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Market Update
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Page Content
Fixed Income
No
Title
Month.
Year.
Author.
64
Ujwal Discom Assurance Yojana - A Primer
Aug
2016
Payal Ghose & N Aparna Raja
63
The Changing Dynamics of Debt Financing In India
May
2016
Payal Ghose & N Aparna Raja
62
Two Decades of Primary Dealer Operations in India
May
2015
Sahana Rajaram & Payal Ghose
61
Dynamics Of FII inflows in the Indian Debt Market
Feb
2015
Sahana Rajaram
60
An Empirical Analysis of Bond Pricing Models
Jan
2015
Priyanka Shiraly & Manoel Pacheco
59
Govt Securities Market A study of the microstructure, mechanism and constituent product
Oct
2014
Debjyoti Roy
58
Measuring Accuracy of Non-Uniform Rational Basis splines (NURBS) method in Valuing Govt., Securities
Jun
2014
Suresh Sahu
57
Inflation Indexed Bonds
Sep
2013
Payal Ghose
56
Banks & The Govt. Securities Market
Jun
2013
Sahana Rajaram & Payal Ghose
55
Liquidity Issues in Indian Sovereign Bond Market
May
2013
Golaka C Nath
1-10
Money Markets
No
Title
Month.
Year.
Author.
26
Mumbai Inter-Bank Overnight Rate (MIBOR)
Feb
2018
Golaka C Nath
25
Estimation of a Benchmark Treasury Bills Curve
May
2018
Golaka C Nath & Manoel Pacheco
24
Estimation of A Benchmark Certificate of Deposit (CD) Curve
Jun
2018
Golaka C Nath & Manoel Pacheco
23
Repo Market & Market Repo Rate as a Collateralized Benchmark Rate
Aug
2018
Golaka C Nath
22
The Indian Call Money Market
Jan
2017
Golaka C Nath & Payal Ghose
21
Dynamics Of Monetary Policy Framework in India
Jan
2014
Priyanka Shiraly & Manoel Pacheco
20
Indian Commercial Paper Market: An Insightful Investigation
Apr
2014
Sanjay K. Singh & N Aparna Raja
19
Dynamics of the Term Money Market in India
Apr
2013
Sahana Rajaram & Payal Ghose
18
Evolving Dynamics Of The Repo Market
Nov
2013
Sahana Rajaram & Payal Ghose
17
Repo Market - A Tool to Manage Liquidity in Financial Institutions
Dec
2013
Golaka C Nath
1-10
Foreign Exchange Markets
No
Title
Month.
Year.
Author.
25
Issues and Challenges in Computation of Benchmark Forward Premia & MIFOR Curve
Apr
2018
Golaka C Nath, Sahana Rajaram & Manoel Pacheco
24
Designing an Unbiased Reference Rate
Mar
2018
Golaka C Nath
23
FCNR deposit redemption: Much ado about Nothing
Feb
2017
Debjyoti Roy
22
SWIFT - In the Era of Cyber "In" Security
Dec
2016
Namrata Kamat & Debjyoti Roy
21
Stock & Foreign Exchange Market Linkages in India - An Empirical Perspective
Jul
2015
Priyanka Shiraly & Manoel Pacheco
20
Adequacy of India's Foreign Exchange Reserves
Mar
2015
Suresh Sahu
19
Continuous Linked Settlement (CLS): Then and Now
Dec
2014
Seema Ganapathy
18
The Spot-Forward Exchange Rate Ralation in Indian Foreign Exchange Market- An Analysis
Oct
2013
Golaka C Nath
17
Analyzing the Economics Of External Commercial Borrowing in India
Dec
2012
Manoel Pacheco
16
Microstructure of Indian Forex Market
Jan
2012
Sahana Rajaram, Payal Ghose & Suresh Sahu
1-10
Derivatives Segment
No
Title
Month.
Year.
Author.
15
OIS Curve - A Concept on Methodology
Jul
2018
Golaka C Nath
14
Basel III Framework for OTC Derivatives
Nov
2016
Sahana Rajaram
13
Credit Derivatives - Basic Concepts
Oct
2011
Golaka C Nath
12
Collateralised Debt/Loan Obligation (CDOS/ CLOS)
Jun
2011
A. V. Rajwade
11
Credit Derivatives: Mortgage Finance
May
2011
A. V. Rajwade
10
Derivatives Non-Proliferation Treaties
Apr
2011
Satyajit Das
9
Interest Rate Futures
Apr
2011
A. V. Rajwade
8
More on CDS
Feb
2011
A. V. Rajwade
7
Credit Derivatives & Structured Credit Instruments
Jan
2011
A. V. Rajwade
6
Valuation of Overnight Index Swaps
Jun
2010
Param Parmar
1-10
General
No
Title
Month.
Year.
Author.
28
Regulation in Times Of Financial Crisis & Impact on Indian Financial Sector
Apr
2015
Seema Ganapathy & Sahana Rajaram
27
Price efficiency in commodities future market- a case study for gold future in India
Sep
2014
Golaka C Nath & Manoj Dalvi
26
Union Budget 2014-15: An Empirical Investigation on Possibility and Credibility
Jul
2014
Research Team
25
BITCOIN : The Next Global Currency?
May
2014
A. V. Rajwade
24
Primer on Legal Entity Identifiers (LEIs)
Mar
2014
Sahana Rajaram & Payal Ghose
23
Expenditure Pattern of the Central Govt.
Aug
2013
N Aparna Raja
22
Analyzing the Vulnerability of India's Current Account
Jul
2013
Priyanka Shiraly & Manoel Pacheco
21
Gold Oil Ratio & Its Implications
Feb
2013
Golaka C Nath
20
Trading in Currency Equity Markets - Algorithmic Trading
Aug
2012
A. V. Rajwade
19
Global Financial Markets
Jul
2012
A. V. Rajwade
1-10
Legal Issues
No
Title
Month.
Year.
Author.
1
OTC Derivatives - A Legal Perspective
Feb
2008
O N Ravi
Information Technology
No
Title
Month.
Year.
Author.
2
Automated Software Testing: An Overview
May
2005
Subahu Asher
1
VPN : Virtual Private Network
Dec
2004
M.J. Ramakrishna
Recent Developments
No
Title
Month.
Year.
Author.
1
Important Developments in Recent Years
Sep
2006
Research Department