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Measuring the interest rate and exchange rate risk of a commercial bank's portfolio

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  • Ahlstedt, Monica

Abstract

The Bank of Finland, in accordance with its regulations, is responsible for the stability of the financial markets. The main actors in the Finnish financial markets are fourteen authorized foreign,exchange banks. The Bank of Finland has therefore set up a risk monitoring system to measure the'risk exposures taken by these banks.

Suggested Citation

  • Ahlstedt, Monica, 1990. "Measuring the interest rate and exchange rate risk of a commercial bank's portfolio," Bank of Finland Research Discussion Papers 17/1990, Bank of Finland.
    • Handle: RePEc:zbw:bofrdp:rdp1990_017
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    References listed on IDEAS

    as
    1. Virén, Matti, 1990. "An analysis of advance effects of anticipated policy actions : Recent results with the finnish MICRO-QMED model," Research Discussion Papers 15/1990, Bank of Finland.
    2. repec:zbw:bofrdp:1990_017 is not listed on IDEAS
    3. repec:zbw:bofrdp:1990_009 is not listed on IDEAS
    4. Tarkka, Juha & Willman, Alpo, 1990. "Financial markets in the BOF4 model of the Finnish economy," Research Discussion Papers 1/1990, Bank of Finland.
    5. Haaparanta, Pertti, 1990. "Whether to join EMS or not : Signalling and the membership," Research Discussion Papers 9/1990, Bank of Finland.
    6. repec:zbw:bofrdp:1990_007 is not listed on IDEAS
    7. Gustavsson, Camilla, 1990. "Taxation of personal interest income in 18 OECD countries," Research Discussion Papers 8/1990, Bank of Finland.
    8. repec:zbw:bofrdp:1990_008 is not listed on IDEAS
    9. repec:zbw:bofrdp:1990_001 is not listed on IDEAS
    10. Ahlstedt, Monica, 1990. "Measuring the interest rate and exchange rate risk of a commercial bank's portfolio," Research Discussion Papers 17/1990, Bank of Finland.
    11. Tarkka, Juha & Willman, Alpo, 1990. "Income distribution and government finances in the BOF4 model of the Finnish economy," Research Discussion Papers 7/1990, Bank of Finland.
    12. repec:zbw:bofrdp:1990_015 is not listed on IDEAS
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