Journal Article
Rising Interest Rate Risk at US Banks
Abstract: Average interest rate risk in the banking system has been increasing since the end of the financial crisis and is almost back to its pre-recession level. But the increase has not occurred uniformly at large and small banks. At big banks, risk, while increasing, hasn?t yet reached its pre-recession high. It?s in small banks where we see a steep rise in interest rate risk. The big banks? exposure is being driven mainly by their liabilities. At small banks, it is coming from both their assets and liabilities.
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https://doi.org/10.26509/frbc-ec-201412
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Provider: Federal Reserve Bank of Cleveland
Part of Series: Economic Commentary
Publication Date: 2014
Issue: June
Order Number: 12