Interest Rate Risk in Banking
收藏NBER2024-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w33308
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资源简介：
We develop a framework to estimate bank franchise value. Contrary to existing models, sticky deposits and low deposit rate betas do not imply negative duration. While operating costs could generate negative duration, they are offset by fixed interest rate spreads from lending activity. Consequently,
提供机构：
美国国家经济研究局
创建时间：
2024-12-01
