Interest Rate Risk Management In Banking
Financial intermediation often exposes banks to interest rate risks by creating mismatches in the maturity structure and re-pricing terms of their assets and liabilities. The interest rate risk is along with the liquidity risk a fundamental risk associated to the management of bank resources. Both types of risk are caused by the uncertainty regarding the way depositors may withdraw their investments in case of interest rate variation, on one hand, and by the uncertainty that involves the interest rate paid by the commercial bank to its customers in order to attract and keep funds in form of deposits, on the other hand. The interest rate risk expresses the loss registered by the bank because of the unexpected evolution of the interest rate.
Volume (Year): 1 (2010)
Issue (Month): 14 (April)
|Contact details of provider:|| Postal: |
Phone: 004 0251 411317
Fax: 004 0251 411317
Web page: http://feaa.ucv.ro/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:aio:rteyej:v:1:y:2010:i:14:p:41-48. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ionascu Costel)
If references are entirely missing, you can add them using this form.