an analysis of commercial bank exposure to …（分析商业银行暴露于u2026）.pdf

An Analysis of Commercial Bank Exposure to Interest Rate Risk David M. Wright and James V. Houpt, of the Board’s SOURCES OF INTEREST RATE RISK Division of Banking Supervision and Regulation, pre- pared this article. Leeto Tlou and Jonathan Hacker Interest rate risk is, in general, the potential for provided assistance. changes in rates to reduce a bank’s earnings or value. As financial intermediaries, banks encounter interest B