An analysis of commercial bank exposure to interest rate risk
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Bibliographic InfoArticle provided by Board of Governors of the Federal Reserve System (U.S.) in its journal Federal Reserve Bulletin.
Volume (Year): (1996)
Issue (Month): Feb ()
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- Beverly Hirtle, 1997.
"Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure,"
Journal of Financial Services Research,
Springer, vol. 12(2), pages 243-266, October.
- Beverly J. Hirtle, 1996. "Derivatives, Portfolio Composition and Bank Holding Company Interest Rate Risk Exposure," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 96-43, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Vickery, James, 2008. "How and why do small firms manage interest rate risk," Journal of Financial Economics, Elsevier, vol. 87(2), pages 446-470, February.
- Gregory E. Sierra & Timothy J. Yeager, 2003. "What does the Federal Reserveâ€™s economic value model tell us about interest rate risk at U.S. community banks?," Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis 2003-01, Federal Reserve Bank of St. Louis.
- International Monetary Fund, 2004. "Interest Rate Volatility and Risk in Indian Banking," IMF Working Papers 04/17, International Monetary Fund.
- Di Giorgio, Giorgio & Rotondi, Zeno, 2011. "Financial stability, interest-rate smoothing and equilibrium determinacy," Journal of Financial Stability, Elsevier, vol. 7(1), pages 1-9, January.
- 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.
- Galen Sher & Giuseppe Loiacono, 2013. "Maturity Transformation and Interest Rate Risk in Large European Bank Loan Portfolios," EcoMod2013 5442, EcoMod.
- Yasuo Nishiyama, 2007. "Are Banks Risk-Averse?," Eastern Economic Journal, Eastern Economic Association, vol. 33(4), pages 471-490, Fall.
- Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2008. "The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective," Bank of England working papers 339, Bank of England.
- Thomas B. King & Daniel A. Nuxoll & Timothy J. Yeager, 2006. "Are the causes of bank distress changing? can researchers keep up?," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 57-80.
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