Interest Rate Risk in Banking
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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,
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美国国家经济研究局创建时间：
2024-12-01
