文章基本信息

标题：Methods of Risk Management at the Banking Level
本地全文：下载
作者：Violeta Elena Dragoi ; Adelina Nicoleta Nicolescu
期刊名称：Risk in Contemporary Economy
电子版ISSN：2067-0532
出版年度：2019
DOI：10.35219/rce2067053241
语种：English
出版社：Dunarea de Jos University of Galati
摘要：The risk supposed by banks on the market,the most common and the most popular is the interest rate risk. For this reason,each banking institution tries to quantify it in order to be able to monitor it permanently and to take the necessary measures to reduce it. The interest rate risk is generated by the decreasing of commission incomes and of bank earned interests,at the same time with the increase of interest expenses paid over a reference period. The quantification involves the calculation of specific indicators,of which the most common is the spread or GAP.
关键词：interest rate risk;bank;sensitive assets and liabilities;maturity bands;GAP