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2014, vol. 9, iss. 1, pp. 35-53
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Management of interest rate risk
Upravljanje rizikom kamatne stope
University of Priština - Kosovska Mitrovica, Faculty of Economy, Serbia
Abstract
Interest rate risk is one of the biggest and most dangerous risks that a bank is exposed to. When a change of interest rates occurs, the incomes of a bank based on credits and securities endure significant changes. Banks resources also endure some changes. The change of interest rates changes the value of the assets and liabilities of the bank and it's net and investment worth . The change of interest rates also affects bank's balance sheet, income sheet statement and bank's share capital.
Sažetak
Kamatni rizik je jedan od najvećih i najopasnijih rizika kojem je banka izložena. Kada dođe do promene kamatnih stopa, prihodi banke po osnovu kredita i hartija od vrednosti pretrpe značajne promene. Takđe dolazi do značajnih promena i u izvorima banke. Promena kamatnih stopa menja vrednost aktive i pasive banke, neto vrednost banke i vrednost investicija banke. Promene kamatnih stopa utiču na bilans stanja, bilans uspeha i akcijski kapital banke.
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