What drives the short-term fluctuations of banks' exposure to interest rate risk?
Year of publication: |
2019
|
---|---|
Authors: | Memmel, Christoph |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | interest rate risk in the banking book | fixed-interest period of housing loans | interest swaps | regulation of interest rate risk |
Series: | Deutsche Bundesbank Discussion Paper ; 05/2019 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-553-8 |
Other identifiers: | 104922535X [GVK] hdl:10419/192933 [Handle] RePEc:zbw:bubdps:052019 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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