Template-Type: ReDIF-Article 1.0
Author-Name: Julián Caballero
Author-Name: Alexis Maurin
Author-Name: Philip Wooldridge
Author-Name: Dora Xia
Title: Interest rate risk management by EME banks
Abstract: Banks' management of interest rate risk depends on their business model as well as the environment in which they operate. In comparison with banks in many advanced economies, banks in emerging market economies (EMEs) make less use of interest rate derivatives. Instead, they mitigate the impact of rate changes on their net interest income by minimising repricing gaps between assets and liabilities. The management of interest rate risk might become more challenging with the expansion of EME banks' securities holdings.
Journal: BIS Quarterly Review
File-URL: http://www.bis.org/publ/qtrpdf/r_qt2309c.pdf
File-Format: Application/pdf
File-URL: http://www.bis.org/publ/qtrpdf/r_qt2309c.htm
File-Format: text/html
Year: 2023
Month: September
Classification-JEL: E52, G18
Handle: RePEc:bis:bisqtr:2309c