Financial intermediation and interest rate risk

This thesis analyses the link between interest rate risk faced by financial intermediaries in the G-10 countries, their balance sheet composition and national bank regulation. The regulatory authorities both in the US and in Europe increasingly emphasise the issue of bank interest rate exposure. The...

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Bibliographic Details
Main Author: Zagonov, Maxim
Published: City University London 2011
Subjects:
332
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.535787