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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