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An Analysis of Commercial Bank Exposure to Interest Rate Risk
1 references·6 citing·31 second hop
An Analysis of Commercial Bank Exposure to Interest Rate Risk (1996)An Analysis of Commercial Bank Exposure t…Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure (1997)Derivatives, Portfolio Compos…Financial stability, interest-rate smoothing and equilibrium determinacy (2009)Financial stability, interest…The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective (2008)The Integrated Impact of Cred…Analyzing the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data: Evidence from Germany (2008)Analyzing the Interest Rate R…Do Federal Home Loan Bank membership and advances increase bank risk-taking? (2007)Do Federal Home Loan Bank mem…What Does the Federal Reserves Economic Value Model Tell Us About Interest Rate Risk at U.S. Community Banks? (2004)What Does the Federal Reserve…Are the Causes of Bank Distress Changing? Can Researchers Keep Up? (2004)Are the Causes of Bank Distre…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Early warning of bank failure (1977)Board of Governors of the Federal Reserve System (2001)The stability of bank efficiency rankings when risk preferences and objectives are different (2008)A structured review and theme analysis of financial frauds in the banking industry (2020)The theory and practice of econometrics (1986)Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking (1997)Diversification, Size, and Risk at Bank Holding Companies (1997)Oil price risk in the Spanish stock market: An industry perspective (2013)Derivatives holdings and systemic risk in the U.S. banking sector (2014)Interest rate changes and stock returns: A European multi-country study with wavelets (2016)The relationship between return and market value of common stocks (1981)The Determinants of Firms' Hedging Policies (1985)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)The Dependency of the Banks' Assets and Liabilities: Evidence from Germany (2010)A Theory of the Banking Firm (1971)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Deposit Insurance, Risk, and Market Power in Banking (1988)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)“Options, Futures, and Other Derivatives” (2016)Bank Runs, Deposit Insurance, and Liquidity (1983)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)A New Approach to Assessing Risks to Financial Stability (2009)Top-down approaches for integrated risk management: How accurate are they? (2009)An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book (2010)Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation (1981)Market Evidence on the Effective Maturity of Bank Assets and Liabilities (1984)Are banks special? The separation of banking from commerce and interest rate risk (1990)Bank's interest rate risk and profitability in a prolonged environment of low interest rates (2018)
this work references cited by second hop

References

  • 1997Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure90 cited

Cited by

  • 2008The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective56 cited
  • 2004What Does the Federal Reserves Economic Value Model Tell Us About Interest Rate Risk at U.S. Community Banks?49 cited
  • 2004Are the Causes of Bank Distress Changing? Can Researchers Keep Up?40 cited
  • 2007Do Federal Home Loan Bank membership and advances increase bank risk-taking?27 cited
  • 2008Analyzing the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data: Evidence from Germany27 cited
  • 2009Financial stability, interest-rate smoothing and equilibrium determinacy14 cited

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