Measurement of interest rate risk for depository institution capital requirements and preliminary tests of a simplified approach
| Year of publication: |
1992
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|---|---|
| Authors: | O'Brien, James M. |
| Institutions: | Federal Reserve Bank of Chicago |
| Subject: | Interest rates | Risk | Bank capital | Office of Thrift Supervision |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in Conference on Bank Structure and Competition (1992 : 28th) Number 354 178 pages long212 |
| Source: |
Persistent link: https://www.econbiz.de/10010724548