Pregled bibliografske jedinice broj: 206578
Some Aspects of Interest Rate Risk Management in Commercial Banks
Some Aspects of Interest Rate Risk Management in Commercial Banks // Proceedings of the 24th International Conference on Organizational Science Development "Synergy of Methodologies" / Kaluža, Jindrich ; Kljajić, Miroljub ; Leskovar, Robert ; Rajkovič, Vladislav ; Paape, Bjorn ; Šikula, Milan (ur.).
Kranj: Moderna organizacija, 2005. str. 1111-1116 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
CROSBI ID: 206578 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Some Aspects of Interest Rate Risk Management in Commercial Banks
Autori
Učkar, Dean
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Proceedings of the 24th International Conference on Organizational Science Development "Synergy of Methodologies"
/ Kaluža, Jindrich ; Kljajić, Miroljub ; Leskovar, Robert ; Rajkovič, Vladislav ; Paape, Bjorn ; Šikula, Milan - Kranj : Moderna organizacija, 2005, 1111-1116
Skup
Sinergija metodologij - Synergy of Methodologies
Mjesto i datum
Portorož, Slovenija, 16.03.2005. - 18.03.2005
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
Interest rate risk; commercial bank; duration; banking book; trading book
Sažetak
The goal of this article is to point out some aspects of interest rate risk management, as from the banking book, so from the trading book perspective. Emphasis is on duration analysis, and specially on leverage adjusted and volatility adjusted duration. Formulas for theirs calculation are presented with list of advantages and disadvantages linked with this interest rate risk management instrument.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
POVEZANOST RADA
Projekti:
0145003
Ustanove:
Fakultet ekonomije i turizma "Dr. Mijo Mirković", Pula
Profili:
Dean Učkar
(autor)
