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Interest rate risk of German financial institutions : the impact of level, slope, and curvature of the term structure
Czaja, Marc-Gregor; Scholz, Hendrik; Wilkens, Marco - In: Review of quantitative finance and accounting 33 (2009) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003850662
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Determinants of bank interest margins : impact of maturity transformation
Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - 2012
This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for …
Persistent link: https://www.econbiz.de/10009572494
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Zinsrisikomanagement : [Handlungsbedarf durch neues BaFin-Rundschreiben!]
Reuse, Svend (ed.); Apweiler, Herbert (contributor) - 2012 - 2. , überarb. und ergl. Aufl.
Persistent link: https://www.econbiz.de/10009513333
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Modelling optionalities in retail banking portfolios : impact of interest rate changes on the net present value of banks
Kalfmann, Petra - In: Analysis of monetary institutions and space : …, (pp. 97-110). 2011
Persistent link: https://www.econbiz.de/10009541571
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Strategische Fristen- und Währungstransformation : Analyse der Erfolgs- und Risikotreiber
Picker, Maik - 2012
Persistent link: https://www.econbiz.de/10009634598
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Commercial real estate lending concentrations : new evidence
Pana, Elisabeta - In: North American journal of finance and banking research 4 (2010) 4, pp. 13-24
Persistent link: https://www.econbiz.de/10008826263
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Periodenorientierte Steuerung der Zinsänderungsrisiken in kleinen und mittleren Kreditinstituten
Schwerdtner, Sven; Markus, Daniel - In: Handbuch Treasury : ganzheitliche Risikosteuerung in …, (pp. 43-73). 2011
Persistent link: https://www.econbiz.de/10009311464
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Interest rates and bank risk-taking
Delēs, Manthos D.; Kouretas, Georgios P. - In: Journal of banking & finance 35 (2011) 4, pp. 840-855
Persistent link: https://www.econbiz.de/10009244233
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Monetary policy, financial stability and interest rate rules
Di Giorgio, Giorgio; Rotondi, Zeno - In: Journal of risk management in financial institutions 4 (2010/11) 3, pp. 229-242
Persistent link: https://www.econbiz.de/10009271201
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Impact of interest rates on Islamic and conventional banks : the case of Turkey
Ergeç, E. H.; Arslan, B. G. - In: Applied economics 45 (2013) 16/18, pp. 2381-2388
Persistent link: https://www.econbiz.de/10009772277