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  • 标题:THE ASSESSMENT OF INTEREST RATE RISK AS ONE OF THE ELEMENTS OF BANK RISK MANAGEMENT POLICY
  • 本地全文:下载
  • 作者:Demina V.V. ; Fazylov A.
  • 期刊名称:Economy
  • 印刷版ISSN:2072-8549
  • 出版年度:2015
  • 期号:2
  • 页码:128-132
  • 出版社:Moscow State Regional University
  • 摘要:The article discusses the concept of financial risk as the probability of the occurrence of consequences in the form of income or capital losses in uncertain conditions. The authors argue for the need of implementing management policies of interest rate risks at banking institutions and identify the main stages of management as well as the advantages and disadvantages of the key assessment methods of interest rate risks, i.e. the method of gaps in lines assessing, “duration” method, statistical estimation methods.
  • 关键词:financial risk; classification map; interest rate risk; management policy; assessment; duration; gap in the lines; interest rates
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