Eva Lütkebohmert - Central Bank Research Hub

Papers by year: All | 2017 | 2007

Title Other author(s)

Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve

Deutsche Bundesbank Discussion Papers [View] (Paper: 24/2017, 31.08.2017)

JEL: C11, C51, C55

Granularity adjustment for Basel II

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/01, 02.08.2007)

Papers by year: All | 2017 | 2007