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A method for evaluating interest rate risk in U.S. commercial banks

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  • James A. Embersit
  • James V. Houpt

Abstract

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Suggested Citation

  • James A. Embersit & James V. Houpt, 1991. "A method for evaluating interest rate risk in U.S. commercial banks," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Aug, pages 625-637.
    • Handle: RePEc:fip:fedgrb:y:1991:i:aug:p:625-637:n:v.77no.8
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    Citations

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    Cited by:

    1. Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015. "Monetary transmission models for bank interest rates," DEM Working Papers Series 101, University of Pavia, Department of Economics and Management.
    2. Gregory E. Sierra & Timothy J. Yeager, 2003. "What does the Federal Reserve’s economic value model tell us about interest rate risk at U.S. community banks?," Supervisory Policy Analysis Working Papers 2003-01, Federal Reserve Bank of St. Louis.
    3. Stojanovic, Dusan & Vaughan, Mark D. & Yeager, Timothy J., 2008. "Do Federal Home Loan Bank membership and advances increase bank risk-taking?," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 680-698, May.
    4. Thomas H. Mondschean, 1992. "Market value accounting for commercial banks," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 16(Jan), pages 16-31.
    5. Adriatik Kotorri & Mirela Miti & Ingrit Konomi, 2014. "Assessment Of Banking Assets On Financial Risk Management - Albanian Case," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 314-318, February.
    6. Galen Sher & Giuseppe Loiacono, 2013. "Maturity Transformation and Interest Rate Risk in Large European Bank Loan Portfolios," EcoMod2013 5442, EcoMod.
    7. William Bednar & Mahmoud Elamin, 2014. "Rising Interest Rate Risk at US Banks," Economic Commentary, Federal Reserve Bank of Cleveland, issue June.
    8. BERNARD Shull, 1993. "How Should Bank Regulatory Agencies Be Organized?," Contemporary Economic Policy, Western Economic Association International, vol. 11(1), pages 99-107, January.
    9. Cerrone, Rosaria & Cocozza, Rosa & Curcio, Domenico & Gianfrancesco, Igor, 2017. "Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks," Journal of Financial Stability, Elsevier, vol. 30(C), pages 126-138.
    10. Paolo Giudici & Laura Parisi, 2015. "Dynamic models for monetary transmission," DEM Working Papers Series 106, University of Pavia, Department of Economics and Management.

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