This article examines interest rate risk in depository intermediaries and in particular its origin, forms, measurements and management. A critical analysis of gap management, duration and simulation models points out each model's potential and limits, and aims at a rational identification of the ways in which interest rate risk can be faced and hedged
This thesis studies the estimation of credit exposure arising from a portfolio of interest rate deri...
The paper provides a theoretical analysis of the interest rate risk in banking through a systemic ap...
Currently, the monetary and credit authorities of economically developed countries of Europe and Ame...
The concern relates to the repricing gap has to be analyzed in function of interest rates risk ,tha...
The world for financial institutions has changed during the last 20 years, and become riskier and mo...
This study dealt with the problem of interest rate risk control. After the exame of the duration ap...
Interest rate risk is an important consideration in both the management and regulation of depository...
The treatment of demand loans and deposits is crucial in measuring a bank’s actual exposure to the i...
The article presents an analysis and description of the methods of an income gap analysis and a dura...
Structural interest risk rate is the potential change that occurs in a financial institution’s finan...
This paper aims to define the degree of exposure to Interest Rate Risk (IRR) of a group of Italian B...
Immanent part of the banking business is interest rate risk, whose presence significantly affects on...
ABSTRACT. The business banks make its decisions in the condition of certainty, risk and uncertainty....
The present study aims at ascertaining whether a relationship exists between the liquidity risk and ...
The banking system in Romania is a banking system under development, subject to fluctuations that ex...
This thesis studies the estimation of credit exposure arising from a portfolio of interest rate deri...
The paper provides a theoretical analysis of the interest rate risk in banking through a systemic ap...
Currently, the monetary and credit authorities of economically developed countries of Europe and Ame...
The concern relates to the repricing gap has to be analyzed in function of interest rates risk ,tha...
The world for financial institutions has changed during the last 20 years, and become riskier and mo...
This study dealt with the problem of interest rate risk control. After the exame of the duration ap...
Interest rate risk is an important consideration in both the management and regulation of depository...
The treatment of demand loans and deposits is crucial in measuring a bank’s actual exposure to the i...
The article presents an analysis and description of the methods of an income gap analysis and a dura...
Structural interest risk rate is the potential change that occurs in a financial institution’s finan...
This paper aims to define the degree of exposure to Interest Rate Risk (IRR) of a group of Italian B...
Immanent part of the banking business is interest rate risk, whose presence significantly affects on...
ABSTRACT. The business banks make its decisions in the condition of certainty, risk and uncertainty....
The present study aims at ascertaining whether a relationship exists between the liquidity risk and ...
The banking system in Romania is a banking system under development, subject to fluctuations that ex...
This thesis studies the estimation of credit exposure arising from a portfolio of interest rate deri...
The paper provides a theoretical analysis of the interest rate risk in banking through a systemic ap...
Currently, the monetary and credit authorities of economically developed countries of Europe and Ame...