Comparative analysis of interest rate risk mitigation in selected banks in Poland
Journal Title: Zarządzanie i Finanse - Year 2013, Vol 11, Issue 2
Abstract
The aim of this survey is to examine whether the banks are aware of the interest rate risk of the banking book by comparing the principles of risk management in the banks operating in Poland. The analysis was carried out in 5 banks, selected by an expert. So far, the interest rate risk was the cause of the financial difficulties of S&L’s in the U.S. in the 80s twentieth century, however, the major product-pricing mismatch of interest, may be "forgotten risk," as it was in case of liquidity risk before the global financial crisis. The analysis has shown that banks in Poland are aware of this risk, but the way of defining and monitoring it is different and there are no universal tools.
Authors and Affiliations
Agnieszka K. Nowak
Keywords
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- EP ID EP147179
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