Conference Paper

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

Keywords: Interest rates; Risk; Bank capital; Office of Thrift Supervision;

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

Bibliographic Information

Provider: Federal Reserve Bank of Chicago

Part of Series: Proceedings

Publication Date: 1992

Number: 354

Pages: 178-212