Measurement of interest rate risk for depository institution capital requirements and preliminary tests of a simplified approach

Conference Paper

Status: Published in Conference on Bank Structure and Competition (1992 : 28th)

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File(s): File format is application/pdf https://fraser.stlouisfed.org/title/bank-structure-conference-9866/credit-markets-transition-724428?page=188
Description: Full text

Provider: Federal Reserve Bank of Chicago

Part of Series: Proceedings

Publication Date: 1992

Number: 354

Pages: 178-212