How correlated are changes in banks' net interest income and in their present value?
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KeywordsInterest rate risk; term transformation; interest income; change in present value;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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