Interest rate volatility: understanding, analyzing, and managing interest rate risk and risk-based capital

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Irwin Professional Pub., Feb 1, 1996 - Business & Economics - 175 pages
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Takes a multifaceted look at the major issues of interest rate risk management, including a controversial new tie-in to risk-based capital. This definitive text inlcudes a review of the major types of risk affecting financial institutions and the critical issues affecting financial institutions and the critical issues affecting risk-based capital, included the impact on asset-liability management.

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Recent Banking Problems and Changes in Law
Proposals for Regulating Interest Rate Risk
Commercial Bank Comparisons

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About the author (1996)

BERNARD SHULL is Professor Emeritus in the Department of Economics, Hunter College, and a special consultant for National Economic Research Associates (NERA). He has held various positions in the Federal Reserve System, including Associate Advisor to the Board of Governors; he was also Senior Economist in the Office of the Comptroller of the Currency. He has published widely in professional and academic journals on issues of monetary, banking, and financial policy, and is the co-author of two books, Interest Rate Volatility and Bank Mergers in a Deregulated Environment (Quorum, 2001).

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