Home  Journals  Finance and Credit  15(543) - 2013 April

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

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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