Hostname: page-component-848d4c4894-tn8tq Total loading time: 0 Render date: 2024-06-24T23:58:21.404Z Has data issue: false hasContentIssue false
  • English
  • Français

Interest Rate Changes and Commercial Bank Revenues and Costs

Published online by Cambridge University Press:  06 April 2009

Sherman J. Maisel  and
Robert Jacobson
Get access Rights & Permissions [Opens in a new window]

Extract

As part of an overall investigation of risk and capital adequacy in banks, we have examined the magnitudes by which Interest rate movements may alter reported rates of costs and returns for a typical commercial bank. At the same time, we have attempted to measure the manner in which banks adjust their loans and costs over time in reaction to shifting markets and rates.

Type
IV. Result of a Study of Risk and Capital Adequacy in Banks
Information
Journal of Financial and Quantitative Analysis , Volume 13 , Issue 4 , November 1978 , pp. 687 - 700
Copyright
Copyright © School of Business Administration, University of Washington 1978

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

[1]Boquist, J. A.; Racette, G. A.; and Schlarbaum., G. G. “Duration and Risk Assessment for Bonds and Common Stocks.” Journal of Finance, Vol. 30, No. 5 (12 1975), pp. 1360–1365.CrossRefGoogle Scholar
[2]Goldfeld, S., and Quandt., R. “Some Tests for Homoscedasticity.” Journal of the American Statistical Associations, Vol. 60 (1965), pp. 539–554.CrossRefGoogle Scholar
[3]Hester, D., and Pierce., J.Bank Management and Portfolio Behavior. New Haven: Yale University Press (1975).Google Scholar
[4]Hester, D., and Zoellner., J. “The Relationship between Bank Portfolios and Earnings: An Econometric Analysis.” Review of Economics and Statistics (11 1966), pp. 372–386.CrossRefGoogle Scholar
[5]Mc Culloch, J. Huston. “The Tax-Adjusted Yield Curve.” The Journal of Finance, Vol. 30, No. 3 (06 1975), pp. 811–830.Google Scholar
[6]Zellner, A. “An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias.” Journal of the American Statistical Association, Vol. 5 (1962), pp. 348–368.CrossRefGoogle Scholar