Similar Search Results

The value of using interest rate derivatives to manage risk of U.S. banking organizations

Elijah Brewer, III; William E. Jackson, III; Moser, James T. - In: Economic Perspectives (2001) Q III, pp. 49-66

This article examines the major differences in the accounting and stock market characteristics of banking organizations that use derivatives relative to those that do not.

Persistent link: https://www.econbiz.de/10005373274

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

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

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

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

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

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

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

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

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