Measurement of interest rate risk for depository institution capital requirements and preliminary tests of a simplified approach

James M. O'Brien

No 354, Proceedings from Federal Reserve Bank of Chicago

Keywords: Interest rates; Risk; Bank capital; Office of Thrift Supervision (search for similar items in EconPapers)
Pages: 178-212
Date: 1992
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Published in Conference on Bank Structure and Competition (1992 : 28th)

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