Interest Rate Risk Management using Duration Gap Methodology

The world for financial institutions has changed during the last 20 years, and become riskier and more competitive-driven. After the deregulation of the financial market, banks had to take on extensive risk in order to earn sufficient returns. Interest rate volatility has increased dramatically over...

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Bibliographic Details
Main Authors: Dan Armeanu, Florentina-Olivia Balu, Carmen Obreja
Format: Article
Language:English
Published: General Association of Economists from Romania 2008-01-01
Series:Theoretical and Applied Economics
Subjects:
Online Access: http://store.ectap.ro/articole/273.pdf