Open Access

Risk of Interest Rates at the Level of Commercial Banks in Romania


Cite

Armeneanu, D., Bălu, F. O., & Obreja, C. (2008). Managementul riscului de rată a dobânzii prin utilizarea metodei GAP-ului de durată, Revista Economică Teoretică și Aplicată, nr. 1.Search in Google Scholar

Badea, L. (coord.), Socol A., Drăgoi V., & Drigă, I. (2010). Managementul riscului bancar, Bucureşti: Editura Economică, 78-79.Search in Google Scholar

Brock, P., & Franken, H. (2003). Measuring the Determinants of Average and Marginal Bank Interest Rate Spreads in Chile 1994-2001, Working Papers, University of Washington, Department of Economics, 25.Search in Google Scholar

Financial statements of BCR from 2010-2016, available at: www.bcr.ro.Search in Google Scholar

Financial statements of BRD from 2010-2016, available at: www.brd.ro.Search in Google Scholar

Financial statements of Transilvania Bank from 2010-2016, available at: www.bancatransilvania.ro.Search in Google Scholar

Gomez, M., Landier, A., Sraer, D., & Thesmer, D. (2016). Banks exposure to interest rate risk and the transmission of monetary policy, Working Papers Series, 13.10.2139/ssrn.3723359Search in Google Scholar

Saunders, A., & Cornett, M. M. (2008). Financial Institutions Management – A Risk Management Approach, New York: McGraw Hill Irwin Publishing, 169.Search in Google Scholar