Beutler, Toni; Bichsel, Robert; Bruhin, Adrian; Danton, … - 2015
supervisory information on the repricing maturity profiles of Swiss banks and provides us with an individual measure of interest … of realized interest rate risk exposure weakening the bank's economic capital. Second, due to the banks' heterogeneity in … regions. Finally, bank lending seems to be mainly driven by capital rather than liquidity, suggesting that a higher …