Entrop, Oliver; Memmel, Christoph; Wilkens, Marco; … - Deutsche Bundesbank <Frankfurt, Main> / … - 2008
This paper describes the rst thorough analysis of the interest risk of German banks on anindividual bank level. We develop a new method that is based on time series of accountingbaseddata to quantify the interest risk of banks and apply it to analyze the German bankingsystem. We find evidence...