dedicated to providing the international banking community with education and training. Explains bank regulations and the …Machine generated contents note: FOREWORD (Bank endorsement) PREFACE Part 1: Asset and Liability Management Chapter 1 …: Managing Bank Profitability Learning Objectives Introduction 1.1 Banking structure and regulation 1.1.1 Mandatory financial …

bank-level data for German banks, we find evidence that a bank's exposure to interest rate risk depends on its presumed … optimization horizon. The longer the presumed optimization horizon is, the more the bank is exposed to interest rate risk in its … exposure to interest rate risk. The more a bank is exposed to the risk of a decline in the interest rate level, the higher its …