๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Systemic risk in banking ecosystems

โœ Scribed by Haldane, Andrew G.; May, Robert M.


Book ID
109899346
Publisher
Nature Publishing Group
Year
2011
Tongue
English
Weight
397 KB
Volume
469
Category
Article
ISSN
0028-0836

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Hedging interest rate risk in banking
โœ Dr. David R. Goldfarb ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 806 KB

T mediary that hedges its interest rate risk in the futures market. This interest rate risk has two components: asymmetric risk in the form of prepayment risk on fixed rate loans or through a cap feature on variable rate loans; and, symmetric risk in the form of interest rate level-risk and interest