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- Title
УПРАВЉАЊЕ КАМАТНОМ СТОПОМ И ПРЕГЛЕД КРЕТАЊА КАМАТНЕ СТОПЕ У СРБИЈИ И ЕВРОПИ
- Authors
Петковић, Златибор; Петковић, Вања
- Abstract
The aim of this paper is to point out one of the most significant problems faced by managers of banks and other financial institutions face every day. Changes in market interest rates could threaten the profitability of financial institutions, and even to destroy the whole or part of the equity capital that shareholders have invested in the respective institution. Banks are particularly sensitive to changes in interest rates due to the mismatch of their volatile short-term liabilities (mainly deposits) with long-term assets (mainly loans). In this paper, we empirically show that banks' exposure to interest rate risk, or the wage gap plays an important role in the transmission of monetary policy. Secondly, in this paper we have shown that GAP income, as well as the duration method also predicts the sensitivity of bank lending rates.
- Publication
Economic Outlook / Ekonomski Pogledi, 2014, Vol 16, Issue 1, p185
- ISSN
1450-7951
- Publication type
Article