A method for evaluating interest rate risk in U.S. commercial banks [PDF]
Interest rates ; Risk ; Bank ...
James A. Embersit, James V. Houpt
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An Analysis of Commercial Bank Exposure to Interest Rate Risk
, 1996 David Wright, James V. Houpt
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Regulatory taxes, investment, and financing decision for insured banks [PDF]
An investigation of the effects of interest rate and credit risk on optimal capital structure and investment decisions. The authors show that with no uncertainty in interest rates, capital regulation will reduce the risk of the bank's assets, but that ...
Anlong Li +3 more
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The measurement and control of interest rate risk [PDF]
Insurance Markets and Companies, 2010 Joel R. Barber, Mark L. Copper
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Alternative estimates of the well-known negative relationship between the US interest rate risk and the flow-through capability. [PDF]
Heliyon, 2019 Jareño F, Tolentino M, Cano C.
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The Interest Rate Exposure of Nonfinancial Corporations [PDF]
Many interest rates are as volatile as exchange rates and thus represent an equally important source of risk for corporations. While this is true not only for financial institutions, but for other corporations as well, little is known about the interest ...
Sohnke M. Bartram
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The Impact of Interest Rate Fluctuations on Commercial Banks and Their Risk Mitigation Strategies [PDF]
Lihan Wang
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Carry Trade with Maintained Currencies - A Risk and Return Analysis for the Egyptian Pound [PDF]
The forward premium puzzle in the exchange rate market, resulting from the deviation and failure of interest rate parity, has awakened the interest of speculators to perform carry trade activities.
Ahmed Badawi +2 more
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Interbank Market Interest Rate Risk Measure An Empirical Study Based on VaR Model
, 2018 Yuanyuan Peng, Luoyuan Cheng, Yue Zhu
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SHADOW RISK-FREE RETURNS WHEN HEDGING THE INTEREST RATE RISK [PDF]
This paper addresses the hedging of bond portfolios interest rate risk by drawing on the classical one period no-arbitrage approach of Financial Economics (Ingersoll (1987)).
Alejandro Balbás +2 more
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