What drives the short‐term fluctuations of banks' exposure to interest rate risk?-Reference-Cited by-同舟云学术

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What drives the short‐term fluctuations of banks' exposure to interest rate risk?

Published:2020-01-21 Issue:4 Volume:38 Page:674-686
ISSN:1058-3300
Container-title:Review of Financial Economics
language:en
Short-container-title:Rev. Financ. Econ.

Author:

Memmel Christoph¹^ORCID

Affiliation:

1. Deutsche Bundesbank Frankfurt Germany

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/rfe.1100

Reference29 articles.

1. BaFin. (2016).Allgemeinverfügung: Anordnung von Eigenmittelanforderungen für Zinsänderungsrisiken im Anlagebuch. Bundesanstalt für Finanzdienstleistungsaufsicht: Geschäftszeichen BA 55‐FR 2232‐2016/0001.

2. Banca d’Italia. (2016).Financial Stability Report. Number 1/2016.

3. Basten C. Guin B. &Koch C.(2017).How do banks and households manage interest rate risk? Evidence from the Swiss mortgage market. CESifo Working Papers No. 6649.

4. Banks' Risk Exposures

5. The value of using interest rate derivatives to manage risk at U.S. banking organizations;Brewer E.;Economic Perspectives,2001

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