Busch, Ramona; Littke, Helge; Memmel, Christoph; … - 2021
impact of changes in the interest rate level on banks' net interest income and the countermeasures they take. A decline in … the interest rate level has a more negative impact on net interest income, the longer the decline lasts and the lower the … interest rate level is. This impact softens with increasing risk of changes in the present value of banking books. We do not …