ARIMA modelling of weighted average lending rates of Indian scheduled commercial banks and estimation of VaR : implications on asset-liability management
Upendra Nath Shukla, Rohit Kushwaha, Himanshu Mohan, Sanjay Medhavi
| Year of publication: |
2025
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|---|---|
| Authors: | Shukla, Upendra Nath ; Kushwaha, Rohit ; Mohan, Himanshu ; Medhavi, Sanjay |
| Published in: |
International journal of business innovation and research : IJBIR. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-0260, ZDB-ID 2436046-6. - Vol. 36.2025, 1, p. 19-41
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| Subject: | ALM | ARIMA | commercial banks | forecasting | interest rates | lending rates | liquidity and asset-liability management | risk management | VaR | Bilanzstrukturmanagement | Asset-liability management | Risikomanagement | Risk management | Zins | Interest rate | Indien | India | Kreditgeschäft | Bank lending | Theorie | Theory | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Zinsrisiko | Interest rate risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBIR.2025.143941 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015358551