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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- 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.
- 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 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.
- Beverly Hirtle, 1997.
"Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure,"
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- 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.
- Yasuo Nishiyama, 2007. "Are Banks Risk-Averse?," Eastern Economic Journal, Eastern Economic Association, vol. 33(4), pages 471-490, Fall.
- 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.
- 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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