volumes in the G-Sec and Forex Market
15.
Banks and the Government Securities Market
16.
Asian and European Bond Markets: A Comparison
17.
Yield Curve Analysis using Principal Components
18.
The Asian Bond Fund
19.
Inflation Indexed Bonds
20.
State Government Securities: A Study of Yield Spread
21.
A Step by Step Approach to Value at Risk
22.
Policy Reforms in the Government Securities Market: A Long Journey
23.
Changing Pattern of Government Debt
24.
Duration and Convexity-Their relevance in managing Bond portfolios?
25.
Theoretical Design In Bond Valuation
26.
NFS: Network Clearing and Settlement of ATM Transactions
27.
Designing a Sovereign Bond Index
28.
Valuing Floating Rate Bonds (FRBS)
29.
Liquidity in Indian Gilts Market
30.
Developing A Treasury Bills Index in Indian Market
31.
Government Securities Lending and Borrowing Introduction in India
32.
Introduction of Screen-Based Trading System for G-Secs in India
33.
Indian Sovereign Yield Curve using Nelson: Siegel-Svensson Model
34.
Product Innovation and Market Efficiency Indian Experience in Fixed Income Securities Market
35.
Market Conventions: Compounding Principles
36.
Liquidity Cost in Indian Government Securities Market
37.
Consolidation of Government of India Stocks
38.
Portfolio Performance Measurement: Application to Government Securities
39.
An Empirical Study of the Indian Treasury Securities Primary Auctions
40.
CCIL All Sovereign Bond Indices (CASBI)
MONEY MARKETS
1.
CCIL MIBID/MIBOR - Clean Benchmark Reference Rates for Indian market
2.
Call Money Market Volatility
3.
CBLO: A Score Card
4.
CBLO and its Impact on other Money Market Segments
5.
Repo Market in India: Evolution, Growth and Dynamism
6.
Indian Call Money Market
7.
Liquidity in Short Term Money Market in India
8.
CBLO: The Emergence of New Benchmark Rate in Indian Debt Market
9.
Efficiency in the Money Market Analysis of Trading in Repo and CBLO Market
10.
Developing a Collateralized Benchmark Reference Rate for Indian Market
11.
Short Term Money Market Dynamics: Changes observed in recent months
FOREIGN EXCHANGE MARKETS
1.
Non-Deliverable Forwards (NDFs)
2.
The Foreign Exchange Market and Parity Conditions
3.
Forward Premium Behaviour in Indian Foreign Exchange Market
4.
Developments in the Indian Rupee Market
5.
Foreign Exchange Markets in India:Futures v/z Forward Trading
6.
Indian Fx Market and the Role of CCIL
7.
Management of Operational Risk in Foreign Exchange
8.
Market Efficiency and Volatility in Indian FX Market
9.
Non Deliverable Forwards
10.
CLS Gathers Momentum
11.
Floating Rate Benchmark in the INR Swap Market
12.
India's Experiment with a New Settlement System for its Domestic Foreign Exchange Market
13.
Settlement of Inter-Bank Trades in Domestic Foreign Exchange Market: A new model
DERIVATIVES MARKET
1.
Interest Rate Futures in Indian Financial Market
2.
Credit Default Swaps
3.
Interest Rate Swaps
4.
Interest Rate Swap Market in India
5.
Exchange Traded Interest Rate Futures: A Review
GENERAL
1.
eNotice: CCIL's Internet Based Electronic Receipt and Confirmation System for Collateral Notices
2.
Capital Account Convertibility - India's Journey To Financial Liberalization
3.
Exploring the Intricacies Between Gold And Oil
4.
Payment Systems in India
5.
Oil Market Dynamics
6.
Inflation Report - 2008-2009
7.
Sectoral Imbalances in Indian Economy
8.
Financial Sector Reforms: Realities & Myths
9.
Real Time Gross Settlement (RTGS): A Payment System
10.
Corporate Governance in PSUs
11.
Off-Balance Sheet Activities in Banking: Theory and Indian Experience
12.
Gold
13.
Role of Central Bank Money in Payment Systems
14.
Non-Resident Deposits in India
15.
Transformation of Indian Capital Market
16.
Migration to Basel II: An Improvement over Basel I
17.
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