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Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure · Study

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ArticleDerivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure

Beverly J. Hirtle1997

Article1997

Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure

Beverly J. Hirtle

90 citations·0/0 files stored·Journal of Financial Services Research

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Risk Management in Financial Firms Banking stability, regulation, efficiency Credit Risk and Financial Regulations

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References

1986The theory and practice of econometrics 1997Diversification, Size, and Risk at Bank Holding Companies 1997Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking 1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions 1995The Transformation of the U.S. Banking Industry: What a Long, Strange Trip It's Been 1995The Transformation of the U.S. Banking Industry: What a Long, Strange Trip It's Been 1988Change in Market Assessments of Deposit-Institution Riskiness 1984Market Evidence on the Effective Maturity of Bank Assets and Liabilities

Cited by

2013Oil price risk in the Spanish stock market: An industry perspective 2014Derivatives holdings and systemic risk in the U.S. banking sector 2016Interest rate changes and stock returns: A European multi-country study with wavelets 1999Derivative activities and managerial incentives in the banking industry 1996An Analysis of Commercial Bank Exposure to Interest Rate Risk

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Year1997

Typearticle

Published1997-10-01

VenueJournal of Financial Services Research

ISSN-L0920-8550

Languageen

Citations90

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.1023/a:1007930904536

openalex_workW1594394323

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2002

Accounting Choices and Risk Management: SFAS No. 115 and U.S. Bank Holding Companies

2004Evidence on the efficacy of interest-rate risk disclosures by commercial banks

2014The use of financial derivatives and risks of U.S. bank holding companies