Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany
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"Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure,"
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More about this item
KeywordsGerman financial institutions; interest rate risk; accounting-based approach; maturity transformation; banking supervision; model evaluation;
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2008-04-04 (Accounting & Auditing)
- NEP-ALL-2008-04-04 (All new papers)
- NEP-BAN-2008-04-04 (Banking)
- NEP-CFN-2008-04-04 (Corporate Finance)
- NEP-MON-2008-04-04 (Monetary Economics)
- NEP-ORE-2008-04-04 (Operations Research)
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