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SSRN Electronic Journal, 2019
We study how modern finance has affected banks interest rate risk management and how the decision hedge interest rate risk affects the transmission of monetary policy, the value of its equity, its lending behaviour, and, hence, the investment decisions of the firms to which they lend.
Andrada Bilan +3 more
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We study how modern finance has affected banks interest rate risk management and how the decision hedge interest rate risk affects the transmission of monetary policy, the value of its equity, its lending behaviour, and, hence, the investment decisions of the firms to which they lend.
Andrada Bilan +3 more
+5 more sources
Interest Rate Risk and Systematic Risk: An Interpretation
The Journal of Finance, 1978UNCERTAINTY, REGARDING future interest rates is generally presumed to be an inherent source of risk in default free bonds. In addition, a number of writers consider the beta coefficient of the market model as the relevant measure of risk for a default free security.
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The Journal of Financial and Quantitative Analysis, 1978
Much of the literature on the adequacy of bank capital is concerned with the role of such factors as default risk and faulty management. These factors are important but they neglect the role that purely stochastic elements can play in affecting the capital of a well-managed bank, even if it is free of default risk.
Roger N. Craine, James L. Pierce
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Much of the literature on the adequacy of bank capital is concerned with the role of such factors as default risk and faulty management. These factors are important but they neglect the role that purely stochastic elements can play in affecting the capital of a well-managed bank, even if it is free of default risk.
Roger N. Craine, James L. Pierce
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Bank profitability and interest rate risk
Journal of Economics and Business, 1981Abstract It is frequently asserted that the profitability of institutions that lend long and borrow short is restricted during periods of rising interest rates. In banking circles this assertion has been translated into a concern primarily for the soundness of smaller banks, which are commonly thought to hold a large proportion of their portfolios in
Gerald A. Hanweck, Thomas E. Kilcollin
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