Search Results - subject:"Interest risk"

Impact of specific risk on financial performance of listed deposit money banks in Nigeria

Abdullahi, Murtala; Sabari, Mohammed Habibu; Sabo, Bello; … - In: Accounting and taxation review : A&TR 5 (2021) 1, pp. 95-109

Persistent link: https://www.econbiz.de/10012610824

МЕТОДЫ ОЦЕНКИ ПРОЦЕНТНОГО РИСКА: СРАВНИТЕЛЬНЫЙ АНАЛИЗ РЕКОМЕНДАЦИЙ БАЗЕЛЬСКОГО КОМИТЕТА И БАНКА РОССИИ

СОКОЛОВ Б. И.; СОКОЛОВА Я. Ю. - In: Проблемы современной экономики (2013) 3, pp. 93-95

В статье дается сравнительный анализ рекомендаций Базельского комитета и Центрального банка России в отношении методов оценки процентного риска

Persistent link: https://www.econbiz.de/10011238912

ISLAMIC BANKING SYSTEM. THE CASE OF THE KINGDOM OF SAUDI ARABIA

Nichita, Mirela; Kagitci, Meral; Vulpoi, Marcel - In: Romanian Economic Business Review 8 (2013) 3.1, pp. 211-226

As know already for the past 15 years, despite of the global financial crisis Saudi Arabia is one of the world's fastest growing banking markets. This can only mean that the commercial banks that are operating in this environment have an advantage due to their position within the Kingdom of...

Persistent link: https://www.econbiz.de/10010747967

ДЮРАЦИЯ КАК МЕРА ЧУВСТВИТЕЛЬНОСТИ СТОИМОСТИ ФИНАНСОВОГО ИНСТРУМЕНТА К ИЗМЕНЕНИЮ ПРОЦЕНТНОЙ СТАВКИ

СОКОЛОВ Б. И.; СОКОЛОВА Я. Ю. - In: Проблемы современной экономики (2013) 3, pp. 249-253

В статье дан анализ дюрации как меры чувствительности стоимости финансового инструмента к изменению процентной ставки. Сделан вывод о том, что с ростом дюрации...

Persistent link: https://www.econbiz.de/10011247758

The impact of non-interest income on bank risk in Australia

Williams, Barry - In: Journal of banking & finance 73 (2016), pp. 16-37

Persistent link: https://www.econbiz.de/10011635617

Are pre-funded bonds good substitutes for zeros in corporate financing?

Hung, Ken; Liu, Shinhua - In: International journal of bonds and derivatives 2 (2016) 4, pp. 365-378

Persistent link: https://www.econbiz.de/10011807750

SPECIFIC FEATURES CONCERNING THE MARKET RISK MANAGEMENT

Anghelache, Gabriela - In: Theoretical and Applied Economics 6(511)(supplement) (2007) 6(511)(supplement), pp. 163-182

present text I have approached significant aspects as regards the management of the interest risk, by underlying to following … being utilized as for the interest risk management are also extensively presented within this material, as they are …

Persistent link: https://www.econbiz.de/10005154540

Time dependent behavior of the Asian and the US REITs around the subprime crisis

Chang, Chien‐Yun; Chou, Jian‐Hsin; Fung, Hung‐Gay - In: Journal of Property Investment & Finance 30 (2012) 3, pp. 282-303

Purpose – The study uses an AR(1)‐EGARCH(1,1) model to investigate the pricing behaviors of the real estate investment trusts (REITs) for four countries (Australia, Japan, Taiwan and the USA) before and after the 2007 financial crisis. Design/methodology/approach – The study uses an...

Persistent link: https://www.econbiz.de/10014898338

Bankrisiko und Risikosteuerung mit Derivaten

Broll, Udo; Welzel, Peter - Institut für Volkswirschaftlehre, Fakultät für … - 2002

risks on optimal bank behavior in the deposit and loan markets. If both credit risk and interest risk are tradeable, we …

Persistent link: https://www.econbiz.de/10005570401

Bankrisiko und Risikosteuerung mit Derivaten

Broll, Udo; Welzel, Peter - 2002

risks on optimal bank behavior in the deposit and loan markets. If both credit risk and interest risk are tradeable, we …

Persistent link: https://www.econbiz.de/10010291696