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Banks' exposure to interest rate risk and capital adequacy: an appraisal of the federal banking agencies' approach

Gerald Hanweck and Bernard Shull

No 43, Proceedings from Federal Reserve Bank of Chicago

Keywords: Bank capital; Interest rates (search for similar items in EconPapers)
Pages: 436-467
Date: 1994
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Published in Conference on Bank Structure and Competition (1994 : 30th)

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