Sierra, Gregory E.; Yeager, Timothy J. - Federal Reserve Bank of St. Louis - 2003
interest rates. Since that episode, U.S. bank supervisors have placed more emphasis on monitoring the interest rate risk of … supervisors can rely on this tool to help assess a bank’s interest rate risk. Our results are consistent with prior research that … finds the average interest rate risk at banks to be modest, though we do not consider the potential interaction between …