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2011, vol. 57, iss. 1, pp. 97-107
Interest rate risk in the banking business
Novi Pazar
Keywords: bank; interest rate risk; influence of interest rate risk; interest rate risk management; ALCO
Abstract
Immanent part of the banking business is interest rate risk, whose presence significantly affects on the business performance of the bank. The current conditions of crisis and instability in the market are best manifested through exactly this kind of banking risks. Given that the banks can not eliminate its presence, its commercial success depends significantly on the ability of their management to detect interest rate trends and potential sources of interest rate risk, and to build effective mechanisms of protection against risks. The aim of this paper is to introduce ways of expression of this risk, as well as the methods used in modern banking to reduce the negative consequences of the existence of this risk to the bank.
References
*** (1998) Interest rate risk. in: Comptrollers handbook, www.occ.treas.gov/handbook/irr.pdf
Bessis, J. (2001) Risk management in banking. Chichester: John Wiley & Sons
Ćirović, M. (2001) Bankarstvo. Beograd: Bridge Company
Đukić, Đ., Bjelica, V., Ristić, Ž. (2006) Bankarstvo. Beograd: Ekonomski fakultet - Centar za izdavačku delatnost
Miškin, F. (2006) Monetarna ekonomija, bankarstvo i finansijska tržišta. Beograd: Data status
Prohaska, Z. (1996) Analiza vrijednosnih papira. Zagreb: Infoinvest
Santomero, M. (1997) Commercial bank risk management: An analysis of the process. University of Pennsylvania - Wharton Financial Institutions Center - The Wharton School, Working Paper 95-11-C
Živko, I. (2006) Kamatni rizik u bankarstvu - izvori i učinci. Ekonomska misao i praksa, 15, (2), 199-214
 

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article language: Serbian
document type: Review Paper
published in SCIndeks: 27/05/2011

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