A method for evaluating interest rate risk in U.S. commercial banks
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- 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.
- 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.
- 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.
- Thomas H. Mondschean, 1992. "Market value accounting for commercial banks," Economic Perspectives, Federal Reserve Bank of Chicago, issue Jan, pages 16-31.
- 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.
- Galen Sher & Giuseppe Loiacono, 2013. "Maturity Transformation and Interest Rate Risk in Large European Bank Loan Portfolios," EcoMod2013 5442, EcoMod.
- Bednar, William & Elamin, Mahmoud, 2014. "Rising Interest Rate Risk at US Banks," Economic Commentary, Federal Reserve Bank of Cleveland, issue June.
- BERNARD Shull, 1993. "How Should Bank Regulatory Agencies Be Organized?," Contemporary Economic Policy, Western Economic Association International, vol. 11(1), pages 99-107, January.
- repec:eee:finsta:v:30:y:2017:i:c:p:126-138 is not listed on IDEAS
- 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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KeywordsInterest rates ; Risk ; Bank profits;
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