IDEAS home Printed from https://ideas.repec.org/a/fip/fedgrb/y1991iaugp625-637nv.77no.8.html
   My bibliography  Save this article

A method for evaluating interest rate risk in U.S. commercial banks

Author

Listed:
  • James A. Embersit
  • James V. Houpt

Abstract

No abstract is available for this item.

Suggested Citation

  • James A. Embersit & James V. Houpt, 1991. "A method for evaluating interest rate risk in U.S. commercial banks," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Aug, pages 625-637.
    • Handle: RePEc:fip:fedgrb:y:1991:i:aug:p:625-637:n:v.77no.8
    as

    Download full text from publisher

    File URL: http://fraser.stlouisfed.org/publications/FRB/page/32788/4210/download/32788.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Thomas H. Mondschean, 1992. "Market value accounting for commercial banks," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 16(Jan), pages 16-31.
    2. Adriatik Kotorri & Mirela Miti & Ingrit Konomi, 2014. "Assessment Of Banking Assets On Financial Risk Management - Albanian Case," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 314-318, February.
    3. William Bednar & Mahmoud Elamin, 2014. "Rising Interest Rate Risk at US Banks," Economic Commentary, Federal Reserve Bank of Cleveland, issue June.
    4. Cerrone, Rosaria & Cocozza, Rosa & Curcio, Domenico & Gianfrancesco, Igor, 2017. "Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks," Journal of Financial Stability, Elsevier, vol. 30(C), pages 126-138.
    5. Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015. "Monetary transmission models for bank interest rates," DEM Working Papers Series 101, University of Pavia, Department of Economics and Management.
    6. Gregory E. Sierra & Timothy J. Yeager, 2003. "What does the Federal Reserve’s economic value model tell us about interest rate risk at U.S. community banks?," Supervisory Policy Analysis Working Papers 2003-01, Federal Reserve Bank of St. Louis.
    7. Stojanovic, Dusan & Vaughan, Mark D. & Yeager, Timothy J., 2008. "Do Federal Home Loan Bank membership and advances increase bank risk-taking?," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 680-698, May.
    8. Galen Sher & Giuseppe Loiacono, 2013. "Maturity Transformation and Interest Rate Risk in Large European Bank Loan Portfolios," EcoMod2013 5442, EcoMod.
    9. BERNARD Shull, 1993. "How Should Bank Regulatory Agencies Be Organized?," Contemporary Economic Policy, Western Economic Association International, vol. 11(1), pages 99-107, January.
    10. Paolo Giudici & Laura Parisi, 2015. "Dynamic models for monetary transmission," DEM Working Papers Series 106, University of Pavia, Department of Economics and Management.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedgrb:y:1991:i:aug:p:625-637:n:v.77no.8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ryan Wolfslayer ; Keisha Fournillier (email available below). General contact details of provider: https://edirc.repec.org/data/frbgvus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.