Risco de taxas de juros: inovações na gestão de ativos e passivos de instituições financeiras
This paper attempts to broaden the analysis of interest risk management in Brazilian financial institutions. It first discusses the impact of the volatility of interest rates on the profitability of batiks, introducing the concepts of duration and convexity
| Autores: | , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 1996 |
| País: | Brasil |
| Institución: | Fundação Getulio Vargas (FGV) |
| Repositorio: | Revista de Administração de Empresas |
| Idioma: | portugués |
| OAI Identifier: | oai:ojs.periodicos.fgv.br:article/38111 |
| Acceso en línea: | https://periodicos.fgv.br/rae/article/view/38111 |
| Access Level: | acceso abierto |
| Palabra clave: | duration convexity risks interest rates banks duração convexidade riscos juros bancos |
| Sumario: | This paper attempts to broaden the analysis of interest risk management in Brazilian financial institutions. It first discusses the impact of the volatility of interest rates on the profitability of batiks, introducing the concepts of duration and convexity |
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