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Networth exposure to interest rate risk: An empirical analysis of Indian commercial banks

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Publication:958105
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DOI10.1016/j.ejor.2007.11.038zbMath1151.91075OpenAlexW2014449509MaRDI QIDQ958105

B. E. Eshmatov

Publication date: 2 December 2008

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.11.038


zbMATH Keywords

simulationrisk managementdriver-driven variablesinterest rate risk in banks


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (4)

Impact of compensation structure and managerial incentives on bank risk taking ⋮ Parameters measuring bank risk and their estimation ⋮ Do banks change their liquidity ratios based on network characteristics? ⋮ Pricing and risk management of interest rate swaps




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