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Brock (2003)
Franken Measuring the Determinants of Average and Marginal Bank Interest Rate Spreads in Chile Working University of Department ofPapers Washington Economics, 25
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Augustin Landier, D. Sraer, D. Thesmar (2013)
Banks' Exposure to Interest Rate Risk and the Transmission of Monetary PolicyHEC Paris Research Paper Series
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Philip Brock, Helmut Franken (2003)
Measuring the Determinants of Average and Marginal Bank Interest Rate Spreads in Chile, 1994-2001Journal Economía Chilena, 6
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Managementul riscului de rată a dobânzii prin utilizarea metodei GAP-ului de durată, Revista Economică Teoretică și Aplicată, nr
Gomez (2016)
Banks exposure to interest rate risk and the transmission of monetary policy Working SeriesPapers, 13
Saunders (2008)
Financial Institutions Management Risk Management Approach New York Publishing
AbstractThe banking system in Romania is a banking system under development, subject to fluctuations that exist on the market more than on more developed banking systems, fluctuations that can generate losses for banks if they are not properly managed. The losses that may be generated by these fluctuations, known as market risk, refer to the significant fluctuations in three indicators, namely the interest rate, the exchange rate and the asset price. In this article, I will analyse the interest rate risk from a conceptual point of view and the indicators that mitigate this risk. The analysis also contains a study of this risk among commercial banks in the system to highlight the level of risk and possible effects of its manifestation. I calculated and analysed the interest rate risk indicators, individually for the first three banks in the system, but also to comparatively, in order to highlight the existing differences.
Land Forces Academy Review – de Gruyter
Published: Dec 1, 2017
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