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Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns
Unal, Haluk; Kane, Edward J. - Federal Reserve Bank of Chicago - 1987
Persistent link: https://www.econbiz.de/10010723680
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Banks' exposure to interest rate risk and capital adequacy: an appraisal of the federal banking agencies' approach
Hanweck, Gerald A.; Shull, Bernard - Federal Reserve Bank of Chicago - 1994
Persistent link: https://www.econbiz.de/10010723708
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Regulation banks' interest rate risk when interest rates are stochastic and equity has limited liability
Duan, Jin-Chuan; Moreau, Arthur F.; Sealey, C. W. - Federal Reserve Bank of Chicago - 1992
Persistent link: https://www.econbiz.de/10010723779
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Interest rates and consumer choice in the residential mortgage market: a summary
Vickery, James - Federal Reserve Bank of Chicago - 2007
Persistent link: https://www.econbiz.de/10010723839
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Using interest-rate options to hedge interest rate-dependent securities
Ronn, Ehud I.; Xuan, Changneng - Federal Reserve Bank of Chicago - 1997
Persistent link: https://www.econbiz.de/10010723855
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Survey data and the interest rate sensitivity of U.S. bank stock returns
Benink, Harald A.; Wolff, Christian C.P. - Federal Reserve Bank of Chicago - 1998
Persistent link: https://www.econbiz.de/10010723879
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Discussion of practical aspects of interest rate swaps vs. "the market for interest rate swaps" -- Alternative explanations of interest rate swaps
Rudnick, Linda T. - Federal Reserve Bank of Chicago - 1987
Persistent link: https://www.econbiz.de/10010723896
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The relationship between returns to risky lending and Gap management
Morgan, George Emir - Federal Reserve Bank of Chicago - 1987
Persistent link: https://www.econbiz.de/10010724060
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Valuing default-risky interest rate caps: a Monte Carlo approach
Abken, Peter A. - Federal Reserve Bank of Chicago - 1990
Persistent link: https://www.econbiz.de/10010724141
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Interest rate swaps
Carney, Owen - Federal Reserve Bank of Chicago - 1986
Persistent link: https://www.econbiz.de/10010724347