Why Do Banks Bear Interest Rate Risk?

garp_logo

FRM
ERP
SCR
Courses
- Foundations of Financial Risk
- Financial Risk and Regulation
Membership
Events
- Events Calendar
- Risk Convention
Risk Intelligence
About Us

garp_small_logo

Menu

Why Do Banks Bear Interest Rate Risk?

There are many factors that determine a bank’s exposure to interest rate risk. Deutsche Bundesbank’s Christoph Memmel examines these determinants, with a particular focus on the presumed optimization horizon.

November 29, 2021

Download White Paper

We are a not-for-profit organization and the leading globally recognized membership association for risk managers.

weChat QR code.

•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2021 Global Association of Risk Professionals