IDEAS home Printed from https://ideas.repec.org/h/nbr/nberch/13528.html
   My bibliography  Save this book chapter

Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries

In: Risk and Capital Adequacy in Commercial Banks

Author

Listed:
  • J. Huston McCulloch

Abstract

No abstract is available for this item.

Suggested Citation

  • J. Huston McCulloch, 1981. "Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries," NBER Chapters, in: Risk and Capital Adequacy in Commercial Banks, pages 223-248, National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:13528
    as

    Download full text from publisher

    File URL: http://www.nber.org/chapters/c13528.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Asli Demirgüč-Kunt, 1989. "Deposit-institution failures: a review of empirical literature," Economic Review, Federal Reserve Bank of Cleveland, vol. 25(Q IV), pages 2-18.
    2. Jin-Chuan, Duan & Moreau, Arthur F. & Sealey, C. W., 1995. "Deposit insurance and bank interest rate risk: Pricing and regulatory implications," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1091-1108, September.
    3. Asli Demirgüč-Kunt, 1991. "Principal-agent problems in commercial-bank failure decisions," Working Papers (Old Series) 9106, Federal Reserve Bank of Cleveland.
    4. Anlong Li & Peter H. Ritchken & L. Sankarasubramanian & James B. Thomson, 1993. "Regulatory taxes, investment, and financing decision for insured banks," Working Papers (Old Series) 9303, Federal Reserve Bank of Cleveland.
    5. Yu, Min-Teh, 1996. "Measuring fair capital adequacy holdings for banks: The case of Taiwan," Global Finance Journal, Elsevier, vol. 7(2), pages 239-252.
    6. repec:zbw:bofrdp:2002_015 is not listed on IDEAS
    7. Kane, Edward J., 1995. "Three paradigms for the role of capitalization requirements in insured financial institutions," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 431-459, June.
    8. Philip Kostov & Seamus McErlean, 2004. "Estimating the probability of large negative stock market," Finance 0409011, University Library of Munich, Germany.
    9. Iftekhar Hasan & Sudipto Sarkar, 2002. "Banks' option to lend, interest rate sensitivity, and credit availability," Review of Derivatives Research, Springer, vol. 5(3), pages 213-250, October.

    More about this item

    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:nbr:nberch:13528. 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: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.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.