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Interest Rate Changes and Commercial Bank Revenues and Costs

Published online by Cambridge University Press:  06 April 2009

Sherman J. Maisel  and
Robert Jacobson
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Extract

As part of an overall investigation of risk and capital adequacy in banks, we have examined the magnitudes by which Interest rate movements may alter reported rates of costs and returns for a typical commercial bank. At the same time, we have attempted to measure the manner in which banks adjust their loans and costs over time in reaction to shifting markets and rates.

Type
IV. Result of a Study of Risk and Capital Adequacy in Banks
Information
Journal of Financial and Quantitative Analysis , Volume 13 , Issue 4 , November 1978 , pp. 687 - 700
Copyright
Copyright © School of Business Administration, University of Washington 1978

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References

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