IDEAS home Printed from https://ideas.repec.org/a/ekz/ekonoz/1994102.html
   My bibliography  Save this article

Riesgos bancarios y tipo de interés

Author

Listed:
  • Ricardo Laiseca Asla

    (S. G. de Tesorería Banesto)

Abstract

The aim of this paper is to study the interest rate risk which Spanish financial institutions face. Following the portfolio management theory, I develop a model which puts into relation this risk wlth the difference of durations between banking assets and liabilities. Given the important difficulties to measure these durations, I propose a partial adjustment model in order to compute an approximation. The results show the low level of this risk for the Spanish banking system, as a consequence of the stability in its liabilities during the last years.

Suggested Citation

  • Ricardo Laiseca Asla, 1994. "Riesgos bancarios y tipo de interés," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 28(01), pages 30-43.
    • Handle: RePEc:ekz:ekonoz:1994102
    as

    Download full text from publisher

    File URL: http://www.ogasun.ejgv.euskadi.eus/r51-k86aekon/es/k86aEkonomiazWar/ekonomiaz/downloadPDF?R01HNoPortal=true&idpubl=24®istro=321
    File Function: complete text
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Tipos de interés; anánlisis del riesgo;

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ekz:ekonoz:1994102. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Iñaki Treviño (email available below). General contact details of provider: https://edirc.repec.org/data/debages.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.