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Derivatives, Portfolio Composition and Bank Holding Company · Study

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PreprintDerivatives, Portfolio Composition and Bank Holding Company

Beverly J. Hirtle1997

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Preprintgreen1997

Derivatives, Portfolio Composition and Bank Holding Company

Beverly J. Hirtle

17 citations·0/0 files stored·SSRN Electronic Journal

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Risk Management in Financial Firms Banking stability, regulation, efficiency Islamic Finance and Banking Studies

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References

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 1988Change in Market Assessments of Deposit-Institution Riskiness 1991Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model 1996The Association Between Stock-Price Interest Rate Sensitivity and Disclosures About Derivative Instruments 1995Banks and Derivatives 1994A Two-Factor ARCH Model for Deposit-Institution Stock Returns 1996An Analysis of Commercial Bank Exposure to Interest Rate Risk

Cited by

2013Derivatives as risk management and performance of agricultural banks 2008A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis 2016Identifying the Determinants of Interest Rate Risk of the Banks 2001Accounting Choices and Risk Management: SFAS 115 and U.S. Bank Holding Companies

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2000The risk of foreign currency contingent claims at US commercial banksarticle · 7 shared references 1997Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposurearticle · 5 shared references 2007Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH–M Modelarticle · 4 shared references 2006The sensitivity of US banks' stock returns to interest rate and exchange rate changesarticle · 4 shared references 2012Interest Rate Risk and Bank Equity Valuationsarticle · 4 shared references 2006Financial Intermediaries and Interest Rate Risk: IIarticle · 4 shared references

Details

Year1997

Typepreprint

Published1997-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations17

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.2139/ssrn.967

openalex_workW1604469327

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