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Fixed Income

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Money Markets

NoTitleMonth.Year.Author.
26Mumbai Inter-Bank Overnight Rate (MIBOR) Feb2018Golaka C Nath
25Estimation of a Benchmark Treasury Bills CurveMay2018Golaka C Nath & Manoel Pacheco
24Estimation of A Benchmark Certificate of Deposit (CD) CurveJun2018Golaka C Nath & Manoel Pacheco
23Repo Market & Market Repo Rate as a Collateralized Benchmark RateAug2018Golaka C Nath
22The Indian Call Money Market Jan2017Golaka C Nath & Payal Ghose
21Dynamics Of Monetary Policy Framework in IndiaJan2014Priyanka Shiraly & Manoel Pacheco
20Indian Commercial Paper Market: An Insightful InvestigationApr2014Sanjay K. Singh & N Aparna Raja
19Dynamics of the Term Money Market in IndiaApr2013Sahana Rajaram & Payal Ghose
18Evolving Dynamics Of The Repo MarketNov2013Sahana Rajaram & Payal Ghose
17Repo Market - A Tool to Manage Liquidity in Financial InstitutionsDec2013Golaka C Nath
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Foreign Exchange Markets

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Derivatives Segment

NoTitleMonth.Year.Author.
15OIS Curve - A Concept on MethodologyJul2018Golaka C Nath
14Basel III Framework for OTC DerivativesNov2016Sahana Rajaram
13Credit Derivatives - Basic ConceptsOct2011Golaka C Nath
12Collateralised Debt/Loan Obligation (CDOS/ CLOS)Jun2011A. V. Rajwade
11Credit Derivatives: Mortgage FinanceMay2011A. V. Rajwade
10Derivatives Non-Proliferation TreatiesApr2011Satyajit Das
9Interest Rate FuturesApr2011A. V. Rajwade
8More on CDSFeb2011A. V. Rajwade
7Credit Derivatives & Structured Credit InstrumentsJan2011A. V. Rajwade
6Valuation of Overnight Index SwapsJun2010Param Parmar
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Legal Issues

NoTitleMonth.Year.Author.
1OTC Derivatives - A Legal PerspectiveFeb2008O N Ravi

Information Technology

NoTitleMonth.Year.Author.
2Automated Software Testing: An OverviewMay2005Subahu Asher
1VPN : Virtual Private NetworkDec2004M.J. Ramakrishna

Recent Developments

NoTitleMonth.Year.Author.
1Important Developments in Recent YearsSep2006Research Department
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