Učkar, Dean (2005) Some aspects of interest rate risk management in commercial bank. In: 24th International Conference on Organizational Science Development – Synergy of Methodologies, University of Maribor, Faculty of Organizational Science, Portorož, Slovenija.
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The goal of this article is to point out some aspects of interest rate risk management, as from the banking book, so from the trading book perspective. Emphasis is on duration analysis, and specially on leverage adjusted and volatility adjusted duration. Formulas for theirs calculation are presented with list of advantages and disadvantages linked with this interest rate risk management instrument.
| Tip objekta: | Materijal konferencije ili radionice (Paper) |
|---|---|
| Mentor: | NIJE ODREĐENO |
| Ključni pojmovi: | interest rate risk, commercial bank, duration, banking book, trading book |
| Teme: | 3 Društvene znanosti > 33 Ekonomija. Ekonomska znanost > 336 Financije. Uključujući: Javne financije. Bankarstvo. Novac > 336.7 Novac. Monetarni sustav. Bankarstvo. Burze > 336.71 Banke. Bankarstvo 3 Društvene znanosti > 33 Ekonomija. Ekonomska znanost > 336 Financije. Uključujući: Javne financije. Bankarstvo. Novac > 336.7 Novac. Monetarni sustav. Bankarstvo. Burze > 336.781.5 Kamatna stopa |
| Odjeli: | Fakultet ekonomije i turizma "Dr. Mijo Mirković" |
| Datum pohrane: | 07 Jan 2014 08:33 |
| Zadnja promjena: | 07 Jan 2014 08:33 |
| URI: | http://eknjiznica.unipu.hr/id/eprint/2818 |
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