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Interest Rate Risk in the Banking Book

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  • Sara Noorali
  • Carlos Santos

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  • Sara Noorali & Carlos Santos, 2006. "Interest Rate Risk in the Banking Book," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:r200503
    as

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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ar200503_e.pdf
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    References listed on IDEAS

    as
    1. M.J.B. Hall, 1996. "The amendment to the capital accord to incorporate market risk," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 49(197), pages 271-277.
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