Banks face losses of up to 10% on long-dated G-Secs as yields rise

“As per our analysis, if the losses are fully realised which is unlikely in our view on the held-to-maturity book, the range of impact on net worth could be 2-10% for Indian banks,” said Suresh Ganapathy, associate director, Macquarie Capital. “However, this remains a theoretical exercise and unlikely to crystallise.”

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