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Risk of Interest Rates at the Level of Commercial Banks in Romania Cover

Risk of Interest Rates at the Level of Commercial Banks in Romania

Open Access
|Jan 2018

References

  1. Armeneanu, D., Bălu, F. O., & Obreja, C. (2008). Managementul riscului de rată a dobânzii prin utilizarea metodei GAP-ului de durată, Revista Economică Teoretică și Aplicată, nr. 1.
  2. Badea, L. (coord.), Socol A., Drăgoi V., & Drigă, I. (2010). Managementul riscului bancar, Bucureşti: Editura Economică, 78-79.
  3. Brock, P., & Franken, H. (2003). Measuring the Determinants of Average and Marginal Bank Interest Rate Spreads in Chile 1994-2001, Working Papers, University of Washington, Department of Economics, 25.
  4. Financial statements of BCR from 2010-2016, available at: www.bcr.ro.
  5. Financial statements of BRD from 2010-2016, available at: www.brd.ro.
  6. Financial statements of Transilvania Bank from 2010-2016, available at: www.bancatransilvania.ro.
  7. Gomez, M., Landier, A., Sraer, D., & Thesmer, D. (2016). Banks exposure to interest rate risk and the transmission of monetary policy, Working Papers Series, 13.10.2139/ssrn.3723359
  8. Saunders, A., & Cornett, M. M. (2008). Financial Institutions Management – A Risk Management Approach, New York: McGraw Hill Irwin Publishing, 169.
DOI: https://doi.org/10.1515/raft-2017-0038 | Journal eISSN: 3100-5071 | Journal ISSN: 3100-5063
Language: English
Page range: 281 - 288
Published on: Jan 19, 2018
In partnership with: Paradigm Publishing Services

© 2018 Ioana Raluca Sbârcea, published by Nicolae Balcescu Land Forces Academy
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.