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

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References

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Cited by

2013Oil price risk in the Spanish stock market: An industry perspective

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2014Derivatives holdings and systemic risk in the U.S. banking sector112 cited

2016Interest rate changes and stock returns: A European multi-country study with wavelets97 cited

1999Derivative activities and managerial incentives in the banking industry81 cited

1996An Analysis of Commercial Bank Exposure to Interest Rate Risk71 cited

2002Accounting Choices and Risk Management: SFAS No. 115 and U.S. Bank Holding Companies69 cited

2004Evidence on the efficacy of interest-rate risk disclosures by commercial banks55 cited

2006Financial Intermediaries and Interest Rate Risk: II53 cited

2014The use of financial derivatives and risks of U.S. bank holding companies53 cited

2009Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure52 cited

2007Derivative activities and Asia-Pacific banks’ interest rate and exchange rate exposures51 cited

2012A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis51 cited

2018Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states50 cited

2018Bank's interest rate risk and profitability in a prolonged environment of low interest rates45 cited

2015Interest Rate Sensitivity of S panish Industries: A Quantile Regression Approach42 cited

2003Derivative activities and the risk of international banks: A market index and VaR approach41 cited