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The treatment of demand loans and deposits is crucial in measuring a bank's actual exposure to the interest rate risk … “at sight” time band. Nevertheless, empirical evidence shows that bank interest rates are characterized by a sluggish and … to study the interest rate pass-through for the Italian banking system, with specific regard to the retail bank interest …
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The recent banking crisis has revealed the existence of strong resiliency factors in the retail banking business model. On average, retail banks suffered less than other financial institutions from unexpected market changes. This paper proposes a new methodology to measure retail banks’...
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In this paper we investigate the relationship between changes in risk and changes in leverage for a panel of Swiss banks. Using market data for risk and both accounting and market data for capital for the period between 1990 and 2002, we find a positive correlation between changes in capital and...
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