Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub ![]() |
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Sustaining the interest rate policy by stress testing
Available online: 18 April 2013 Subject Heading: Risk management JEL Classification:
In the scientific article by the author investigated the problem of risk in the banking sector. The model of interest rate risk, the peculiarities of constructing a model of identification, as well as methods of analysis and control interest rate risk through the gap management are analyzes. As a result, it is concluded that the stress testing, management and hedging are the best ways to minimize interest rate risk. Keywords: bank interest rate policy, the management gap, stress testing, risk, minimizing risk ![]() |
![]() ISSN 2311-8709 (Online)
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