Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
Year of publication: |
2010
|
---|---|
Authors: | Memmel, Christoph |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Bankrisiko | Zinsrisiko | Zinsstruktur | Kreditgeschäft | Laufzeit | Zinsspannenrechnung | Schätzung | Deutschland | interest rate risk | term transformation | interest income |
Series: | Discussion Paper Series 2 ; 2010,07 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86558-645-2 |
Other identifiers: | 635916479 [GVK] hdl:10419/40693 [Handle] RePEc:zbw:bubdp2:201007 [RePEc] |
Classification: | G11 - Portfolio Choice ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
-
Memmel, Christoph, (2010)
-
Memmel, Christoph, (2010)
-
Memmel, Christoph, (2016)
- More ...
-
Memmel, Christoph, (2005)
-
Behr, Andreas, (2007)
-
How do banks adjust their capital ratios? Evidence from Germany
Memmel, Christoph, (2007)
- More ...