a permanent 1 percentage point upward shock in nominal interest rates, the average bank of 2013Q3 would ceteris paribus … interest rate risk exposure, the effect of the shock would differ across institutions and could be redistributive across …In this paper, we empirically analyze the transmission of realized interest rate risk - the gain or loss in bank …

leverage on GDP, credit and the interest rate spread. Increasing capital requirements for banks should therefore have no strong …

credit and interest rates. … international financial shocks on aggregate credit and interest rate fluctuations. Nonetheless, the net impact of integration on … participation of foreign banks in propagating external shocks. It is found that interest rates charged and loans supplied by foreign …