Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Nexus Between Interest Rate Risk and Economic Value of Equity of Banks Subject The topic of the resource EVE; interest rate risk; PLR; RSA; simulation Description An account of the resource This analytical study looks to provide recommendations to the banking sector on different policies and regulations by examining certain aspects of the Basel III accord, which was designed to manage specific operational, capital and market risks of banks. A review of extant literature reveals that only a few papers have been written on simulation-based approaches, using basis and re-pricing risks. We look to connect this as a source while attempting to define and measure the impact of interest rate risk (IRR) on the economic value of equity (EVE) of banks. We propose to use the driverdriven method, wherein interest rate shocks are derived through prime lending rate (PLR) for the period of 20162019 in the context of India. Monte Carlo Simulation and OLS regression was performed to predict the IRR; Granger causality was used to examine the cause and effect relationship; the impulse response function (IRF) was used for sensitivity analysis; and the vector error correction model (VECM) technique was used for co-integrating relationships. Notably, the EVE movement caused due to shocks in interest rates had to be traced as it envisages probable EVE losses. Importantly, our study is among the first few to show the relationship between IRR and EVE of banks, especially after the deregulation of Indian banking sector. 2021 International Management Institute, New Delhi. Creator An entity primarily responsible for making the resource Soundariya G.; David T.A.; Suresh G. Source A related resource from which the described resource is derived Global Business Review Publisher An entity responsible for making the resource available Sage Publications India Pvt. Ltd Date A point or period of time associated with an event in the lifecycle of the resource 2021-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1177/09721509211039401" target="_blank" rel="noreferrer noopener">https://doi.org/10.1177/09721509211039401</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85115366466&amp;doi=10.1177%2F09721509211039401&amp;partnerID=40&amp;md5=92e89e4c6517d412c13e1f2b30e0a79b" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85115366466&amp;doi=10.1177%2f09721509211039401&amp;partnerID=40&amp;md5=92e89e4c6517d412c13e1f2b30e0a79b</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 9721509 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Soundariya G., Christ University, Bangalore, Karnataka, India; David T.A., Christ University, Bangalore, Karnataka, India; Suresh G., Christ University, Bangalore, Karnataka, India