Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks
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- Christoph Memmel, 2008. "Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 85-104.
References listed on IDEAS
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- Memmel, Christoph, 2011.
"Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure,"
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- Memmel, Christoph & Schertler, Andrea, 2011. "Banks' management of the net interest margin: Evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies 2011,13, Deutsche Bundesbank.
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More about this item
KeywordsInterest Rate Risk; Stress Testing;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- 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:
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