Rate sensitivity on the rise in PSB portfolios

“The AFS (available for sale) portfolio’s sensitivity (PV01) increased for PSBs (public sector banks) and FBs (foreign banks) since September 2023, while it declined for PVBs (private banks),” the Reserve Bank of India (RBI) said in its June 2024 Financial Stability Report. “The AFS (available for sale) portfolio’s sensitivity (PV01) increased for PSBs (public sector banks) and FBs (foreign banks) since September 2023, while it declined for PVBs (private banks),” the Reserve Bank of India (RBI) said in its June 2024 Financial Stability Report.  Economic Times

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