MATURITY TRANSFORMATION STRATEGIES AND INTEREST RATE RISK OF FINANCIAL INSTITUTIONS: EVIDENCE FROM THE GERMAN MARKET

Hendrik Scholz, Stephan Simon and Marco Wilkens
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Hendrik Scholz: Catholic University of Eichstätt-Ingolstadt, Germany
Stephan Simon: University of Erlangen-Nürnberg, Germany
Marco Wilkens: Catholic University of Eichstätt-Ingolstadt, Germany

Chapter 6 in Banking and Capital Markets:New International Perspectives, 2010, pp 155-182 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionInterest Rate Sensitivities and Empirical TestsPrincipal Regression ApproachDerivation of the Maturity Transformation FactorsEmpirical AnalysisDataComparison of Interest Rate FactorCapital Markets Based Maturity Estimates for Financial InstitutionsConclusionEndnotesReferences

Keywords: Financial Crises; Bank Lending; Corporate Governance; Equity Costs; International Joint Ventures; Value-at-Risk; Cross-Border Acquisitions; Cross-Country Listings; Buyout Activity; Spillover Effects (search for similar items in EconPapers)
Date: 2010
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